Janus Henderson US Managed Volatility A (JRSAX)

11.93 +0.02  +0.17% Dec 6 USD
View Full Chart
Total Returns Chart

Key Stats

Net Asset Value 11.93
Turnover Ratio 87.00%
1 Year Fund Level Flows -117.28M

Performance & Returns

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 2.40% 2.35% 53
3M 0.34% 5.64% 99
6M 5.76% 10.58% 96
YTD 21.98% 25.66% 87
1Y 13.56% 17.16% 87
3Y 12.67% 12.71% 58
5Y 9.41% 9.10% 52
10Y 12.21% 11.91% 53
15Y -- 8.09% --
20Y -- 5.99% --
As of Dec. 6, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.87% 0.87% 0.00%
Stock 99.13% 99.13% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of June 30, 2019

Region Exposure

Americas 98.49%
North America 97.97%
Latin America 0.52%
Greater Europe 0.32%
United Kingdom 0.00%
Europe Developed 0.32%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 1.19%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 1.19%
Market Classification
% Developed Markets 98.81%
% Emerging Markets 1.19%
As of June 30, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 1.67%
Communication Services 1.55%
Consumer Cyclical 15.93%
Consumer Defensive 10.94%
Energy 0.92%
Financial Services 8.75%
Healthcare 5.15%
Industrials 6.65%
Real Estate 18.07%
Technology 10.86%
Utilities 19.51%
As of June 30, 2019

Stock Market Capitalization

Giant 10.09%
Large 43.85%
Medium 45.29%
Small 0.78%
Micro 0.00%
As of June 30, 2019

Stock Style Exposure

Large Cap Value 13.34%
Large Cap Blend 23.80%
Large Cap Growth 17.12%
Mid Cap Value 12.96%
Mid Cap Blend 15.74%
Mid Cap Growth 16.25%
Small Cap Value 0.55%
Small Cap Blend 0.23%
Small Cap Growth 0.00%
As of June 30, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
AWK American Water Works Co Inc 1.88% 122.50 -0.14%
CME CME Group Inc Class A 1.80% 204.35 -0.78%
RSG Republic Services Inc Class A 1.65% 88.53 -0.27%
NEE NextEra Energy Inc 1.63% 234.15 -0.10%
BA Boeing Co 1.57% 350.99 -0.88%
LULU Lululemon Athletica Inc 1.48% 232.26 +1.26%
AZO AutoZone Inc 1.48% 1172.45 -0.02%
EVRG Evergy Inc 1.39% 62.44 -1.00%
LW Lamb Weston Holdings Inc 1.29% 84.30 +0.09%
SUI Sun Communities Inc 1.28% 159.71 +0.45%
As of June 30, 2019
Advertisement

Basic Info

Investment Strategy
The investment seeks long-term growth of capital. The fund invests, under normal circumstances, at least 80% of its net assets (plus any borrowings for investment purposes) in U.S. common stocks from the universe of the Russell 1000® Index, utilizing INTECH's mathematical investment process, applying a managed volatility approach. The Russell 1000® Index is an unmanaged index that measures the performance of the large-cap segment of the U.S. equity universe. The fund pursues its investment objective by applying a mathematical investment process to construct an investment portfolio from the universe of stocks within the named benchmark index.
General
Security Type Mutual Fund
Oldest Share Symbol JRSIX
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Blend
Prospectus Objective Growth
Fund Owner Firm Name Janus Henderson
Reports
One Page Report Download

Manager Info

Name Tenure
Adrian Banner 10.93 yrs
Joseph Runnels 13.84 yrs
Vassilios Papathanakos 7.84 yrs

Share Classes

Symbol Share Class
JRSCX C
JRSDX D
JRSIX Inst
JRSNX N
JRSSX S
JRSTX Other

Net Fund Flows

1M 10.15M
3M -9.792M
6M -22.26M
YTD -86.05M
1Y -117.28M
3Y -59.74M
5Y 60.17M
10Y 39.05M
As of Nov. 30, 2019

Risk Info

Beta (5Y) 0.6874
Historical Sharpe Ratio (10Y) 1.062
Historical Sortino (All) 0.4678
Daily Value at Risk (VaR) 1% (All) 3.62%
Monthly Value at Risk (VaR) 1% (All) 15.08%

Fundamentals

Dividend Yield TTM (12-6-19) 1.40%
30-Day SEC Yield (8-31-17) 0.00%
7-Day SEC Yield (12-19-13) 0.03%
Weighted Average PE Ratio 24.93
Weighted Average Price to Sales Ratio 2.831
Weighted Average Price to Book Ratio 3.308
Weighted Median ROE 19.77%
Weighted Median ROA 7.15%
Forecasted Dividend Yield 2.12%
Forecasted PE Ratio 22.73
Forecasted Price to Sales Ratio 2.691
Forecasted Price to Book Ratio 3.110
Number of Holdings 364
As of June 30, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 9.18%
Forecasted Book Value Growth 4.69%
Forecasted Cash Flow Growth 12.68%
Forecasted Earnings Growth 14.83%
Forecasted Revenue Growth 4.85%
As of June 30, 2019

Comparables

Edit

Attributes

Purchase Details
Open to New Investors Yes
Open to Existing Investors Yes
Minimum Initial Investment 2500.00 USD
Minimum Subsequent Investment 0.00 USD
Fees
Actual 12B-1 Fee 0.25%
Actual Management Fee 0.50%
Administration Fee --
Performance Fee --
Switching Fee --
Transaction Fee --
Maximum Front Load 5.75%
Maximum Deferred Load --
Maximum Redemption Fee --
Key Dates
Inception Date 12/30/2005
Termination Date
Last Annual Report Date 6/30/2019
Last Prospectus Date 10/28/2019
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
Advertisement

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.