Janus Henderson US Managed Volatility A (JRSAX)

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11.75 +0.09  +0.77% Aug 21 USD
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Total Returns Chart

Performance & Returns

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.21% -2.41% 2
3M 5.67% 2.17% 4
6M 8.29% 3.86% 13
YTD 20.14% 15.76% 13
1Y 5.01% 1.83% 25
3Y 11.34% 10.42% 47
5Y 9.49% 8.23% 36
10Y 12.77% 12.00% 31
15Y -- 8.10% --
20Y -- 5.84% --
As of Aug. 21, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.79% 0.79% 0.00%
Stock 99.21% 99.21% 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 March 31, 2019

Region Exposure

Americas 98.83%
North America 98.32%
Latin America 0.50%
Greater Europe 0.45%
United Kingdom 0.06%
Europe Developed 0.39%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.72%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.72%
Market Classification
% Developed Markets 99.28%
% Emerging Markets 0.72%
As of March 31, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 0.85%
Communication Services 2.58%
Consumer Cyclical 14.22%
Consumer Defensive 13.46%
Energy 2.36%
Financial Services 8.05%
Healthcare 11.72%
Industrials 6.75%
Real Estate 15.27%
Technology 5.97%
Utilities 18.77%
As of March 31, 2019

Stock Market Capitalization

Giant 11.42%
Large 41.51%
Medium 46.48%
Small 0.59%
Micro 0.00%
As of March 31, 2019

Stock Style Exposure

Large Cap Value 14.40%
Large Cap Blend 24.73%
Large Cap Growth 14.03%
Mid Cap Value 14.15%
Mid Cap Blend 15.82%
Mid Cap Growth 16.28%
Small Cap Value 0.23%
Small Cap Blend 0.33%
Small Cap Growth 0.03%
As of March 31, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
RSG Republic Services Inc Class A 1.78% 88.93 -0.41%
AWK American Water Works Co Inc 1.71% 123.83 -0.18%
BA Boeing Co 1.66% 352.08 +3.56%
NEE NextEra Energy Inc 1.56% 220.21 -0.47%
LW Lamb Weston Holdings Inc 1.55% 69.26 +1.20%
CME CME Group Inc Class A 1.54% 214.49 +0.47%
MO Altria Group Inc 1.43% 46.30 +0.11%
AZO AutoZone Inc 1.39% 1081.44 -0.60%
LULU Lululemon Athletica Inc 1.36% 181.85 -0.81%
EVRG Evergy Inc 1.36% 65.00 -0.21%
As of March 31, 2019
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One Page Reports

Basic Info

Style
Equity Style Large Cap/Blend
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Blend
Prospectus Objective Growth
Fund Owner Firm Name Janus Henderson
Benchmark Index
Russell 1000 TR USD
100.0%

Manager Info

Name Tenure
Adrian Banner 10.26 yrs
Joseph Runnels 13.17 yrs
Vassilios Papathanakos 7.16 yrs

Net Fund Flows

1M -8.998M
3M -12.96M
6M -60.74M
YTD -65.60M
1Y -126.05M
3Y -1.208M
5Y 74.96M
10Y 63.28M
As of July 31, 2019

Risk Info

Beta (5Y) 0.7193
Historical Sharpe Ratio (10Y) 1.104
Historical Sortino (All) 0.453
Daily Value at Risk (VaR) 1% (All) 3.65%
Monthly Value at Risk (VaR) 1% (All) 15.13%

Fundamentals

Dividend Yield TTM (8-21-19) 1.43%
30-Day SEC Yield (8-31-17) 0.00%
7-Day SEC Yield (12-19-13) 0.03%
Weighted Average PE Ratio 22.31
Weighted Average Price to Sales Ratio 2.040
Weighted Average Price to Book Ratio 3.074
Weighted Median ROE 20.62%
Weighted Median ROA 7.35%
Forecasted Dividend Yield 2.20%
Forecasted PE Ratio 20.42
Forecasted Price to Sales Ratio 1.844
Forecasted Price to Book Ratio 2.800
Number of Holdings 358
As of March 31, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 9.58%
Forecasted Book Value Growth 5.50%
Forecasted Cash Flow Growth 11.88%
Forecasted Earnings Growth 11.45%
Forecasted Revenue Growth 7.02%
As of March 31, 2019

Comparables

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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 6/30/2018
Last Prospectus Date 10/29/2018
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

Excel Add-In Codes

  • Name: =YCI("M:JRSAX","name")
  • Broad Asset Class: =YCI("M:JRSAX", "broad_asset_class")
  • Broad Category: =YCI("M:JRSAX", "broad_category_group")
  • Prospectus Objective: =YCI("M:JRSAX", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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