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JMOIX

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Global Allocation Fund - Moderate

Disciplined Global Allocation Seeking Risk-Adjusted Growth
NAV As of 12/14/18 $12.42

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Fund Facts

Details Performance (As of 12/14/18) Morningstar (As of 11/30/18)
12/30/05 Inception Date
$237.84M Total Net Assets (As of 11/30/18)
GROSS 0.92%
NET 0.91%
Annual Expense Ratio
(As of fiscal year end 06/30/18)
-0.72% 1 Day Return
-5.69% YTD Return
Category
World Allocation
LARGE VALUE
LARGE BLEND
LARGE GROWTH
MID VALUE
MID BLEND
MID GROWTH
SMALL VALUE
SMALL BLEND
SMALL GROWTH
Equity Style Box *
HIGH LIMITED
HIGH MODERATE
HIGH EXTENSIVE
MEDIUM LIMITED
MEDIUM MODERATE
MEDIUM EXTENSIVE
LOW LIMITED
LOW MODERATE
LOW EXTENSIVE
Fixed Income Style Box *
Important Morningstar Information

Overview

Client Commitment

This fund of funds offers broad global diversification for investors by utilizing the full spectrum of Janus Henderson’s investment expertise and solutions, with the goal of providing higher risk-adjusted returns than the broader markets.

Why Invest in the Fund

    Actively-Managed Diversification

  1. This fund actively allocates across a range of actively managed equity, fixed income and alternative asset classes while providing opportunity for higher returns and lower volatility through the benefits of diversification.
  2. Powered by Janus Henderson’s Investment Expertise

  3. The Portfolio Managers select from the full range of our investment groups’ expertise to build this portfolio, allowing for more complete diversification across investment styles, geographies, and asset classes.
  4. Defined Risk

  5. Targeting an allocation of 45% to 65% equities, 30% to 45% fixed income, and 5% to 20% alternatives, this fund may be suitable for moderate investors desiring a well-diversified portfolio that seeks to exceed the long-term returns of broad markets.

Featured Insights

Performance

RETURNS

(As of 09/30/2018)
(As of 11/30/2018)
Inception: Dec 30, 2005 3M YTD 1YR 3YR 5YR 10YR Since Inception
Global Allocation Fund - Moderate – I Shares 1.22% 1.06% 4.58% 7.57% 5.25% 7.14% 6.26%
MSCI All Country World Index℠ 4.28% 3.83% 9.77% 13.40% 8.67% 8.19% 6.41%
Global Moderate Allocation Index 2.18% 1.37% 5.28% 8.81% 5.55% 6.30% 5.49%
Inception: Dec 30, 2005 3M YTD 1YR 3YR 5YR 10YR Since Inception
Global Allocation Fund - Moderate – I Shares -4.72% -3.34% -2.61% 4.64% 3.50% 8.45% 5.82%
MSCI All Country World Index℠ -5.73% -2.55% -0.98% 8.57% 6.16% 10.65% 5.81%
Global Moderate Allocation Index -4.07% -2.67% -1.59% 6.09% 4.01% 7.70% 5.08%
Returns quoted are past performance and do not guarantee future results; current performance may be lower or higher. Investment returns and principal value will vary; there may be a gain or loss when shares are sold.
View Fees and Expenses
Performance for Class I Shares that includes periods prior to 7/6/09 reflects the performance of one or more share classes of the Fund or a predecessor fund, adjusted, where applicable and permitted, for differing fees and expenses. See the Fund’s prospectus for further details concerning historical performance.

MORNINGSTAR PERCENTILE

(As of 09/30/2018)
(As of 11/30/2018)
1 YR 3 YR 5 YR 10 YR SINCE INCEPTION
Percentile Ranking (%) 34 45 37 14 19
World Allocation Category
Rank/Count
149/481 177/447 141/410 32/257 42/225
1 YR 3 YR 5 YR 10 YR SINCE INCEPTION
Percentile Ranking (%) 40 50 40 19 21
World Allocation Category
Rank/Count
174/470 209/438 164/401 48/250 44/216

CALENDAR YEAR PERFORMANCE

GROWTH OF A $10,000 HYPOTHETICAL INVESTMENT

Source: Morningstar, Inc.
This graph compares fund performance to that of the fund’s Morningstar category average and benchmark(s).

RETURNS-BASED STATISTICS

(As of 11/30/18 CLASS I SHARES)

RISK / REWARD
VS. MSCI ALL COUNTRY WORLD INDEX℠

3 YEAR 5 YEAR
Information Ratio -0.94 -0.59
Alpha -0.68 -0.29
Tracking Error 4.15 4.48
Beta 0.62 0.61
R-Squared (%) 90.64 91.68

UP AND DOWN MARKET CAPTURE (%)
VS. MSCI ALL COUNTRY WORLD INDEX℠

3 YEAR 5 YEAR
Up Capture Ratio 53.59 55.88
Down Capture Ratio 57.11 59.34

STANDARD DEVIATION

3 YEAR 5 YEAR
Global Allocation Fund - Moderate 6.37 6.56
MSCI All Country World Index℠ 9.73 10.34

SHARPE RATIO

3 YEAR 5 YEAR
Global Allocation Fund - Moderate 0.58 0.45
MSCI All Country World Index℠ 0.79 0.54

ANNUAL FEES & EXPENSES

(As of Fiscal Year End, 06/30/18)

CLASS I SHARES
Management Fees 0.05%
12b-1 Fees -
Other Expenses 0.87%
Total Gross Expenses 0.92%
Waivers -0.01%
Total Net Expenses 0.91%
Net expense ratios reflect the expense waiver, if any, contractually agreed to through 11/1/19.

Characteristics

Index represents the MSCI All Country World Index℠.

TOP HOLDINGS

(As of 11/30/2018)

% of Fund
Janus Henderson Global Bond Fund 27.70
Janus Diversified Alternatives Fund 10.91
Janus Henderson Overseas Fund 7.43
Janus Henderson Adaptive Global Allocation Fund 5.41
Janus Henderson Large Cap Value Fund 5.02
Janus Henderson International Value Fund 4.37
Janus Henderson International Managed Volatility Fund 4.30
Janus Henderson US Managed Volatility Fund 3.89
Janus Henderson Global Select Fund 3.59
Janus Henderson Global Research Fund 3.55

Commentary & Literature