Janus Henderson Adaptive Risk Managed US Equity
Standardized Performance
as of 06/30/2022
Objective And Strategy
ObjectiveCapital appreciation
Strategy
The Fund invests, under normal circumstances, at least 80% of its net assets in U.S. stocks from of the S&P 500 Index, utilizing INTECH’s mathematical investment process. Over time, and under normal market conditions, the Fund seeks to achieve market-like returns, with lower absolute volatility than the S&P 500 Index. In this context, absolute volatility refers to the variation in the returns of the Fund as measured by standard deviation.
The Fund pursues its investment objective by applying a mathematical investment process to construct an investment portfolio from the universe of stocks within the S&P 500 Index. The goal of this process is to combine stocks that individually have higher relative volatility and lower correlations with each other in an effort to reduce the Fund’s absolute volatility, while still generating market-like returns over a full market cycle. Although the Fund may underperform its benchmark in sustained up markets, this strategy seeks to minimize losses in down markets. In applying this strategy, INTECH establishes target proportions of its holdings from stocks within the S&P 500 Index using an optimization process designed to determine the most effective weightings of each stock in the Fund. Once INTECH determines such proportions and the Fund’s investments are selected, the Fund is periodically rebalanced to the set target proportions and re-optimized.
Principal Risks
N/A
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Large Cap Core-----