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Janus Henderson Global Allocation Fund - Conservative Class A JCAAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JCAAX | Replication |
|---|---|---|
| Annualized growth | 2.4% | 1.8% |
| Annualized volatility | 8.6% | 5.5% |
| Sharpe ratio | 0.32 | 0.35 |
| Maximum drawdown | 23.5% | 16.9% |
| Replication fit (R²) | 0.71 · Tracking error 4.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model JCAAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGIT | FI · Intermediate Gov | 31.0% |
| BNDX | FI · International | 20.7% |
| VWO | Emerging Markets | 17.9% |
| VCIT | FI · IG Credit | 17.6% |
| SPHY | FI · High Yield | 12.7% |