See what your fund actually adds

Janus Henderson Enterprise Fund Class A JDMAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

JDMAX compared with its replication portfolio
MeasureJDMAXReplication
Annualized growth5.4%6.6%
Annualized volatility16.7%16.6%
Sharpe ratio0.400.47
Maximum drawdown23.9%26.5%
Replication fit (R²)0.94 · Tracking error 4.0%

Replication portfolio

The published portfolio below is the investable basket used to model JDMAX’s historical return behavior.

JDMAX replication basket weights
TickerBuilding blockWeight
RSPFactor · Equal Weight41.1%
VOTMid-Cap · Growth23.2%
VBKSmall-Cap · Growth19.1%
XLFSector · Financials8.4%
SPHYFI · High Yield8.2%