See what your fund actually adds
Janus Henderson Global Allocation Fund - Moderate Class A JMOAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JMOAX | Replication |
|---|---|---|
| Annualized growth | 4.3% | 3.5% |
| Annualized volatility | 10.7% | 8.2% |
| Sharpe ratio | 0.45 | 0.46 |
| Maximum drawdown | 24.8% | 22.2% |
| Replication fit (R²) | 0.81 · Tracking error 4.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model JMOAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCIT | FI · IG Credit | 40.3% |
| VWO | Emerging Markets | 23.6% |
| MBB | FI · MBS | 16.2% |
| VEA | Intl · Developed | 13.7% |
| ICVT | FI · Convertibles | 6.3% |