janus.pdf 28/5/09 16:25:33
Our Maths = Risk Management
Today, it is more critical than ever to have a clear strategy for managing risk. Limiting relative risk
while providing upside potential is what INTECH strives to achieve across every one of our strategies. It
hasbeenthefoundationofourmathematicallydriveninvestmentprocessformorethan20years.
Through good and bad market cycles. We know risk. And reward. You should know INTECH.
INTECH is available through Janus Capital International.
Howard Nowell email
howard.nowell@janus.com +44 20 7410 1515
Brian Clay email
brian.clay@janus.com +44 20 7410 1528
INTECH Information Ratio Rankings (Since Inception – Period Ended 12/31/08)
Enhanced Large Cap Large Cap Enhanced Large Cap Global International
Plus Growth Value Index Core Core Equity
C Composite Composite Composite Composite Composite Composite Composite
M
Y
CM
MY Percentile Ranking
CY
CMY Information Ratio 0.80 1.07 0.54 0.85 0.94 1.24 1.13
Inception Date 7/87 7/96 7/93 4/98 8/01 1/05 11/06
K
Data source: FactSet and eVestment Alliance. Data presented reflects past performance, which is no guarantee of future results.
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“By far, the best proof is experience.”
Sir Francis Bacon
A JANUS CAPITAL Group Company
The proprietary mathematical process used by INTECH Investment Management LLC (INTECH) may not achieve the desired results. Since the portfolios are regularly rebalanced, this may result in higher
portfolio turnover rates, higher expenses and potentially higher net taxable gains or losses compared to a “buy and hold” or index fund strategy. INTECH is a subsidiary of Janus Capital Group.Alpha is a measure
of the return for asset-specific (or residual) risk.An alpha of 1.0 means the portfolio outperformed the market by 1.0%.A positive (negative) alpha indicates that a portfolio was positively (negatively) rewarded for
the residual risk taken for a given level of market exposure. Information ratio is a measure of portfolio management’s performance against risk and return relative to a benchmark or alternative measure. Favorable
alpha and information ratios are not indicative of positive absolute performance. Benchmarks: Enhanced Plus, Enhanced Index and Large Cap Core: S&P 500 Index; Large Cap Growth: S&P 500/Citigroup Growth
Index; Large CapValue: S&P 500 Index/CitigroupValue Index; Global Core: MSCI World Index; International Equity: MSCI EAFE Index.
All data shown is gross of fees. eVestment Alliance universes for each composite and the number of managers in each universe are as follows: Enhanced Plus: eA Enhanced S&P 500 Index Equity (6 managers); Large
Cap Growth: eA Large Cap Growth Equity (92 managers); Large CapValue: eA Large CapValue (89 managers); Enhanced Index: eA Enhanced S&P 500 Index Equity (45 managers); Large Cap Core: eA Large Cap
Core Equity (222 managers); Global Core: eA Global Large Cap Core Equity (57 managers); International Equity: eA International Large Cap Core Equity (119 managers).
This document does not constitute investment advice, form part of an offer to provide discretionary or non-discretionary investment management or advisory services or an offer to sell, buy or a
recommendation of any securities. INTECH may act as sub-adviser to Janus Capital International Limited.This information does not constitute or form part of an offer to provide discretionary or
non-discretionary investment management of advisory services, other than pursuant to an agreement in compliance with applicable laws, rules and regulations.
Issued by Janus Capital International Limited, authorised and regulated by the Financial Services Authority. This document does not constitute investment advice or an offer to sell, buy or a recommendation for
securities, other than pursuant to an agreement in compliance with applicable laws, rules and regulations. Janus Capital Group and its subsidiaries are not responsible for any unlawful distribution of this document
to any third parties, in whole or in part, or for information reconstructed from this presentation and do not guarantee that the information supplied is accurate, complete, or timely, or make any warranties with
regards to the results obtained from its use. As with all investments, there are inherent risks that each individual should address. The distribution of this document or the information contained in it may be restricted
by law and may not be used in any jurisdiction or any circumstances in which its use would be unlawful. Should the intermediary wish to pass on this document or the information contained in it to any third party,
it is the responsibility of the intermediary to investigate the extent to which this is permissible under relevant law,and to comply with all such law.Janus is not responsible for any unlawful distribution of this document
to any third parties. Janus is not responsible for any distribution of this document to any third parties in whole or in part or for information reconstructed from this presentation.
For Institutional use Only RC-0309(59)0609 Europe Inst
Professional Investor Summer 09.30 30 4/6/09 15:40:56
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