Lol, ok, I'll break it down for you (no no, no need to back up, not like as in dance off breakin it down, the other one...)
They say, when attacking someone to "Go for the jugular!" , meaning the jugular vein. This is a play on words, being clowns, they would probably have one who is a juggler among them. Ok, now, re-read the joke and see if it makes more sense.
and BBG