JAAA
JANUS HENDERSON AAA CLO ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
JAAA Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.33% | 5.60% | 4.18% | 4.60% | 5.94% | 6.88% |
| Sharpe Ratio | 6.23 | 6.02 | 4.09 | 2.65 | 4.93 | 4.42 |
| Max Drawdown | -0.39% | -0.39% | -1.46% | -2.60% | -1.46% | -1.46% |
| % Time Invested | 100.0% | 100.0% | 65.4% | 100.0% | 92.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 1.1 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-21 | Open | Open | 33% | $48.82 | $50.70 | 3.86% | Mark-to-Market |
| 2023-10-18 | Open | Open | 33% | $43.63 | $50.70 | 16.22% | Mark-to-Market |
| 2023-03-23 | Open | Open | 34% | $41.74 | $50.70 | 21.45% | Mark-to-Market |
| 2025-04-30 | 2025-07-21 | Interest | 33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2023-01-19 | 2025-04-30 | Completed | 33% | $41.27 | $47.99 | 16.27% | Signal |
| 2023-09-08 | 2023-10-18 | Interest | 33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2023-09-06 | 2023-09-08 | Completed | 33% | $43.40 | $43.41 | 0.02% | Signal |
| 2023-07-26 | 2023-09-06 | Interest | 33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2023-07-24 | 2023-07-26 | Completed | 33% | $42.83 | $43.02 | 0.44% | Signal |
| 2023-06-12 | 2023-07-24 | Interest | 33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2023-06-02 | 2023-06-12 | Completed | 33% | $42.13 | $42.31 | 0.42% | Signal |
| 2022-10-11 | 2023-06-02 | Interest | 33% | $1.00 | $1.02 | 2.32% | Interest Income |
| 2022-10-11 | 2023-03-23 | Interest | 34% | $1.00 | $1.02 | 1.63% | Interest Income |
| 2022-10-11 | 2023-01-19 | Interest | 33% | $1.00 | $1.01 | 0.99% | Interest Income |
Return Distribution Analysis
