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 | 4.85% | 5.60% | 4.71% | 4.60% | 4.71% | 4.61% |
| Sharpe Ratio | 6.91 | 6.02 | 4.94 | 2.65 | 4.94 | 2.65 |
| Max Drawdown | -0.38% | -0.39% | -0.95% | -2.60% | -0.95% | -2.60% |
| % Time Invested | 98.4% | 100.0% | 82.2% | 100.0% | 82.2% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 4.0 | 0.0 | 4.0 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-15 | Open | Open | 33% | $50.55 | $50.70 | 0.30% | Mark-to-Market |
| 2025-07-21 | Open | Open | 33% | $48.82 | $50.70 | 3.86% | Mark-to-Market |
| 2026-03-12 | Open | Interest | 34% | $1.00 | $1.00 | 0.57% | Mark-to-Market |
| 2026-03-02 | 2026-04-15 | Interest | 33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2025-12-08 | 2026-03-12 | Completed | 34% | $49.76 | $50.23 | 0.93% | Signal |
| 2025-11-12 | 2026-03-02 | Completed | 33% | $49.63 | $50.15 | 1.04% | Signal |
| 2025-11-13 | 2025-12-08 | Interest | 34% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-05-22 | 2025-11-13 | Completed | 34% | $48.34 | $49.63 | 2.66% | Signal |
| 2025-10-20 | 2025-11-12 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-05-08 | 2025-10-20 | Completed | 33% | $48.24 | $49.39 | 2.39% | Signal |
| 2025-05-02 | 2025-07-21 | Interest | 33% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2025-03-17 | 2025-05-22 | Interest | 34% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2025-04-07 | 2025-05-08 | Interest | 33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2023-01-19 | 2025-05-02 | Completed | 33% | $41.27 | $48.15 | 16.67% | Signal |
| 2025-04-03 | 2025-04-07 | Completed | 33% | $47.82 | $47.21 | -1.29% | Signal |
| 2025-03-04 | 2025-04-03 | Interest | 33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2023-05-05 | 2025-03-17 | Completed | 34% | $41.98 | $47.82 | 13.91% | Signal |
| 2024-02-13 | 2025-03-04 | Completed | 33% | $44.71 | $47.94 | 7.22% | Signal |
| 2024-01-22 | 2024-02-13 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-11-13 | 2024-01-22 | Completed | 33% | $43.88 | $44.47 | 1.35% | Signal |
| 2023-10-20 | 2023-11-13 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-04-21 | 2023-10-20 | Completed | 33% | $41.84 | $43.58 | 4.16% | Signal |
| 2023-03-31 | 2023-05-05 | Interest | 34% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2023-03-16 | 2023-04-21 | Interest | 33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2022-12-05 | 2023-03-31 | Completed | 34% | $40.75 | $41.55 | 1.97% | Signal |
| 2022-11-21 | 2023-03-16 | Completed | 33% | $40.63 | $41.40 | 1.90% | Signal |
| 2021-06-29 | 2023-01-19 | Interest | 33% | $1.00 | $1.04 | 3.86% | Interest Income |
| 2022-10-06 | 2022-12-05 | Interest | 34% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2022-09-23 | 2022-11-21 | Interest | 33% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2022-08-23 | 2022-10-06 | Completed | 34% | $40.39 | $40.26 | -0.32% | Signal |
| 2022-08-09 | 2022-09-23 | Completed | 33% | $40.29 | $40.38 | 0.21% | Signal |
| 2021-09-23 | 2022-08-23 | Interest | 34% | $1.00 | $1.02 | 2.03% | Interest Income |
| 2022-05-09 | 2022-08-09 | Interest | 33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2022-04-20 | 2022-05-09 | Completed | 33% | $40.83 | $40.54 | -0.71% | Signal |
| 2022-02-18 | 2022-04-20 | Interest | 33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-01-31 | 2022-02-18 | Completed | 33% | $40.94 | $40.85 | -0.21% | Signal |
| 2021-11-30 | 2022-01-31 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2021-11-18 | 2021-11-30 | Completed | 33% | $40.77 | $40.88 | 0.26% | Signal |
| 2021-09-16 | 2021-11-18 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2021-07-09 | 2021-09-23 | Completed | 34% | $40.64 | $40.81 | 0.42% | Signal |
| 2021-06-22 | 2021-09-16 | Completed | 33% | $40.52 | $40.68 | 0.40% | Signal |
| 2021-04-29 | 2021-07-09 | Interest | 34% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2021-05-03 | 2021-06-29 | Completed | 33% | $40.48 | $40.53 | 0.13% | Signal |
| 2021-04-29 | 2021-06-22 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2021-04-29 | 2021-05-03 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
