JAAA (JANUS HENDERSON AAA CLO ETF) Trend Following Backtest: MA (Investing) | AlgorithmicFIRE

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
Metric	Strategy	B&H	Strategy	B&H	Strategy	B&H
CAGR	5.60%	5.60%	4.58%	4.60%	6.52%	6.88%
Sharpe Ratio	6.02	6.02	3.70	2.65	4.44	4.42
Max Drawdown	-0.39%	-0.39%	-1.46%	-2.60%	-1.46%	-1.46%
% Time Invested	100.0%	100.0%	67.4%	100.0%	95.3%	100.0%
Trades / Year	0.0	0.0	0.0	0.0	0.0	0.0

Trade History

Entry Date	Exit Date	Type	Allocation	Entry Price	Exit Price	Net Return %	Exit Reason
2022-12-12	Open	Open	100%	$40.78	$50.70	24.32%	Mark-to-Market
2022-10-11	2022-12-12	Interest	100%	$1.00	$1.01	0.64%	Interest Income

Return Distribution Analysis

Return Distribution