JMBS
JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
JMBS Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.62% | 5.79% | 3.12% | 0.62% | 2.92% | 0.72% |
| Sharpe Ratio | 1.22 | 1.29 | 1.17 | 0.10 | 1.15 | 0.12 |
| Max Drawdown | -2.98% | -2.98% | -3.75% | -16.68% | -3.75% | -16.68% |
| % Time Invested | 100.0% | 100.0% | 71.6% | 100.0% | 74.7% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.2 | 0.0 | 2.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-09-04 | Open | Open | 34% | $43.87 | $45.30 | 3.27% | Mark-to-Market |
| 2025-08-28 | Open | Open | 33% | $43.71 | $45.30 | 3.63% | Mark-to-Market |
| 2024-10-30 | Open | Open | 33% | $41.76 | $45.30 | 8.48% | Mark-to-Market |
| 2025-07-01 | 2025-09-04 | Interest | 34% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2025-07-15 | 2025-08-28 | Interest | 33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2025-04-23 | 2025-07-15 | Completed | 33% | $42.40 | $42.87 | 1.10% | Signal |
| 2025-06-27 | 2025-07-01 | Completed | 34% | $43.08 | $43.20 | 0.26% | Signal |
| 2025-05-05 | 2025-06-27 | Interest | 34% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2025-05-01 | 2025-05-05 | Completed | 34% | $42.97 | $42.47 | -1.18% | Signal |
| 2025-03-24 | 2025-05-01 | Interest | 34% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2024-12-23 | 2025-04-23 | Interest | 33% | $1.00 | $1.01 | 1.40% | Interest Income |
| 2024-04-16 | 2025-03-24 | Completed | 34% | $39.22 | $42.61 | 8.65% | Signal |
| 2024-08-07 | 2024-12-23 | Completed | 33% | $41.94 | $41.43 | -1.20% | Signal |
| 2024-07-16 | 2024-10-30 | Interest | 33% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2024-07-16 | 2024-08-07 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2024-07-12 | 2024-07-16 | Completed | 33% | $41.16 | $41.22 | 0.13% | Signal |
| 2024-07-12 | 2024-07-16 | Completed | 33% | $41.16 | $41.22 | 0.13% | Signal |
| 2024-05-09 | 2024-07-12 | Interest | 33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2022-01-31 | 2024-07-12 | Interest | 33% | $1.00 | $1.09 | 9.24% | Interest Income |
| 2024-01-22 | 2024-05-09 | Completed | 33% | $40.46 | $39.86 | -1.48% | Signal |
| 2023-09-19 | 2024-04-16 | Interest | 34% | $1.00 | $1.02 | 2.45% | Interest Income |
| 2023-07-03 | 2024-01-22 | Interest | 33% | $1.00 | $1.02 | 2.34% | Interest Income |
| 2023-06-16 | 2023-09-19 | Completed | 34% | $39.83 | $38.79 | -2.61% | Signal |
| 2023-06-23 | 2023-07-03 | Completed | 33% | $39.90 | $39.78 | -0.29% | Signal |
| 2023-05-31 | 2023-06-23 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2021-07-08 | 2023-06-16 | Interest | 34% | $1.00 | $1.05 | 5.34% | Interest Income |
| 2023-02-13 | 2023-05-31 | Completed | 33% | $39.66 | $39.66 | -0.00% | Signal |
| 2021-05-03 | 2023-02-13 | Interest | 33% | $1.00 | $1.04 | 4.36% | Interest Income |
| 2020-09-09 | 2022-01-31 | Completed | 33% | $43.53 | $43.18 | -0.81% | Signal |
| 2020-09-09 | 2021-07-08 | Completed | 34% | $43.53 | $43.96 | 0.99% | Signal |
| 2020-09-09 | 2021-05-03 | Completed | 33% | $43.53 | $43.94 | 0.92% | Signal |
| 2020-09-04 | 2020-09-09 | Interest | 33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-09-04 | 2020-09-09 | Interest | 34% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-09-04 | 2020-09-09 | Interest | 33% | $1.00 | $1.00 | 0.00% | Interest Income |
Return Distribution Analysis
