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 | 5.51% | 5.79% | 3.03% | 0.62% | 3.39% | 1.86% |
| Sharpe Ratio | 1.82 | 1.29 | 0.96 | 0.10 | 1.09 | 0.32 |
| Max Drawdown | -2.61% | -2.98% | -3.65% | -16.68% | -4.28% | -16.68% |
| % Time Invested | 100.0% | 100.0% | 68.0% | 100.0% | 77.4% | 100.0% |
| Trades / Year | 7.0 | 0.0 | 6.6 | 0.0 | 6.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-24 | Open | Open | 33% | $45.51 | $45.30 | -0.46% | Mark-to-Market |
| 2025-08-28 | Open | Open | 33% | $43.71 | $45.30 | 3.63% | Mark-to-Market |
| 2026-03-30 | Open | Interest | 34% | $1.00 | $1.00 | 0.37% | Mark-to-Market |
| 2026-03-20 | 2026-04-24 | Interest | 33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2026-02-03 | 2026-03-30 | Completed | 34% | $45.23 | $45.08 | -0.33% | Signal |
| 2025-12-17 | 2026-03-20 | Completed | 33% | $44.93 | $45.19 | 0.57% | Signal |
| 2026-01-09 | 2026-02-03 | Interest | 34% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2026-01-06 | 2026-01-09 | Completed | 34% | $45.09 | $45.23 | 0.31% | Signal |
| 2025-12-10 | 2026-01-06 | Interest | 34% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-11-20 | 2025-12-17 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-07-24 | 2025-12-10 | Completed | 34% | $42.77 | $44.70 | 4.50% | Signal |
| 2025-08-22 | 2025-11-20 | Completed | 33% | $43.41 | $44.68 | 2.93% | Signal |
| 2025-07-15 | 2025-08-28 | Interest | 33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2025-07-31 | 2025-08-22 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-06-24 | 2025-07-31 | Completed | 33% | $42.71 | $43.03 | 0.76% | Signal |
| 2025-07-01 | 2025-07-24 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-22 | 2025-07-15 | Completed | 33% | $42.03 | $42.87 | 1.99% | Signal |
| 2025-06-27 | 2025-07-01 | Completed | 34% | $43.08 | $43.20 | 0.26% | Signal |
| 2025-04-30 | 2025-06-27 | Interest | 34% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2025-04-11 | 2025-06-24 | Interest | 33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2025-02-26 | 2025-04-30 | Completed | 34% | $42.50 | $42.79 | 0.69% | Signal |
| 2024-12-23 | 2025-04-22 | Interest | 33% | $1.00 | $1.01 | 1.39% | Interest Income |
| 2025-02-07 | 2025-04-11 | Completed | 33% | $41.88 | $41.55 | -0.79% | Signal |
| 2024-10-25 | 2025-02-26 | Interest | 34% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2024-12-31 | 2025-02-07 | Interest | 33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2024-12-10 | 2024-12-31 | Completed | 33% | $42.13 | $41.57 | -1.33% | Signal |
| 2024-08-07 | 2024-12-23 | Completed | 33% | $41.94 | $41.43 | -1.20% | Signal |
| 2024-10-14 | 2024-12-10 | Interest | 33% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2024-06-07 | 2024-10-25 | Completed | 34% | $40.32 | $41.84 | 3.76% | Signal |
| 2024-05-20 | 2024-10-14 | Completed | 33% | $40.11 | $42.15 | 5.06% | Signal |
| 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 |
| 2024-05-09 | 2024-07-12 | Interest | 33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2024-02-20 | 2024-06-07 | Interest | 34% | $1.00 | $1.01 | 1.31% | Interest Income |
| 2024-04-09 | 2024-05-20 | Interest | 33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2024-01-19 | 2024-05-09 | Completed | 33% | $40.28 | $39.86 | -1.05% | Signal |
| 2024-03-25 | 2024-04-09 | Completed | 33% | $40.37 | $40.10 | -0.66% | Signal |
| 2024-01-29 | 2024-03-25 | Interest | 33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2023-11-30 | 2024-02-20 | Completed | 34% | $39.25 | $40.01 | 1.92% | Signal |
| 2023-11-15 | 2024-01-29 | Completed | 33% | $38.60 | $40.48 | 4.87% | Signal |
| 2023-06-30 | 2024-01-19 | Interest | 33% | $1.00 | $1.02 | 2.33% | Interest Income |
| 2023-05-25 | 2023-11-30 | Interest | 34% | $1.00 | $1.02 | 2.16% | Interest Income |
| 2023-05-03 | 2023-11-15 | Interest | 33% | $1.00 | $1.02 | 2.21% | Interest Income |
| 2023-06-26 | 2023-06-30 | Completed | 33% | $39.95 | $39.65 | -0.76% | Signal |
| 2023-06-01 | 2023-06-26 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2023-02-10 | 2023-06-01 | Completed | 33% | $39.86 | $39.87 | 0.04% | Signal |
| 2023-04-13 | 2023-05-25 | Completed | 34% | $40.34 | $39.41 | -2.31% | Signal |
| 2023-03-28 | 2023-05-03 | Completed | 33% | $39.77 | $40.31 | 1.35% | Signal |
| 2023-03-07 | 2023-04-13 | Interest | 34% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2023-02-24 | 2023-03-28 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2022-12-02 | 2023-03-07 | Completed | 34% | $39.04 | $38.96 | -0.19% | Signal |
| 2022-11-17 | 2023-02-24 | Completed | 33% | $38.48 | $39.14 | 1.71% | Signal |
| 2021-10-08 | 2023-02-10 | Interest | 33% | $1.00 | $1.04 | 3.70% | Interest Income |
| 2022-09-14 | 2022-12-02 | Interest | 34% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2022-09-01 | 2022-11-17 | Interest | 33% | $1.00 | $1.01 | 0.80% | Interest Income |
| 2022-08-02 | 2022-09-14 | Completed | 34% | $41.42 | $39.31 | -5.09% | Signal |
| 2022-07-19 | 2022-09-01 | Completed | 33% | $40.32 | $39.87 | -1.12% | Signal |
| 2021-09-16 | 2022-08-02 | Interest | 34% | $1.00 | $1.02 | 1.89% | Interest Income |
| 2022-06-17 | 2022-07-19 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-06-02 | 2022-06-17 | Completed | 33% | $40.53 | $39.43 | -2.72% | Signal |
| 2021-10-04 | 2022-06-02 | Interest | 33% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2021-09-27 | 2021-10-08 | Completed | 33% | $43.98 | $44.01 | 0.06% | Signal |
| 2021-09-21 | 2021-10-04 | Completed | 33% | $44.09 | $44.14 | 0.10% | Signal |
| 2021-04-27 | 2021-09-27 | Interest | 33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2021-08-27 | 2021-09-21 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-08-02 | 2021-09-16 | Completed | 34% | $44.11 | $44.08 | -0.07% | Signal |
| 2021-07-20 | 2021-08-27 | Completed | 33% | $44.01 | $43.97 | -0.09% | Signal |
| 2021-06-11 | 2021-08-02 | Interest | 34% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-05-24 | 2021-07-20 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2021-05-11 | 2021-06-11 | Completed | 34% | $43.89 | $43.90 | 0.02% | Signal |
| 2021-04-26 | 2021-05-24 | Completed | 33% | $43.93 | $43.88 | -0.13% | Signal |
| 2021-03-09 | 2021-05-11 | Interest | 34% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2019-03-28 | 2021-04-27 | Completed | 33% | $39.75 | $43.91 | 10.47% | Signal |
| 2021-02-23 | 2021-04-26 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2020-11-04 | 2021-03-09 | Completed | 34% | $43.59 | $43.86 | 0.64% | Signal |
| 2020-10-20 | 2021-02-23 | Completed | 33% | $43.38 | $43.89 | 1.16% | Signal |
| 2020-10-13 | 2020-11-04 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-09-21 | 2020-10-20 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-05-05 | 2020-10-13 | Completed | 34% | $42.78 | $43.47 | 1.63% | Signal |
| 2020-08-04 | 2020-09-21 | Completed | 33% | $43.43 | $43.44 | 0.01% | Signal |
| 2020-07-13 | 2020-08-04 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-04-22 | 2020-07-13 | Completed | 33% | $42.40 | $43.32 | 2.19% | Signal |
| 2020-04-13 | 2020-05-05 | Interest | 34% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-03-27 | 2020-04-22 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-03-28 | 2020-04-13 | Completed | 34% | $39.75 | $42.23 | 6.25% | Signal |
| 2019-11-27 | 2020-03-27 | Completed | 33% | $41.33 | $41.28 | -0.11% | Signal |
| 2019-11-05 | 2019-11-27 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-10-25 | 2019-11-05 | Completed | 33% | $41.09 | $41.32 | 0.55% | Signal |
| 2019-10-03 | 2019-10-25 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-05-28 | 2019-10-03 | Completed | 33% | $39.97 | $41.21 | 3.09% | Signal |
| 2019-05-03 | 2019-05-28 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-03-28 | 2019-05-03 | Completed | 33% | $39.75 | $39.72 | -0.06% | Signal |
| 2019-03-26 | 2019-03-28 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2019-03-26 | 2019-03-28 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2019-03-26 | 2019-03-28 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
