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 | 5.79% | 5.79% | 3.28% | 0.62% | 3.07% | 0.72% |
| Sharpe Ratio | 1.29 | 1.29 | 1.17 | 0.10 | 1.14 | 0.12 |
| Max Drawdown | -2.98% | -2.98% | -3.54% | -16.68% | -3.54% | -16.68% |
| % Time Invested | 100.0% | 100.0% | 44.9% | 100.0% | 51.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-11-13 | Open | Open | 100% | $41.65 | $45.30 | 8.77% | Mark-to-Market |
| 2024-07-16 | 2024-11-13 | Interest | 100% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2024-07-12 | 2024-07-16 | Completed | 100% | $41.16 | $41.22 | 0.13% | Signal |
| 2022-02-09 | 2024-07-12 | Interest | 100% | $1.00 | $1.09 | 9.18% | Interest Income |
| 2020-09-09 | 2022-02-09 | Completed | 100% | $43.53 | $42.84 | -1.59% | Signal |
| 2020-09-04 | 2020-09-09 | Interest | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
Return Distribution Analysis
