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% | 2.60% | 0.62% | 2.46% | 0.72% |
| Sharpe Ratio | 1.29 | 1.29 | 0.57 | 0.10 | 0.57 | 0.12 |
| Max Drawdown | -2.98% | -2.98% | -5.79% | -16.68% | -5.79% | -16.68% |
| % Time Invested | 100.0% | 100.0% | 67.6% | 100.0% | 71.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-03-21 | Open | Open | 100% | $42.77 | $45.30 | 5.91% | Mark-to-Market |
| 2025-02-27 | 2025-03-21 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-08 | 2025-02-27 | Completed | 100% | $40.50 | $42.51 | 4.97% | Signal |
| 2023-08-23 | 2024-01-08 | Interest | 100% | $1.00 | $1.02 | 1.62% | Interest Income |
| 2023-02-08 | 2023-08-23 | Completed | 100% | $39.93 | $38.79 | -2.87% | Signal |
| 2021-12-02 | 2023-02-08 | Interest | 100% | $1.00 | $1.03 | 3.42% | Interest Income |
| 2020-09-09 | 2021-12-02 | Completed | 100% | $43.53 | $43.87 | 0.77% | Signal |
| 2020-09-04 | 2020-09-09 | Interest | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
Return Distribution Analysis
