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Janus Henderson Mortgage-Backed Securities ETF (JMBS)

43.98
+0.09
+(0.21%)
At close: May 22 at 4:00:00 PM EDT
43.98
0.00
(0.00%)
After hours: May 22 at 4:08:01 PM EDT

ETF Summary

The fund seeks to achieve its investment objective by investing mainly in mortgage-related instruments. Under normal circumstances, it will invest at least 80%, and often times substantially all, of its net assets (plus any borrowings for investment purposes) in a portfolio of mortgage-related fixed income instruments of varying maturities. Additionally, the fund may invest in derivatives.

Risk Overview

Performance & Risk

YTD Return 1.03%
5y Average Return -0.52%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.16
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
JMBSCategory AverageJMBSCategory AverageJMBSCategory Average
Alpha 0.71 -0.54 1.09 -0.6 0 -0.74
BETA 1.16 0.96 1.06 0.9 0 0.87
Mean Annual Return 0.21 0.15 0.03 -0.06 0 0.08
R-squared 98.78 97.19 93.35 93.55 0 88.55
Standard Deviation 8.5 7.1 6.94 5.92 0 4.62
Sharpe Ratio -0.25 -0.41 -0.35 -0.62 0 -0.22
Treynor Ratio -2.17 -3.4 -2.53 -4.24 0 -1.33

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