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Janus Henderson B-BBB CLO ETF (JBBB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP

47103U753

Issuer

Janus Henderson

Inception Date

Jan 11, 2022

Category

Bank Loan

Leveraged

1x

Index Tracked

No Index (Active)

Distribution Policy

Distributing

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
JBBB vs. CLOZ JBBB vs. JAAA JBBB vs. CLOA JBBB vs. FFRHX JBBB vs. IVV JBBB vs. FLTR JBBB vs. SPHY JBBB vs. VRP JBBB vs. SRLN JBBB vs. VRIG
Popular comparisons:
JBBB vs. CLOZ JBBB vs. JAAA JBBB vs. CLOA JBBB vs. FFRHX JBBB vs. IVV JBBB vs. FLTR JBBB vs. SPHY JBBB vs. VRP JBBB vs. SRLN JBBB vs. VRIG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Janus Henderson B-BBB CLO ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.49%
12.32%
JBBB (Janus Henderson B-BBB CLO ETF)
Benchmark (^GSPC)

Returns By Period

Janus Henderson B-BBB CLO ETF had a return of 9.58% year-to-date (YTD) and 12.58% in the last 12 months.


JBBB

YTD

9.58%

1M

0.68%

6M

4.59%

1Y

12.58%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of JBBB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.21%0.50%1.51%0.77%1.12%0.48%0.73%0.09%0.70%1.61%9.58%
20234.22%0.38%-2.91%2.87%0.27%1.64%3.77%1.46%0.39%-0.45%2.23%2.06%16.91%
20220.05%-0.83%-0.63%0.48%-5.04%-2.18%0.28%2.11%-5.15%0.98%3.83%-0.36%-6.62%

Expense Ratio

JBBB features an expense ratio of 0.49%, falling within the medium range.


Expense ratio chart for JBBB: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of JBBB is 98, placing it in the top 2% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of JBBB is 9898
Combined Rank
The Sharpe Ratio Rank of JBBB is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of JBBB is 9999
Sortino Ratio Rank
The Omega Ratio Rank of JBBB is 9999
Omega Ratio Rank
The Calmar Ratio Rank of JBBB is 9898
Calmar Ratio Rank
The Martin Ratio Rank of JBBB is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Janus Henderson B-BBB CLO ETF (JBBB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JBBB, currently valued at 5.62, compared to the broader market0.002.004.005.622.46
The chart of Sortino ratio for JBBB, currently valued at 8.72, compared to the broader market-2.000.002.004.006.008.0010.0012.008.723.31
The chart of Omega ratio for JBBB, currently valued at 3.00, compared to the broader market0.501.001.502.002.503.003.001.46
The chart of Calmar ratio for JBBB, currently valued at 8.51, compared to the broader market0.005.0010.0015.008.513.55
The chart of Martin ratio for JBBB, currently valued at 49.13, compared to the broader market0.0020.0040.0060.0080.00100.0049.1315.76
JBBB
^GSPC

The current Janus Henderson B-BBB CLO ETF Sharpe ratio is 5.62. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Janus Henderson B-BBB CLO ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
5.62
2.46
JBBB (Janus Henderson B-BBB CLO ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Janus Henderson B-BBB CLO ETF provided a 7.70% dividend yield over the last twelve months, with an annual payout of $3.80 per share.


5.00%5.50%6.00%6.50%7.00%7.50%8.00%8.50%$0.00$1.00$2.00$3.00$4.0020222023
Dividends
Dividend Yield
PeriodTTM20232022
Dividend$3.80$3.89$2.24

Dividend yield

7.70%8.10%5.03%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson B-BBB CLO ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.30$0.31$0.25$0.30$0.31$0.28$0.33$0.37$0.35$0.31$3.11
2023$0.00$0.29$0.30$0.33$0.31$0.30$0.35$0.31$0.35$0.34$0.32$0.69$3.89
2022$0.13$0.13$0.14$0.17$0.18$0.19$0.24$0.25$0.25$0.58$2.24

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-1.40%
JBBB (Janus Henderson B-BBB CLO ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Janus Henderson B-BBB CLO ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Janus Henderson B-BBB CLO ETF was 10.79%, occurring on Sep 30, 2022. Recovery took 192 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.79%Feb 10, 2022161Sep 30, 2022192Jul 10, 2023353
-1.78%Sep 22, 202330Nov 2, 202310Nov 16, 202340
-1.5%Jul 31, 20244Aug 5, 202420Sep 3, 202424
-0.37%Jan 26, 20243Jan 30, 20248Feb 9, 202411
-0.37%Sep 27, 20244Oct 2, 20243Oct 7, 20247

Volatility

Volatility Chart

The current Janus Henderson B-BBB CLO ETF volatility is 0.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.55%
4.07%
JBBB (Janus Henderson B-BBB CLO ETF)
Benchmark (^GSPC)