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SanJac Alpha Core Plus Bond ETF (SJCP)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SanJac Alpha Core Plus Bond ETF (SJCP)

ETF · Currency in USD · Last updated Apr 14, 2026

The SanJac Alpha Core Plus Bond ETF is an actively managed bond ETF seeking total return and income through a core-plus fixed income portfolio.

ETF Info

Issuer
SanJac Alpha
Inception Date
Sep 9, 2024
Region
North America (U.S.)
Category
Intermediate Core-Plus Bond
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart

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SanJac Alpha Core Plus Bond ETF

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Performance

SJCP Performance Chart

SanJac Alpha Core Plus Bond ETF (SJCP) is up 0.6% since the beginning of the year. SJCP is currently trading at $25 per share.

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S&P 500 Index

Returns By Period

SanJac Alpha Core Plus Bond ETF (SJCP) has returned 0.64% so far this year and 6.82% over the past 12 months.

SanJac Alpha Core Plus Bond ETF

1D
0.06%
1M
0.24%
YTD
0.64%
6M
1.57%
1Y
6.82%
3Y*
—
5Y*
—
10Y*
—

Benchmark (S&P 500 Index)

1D
1.02%
1M
3.83%
YTD
0.60%
6M
3.48%
1Y
28.39%
3Y*
18.51%
5Y*
10.79%
10Y*
12.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SJCP Monthly Returns History

Based on dividend-adjusted daily data since Sep 10, 2024, SJCP's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, an investment would double in approximately 17.5 years.

Historically, 85% of months were positive and 15% were negative. The best month was Aug 2025 with a return of +1.3%, while the worst month was Mar 2026 at -1.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 1 months.

On a daily basis, SJCP closed higher 55% of trading days. The best single day was Oct 20, 2025 with a return of +0.6%, while the worst single day was Apr 4, 2025 at -1.0%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.40%0.87%-1.57%0.96%0.64%
20250.83%0.80%0.15%0.22%0.24%0.41%0.54%1.33%0.19%0.65%0.47%0.27%6.27%
20240.14%-0.12%0.22%-0.40%-0.16%

Benchmark Metrics

SanJac Alpha Core Plus Bond ETF has an annualized alpha of 3.45%, beta of 0.05, and R² of 0.13 versus S&P 500 Index. Calculated based on daily prices since September 11, 2024.

  • This ETF captured 13.19% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1.32%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.05 may look defensive, but with R² of 0.13 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.13 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
Alpha
3.45%
Beta
0.05
R²
0.13
Upside Capture
13.19%
Downside Capture
-1.32%

Expense Ratio

SJCP has an expense ratio of 0.65%, placing it in the medium range.

Return for Risk

Risk / Return Rank

SJCP ranks 75 for risk / return — better than 75% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

SJCP Risk / Return Rank: 7575
Overall Rank
SJCP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SJCP Sortino Ratio Rank: 8585
Sortino Ratio Rank
SJCP Omega Ratio Rank: 9292
Omega Ratio Rank
SJCP Calmar Ratio Rank: 5050
Calmar Ratio Rank
SJCP Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SanJac Alpha Core Plus Bond ETF (SJCP) and compare them to a chosen benchmark (S&P 500 Index).

SJCPBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.85

2.17

+0.68

Sortino ratio

Return per unit of downside risk

4.24

3.02

+1.22

Omega ratio

Gain probability vs. loss probability

1.68

1.41

+0.27

Calmar ratio

Return relative to maximum drawdown

2.92

2.88

+0.04

Martin ratio

Return relative to average drawdown

13.44

13.00

+0.44

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Explore SJCP risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

SJCP Sortino RatioSJCP Sharpe Ratio

Dividends

Dividend History

SanJac Alpha Core Plus Bond ETF provided a 4.37% dividend yield over the last twelve months, with an annual payout of $1.10 per share.

1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.10$1.02$0.34

Dividend yield

4.37%4.05%1.40%

Monthly Dividends

The table displays the monthly dividend distributions for SanJac Alpha Core Plus Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.21$0.00$0.21
2025$0.00$0.00$0.13$0.00$0.00$0.32$0.00$0.00$0.26$0.00$0.00$0.31$1.02
2024$0.34$0.34

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the SanJac Alpha Core Plus Bond 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 SanJac Alpha Core Plus Bond ETF was 2.01%, occurring on Mar 27, 2026. The portfolio has not yet recovered.

The current SanJac Alpha Core Plus Bond ETF drawdown is 0.63%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-2.01%Mar 2, 202620Mar 27, 2026———
-1.84%Apr 3, 20257Apr 11, 202511Apr 29, 202518
-0.67%Oct 21, 20257Oct 29, 202512Nov 14, 202519
-0.64%Dec 6, 202416Dec 30, 202413Jan 21, 202529
-0.52%Sep 15, 20254Sep 18, 202519Oct 15, 202523

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Portfolio Analyzer

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