- 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
- Assets Under Management
- $2M
Share Price Chart
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Performance
SJCP Performance Chart
SanJac Alpha Core Plus Bond ETF (SJCP) is up 0.7% since the beginning of the year. SJCP is currently trading at $25 per share.
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Returns By Period
SanJac Alpha Core Plus Bond ETF (SJCP) has returned 0.72% so far this year and 4.21% over the past 12 months.
SanJac Alpha Core Plus Bond ETF
- 1D
- -0.22%
- 1M
- 0.27%
- YTD
- 0.72%
- 6M
- 0.82%
- 1Y
- 4.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
SJCP Monthly Returns History
Based on dividend-adjusted daily data since Sep 10, 2024, SJCP's average daily return is +0.01%, while the average monthly return is +0.30%. At this rate, an investment would double in approximately 19.3 years.
Historically, 77% of months were positive and 23% were negative. The best month was Apr 2026 with a return of +1.5%, while the worst month was Mar 2026 at -1.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 2 months.
On a daily basis, SJCP closed higher 54% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.40% | 0.87% | -1.57% | 1.46% | -0.38% | -0.04% | 0.72% | ||||||
| 2025 | 0.83% | 0.80% | 0.15% | 0.22% | 0.24% | 0.41% | 0.54% | 1.33% | 0.19% | 0.65% | 0.47% | 0.27% | 6.27% |
| 2024 | 0.14% | -0.12% | 0.22% | -0.40% | -0.16% |
Benchmark Metrics
SanJac Alpha Core Plus Bond ETF has an annualized alpha of 2.87%, beta of 0.05, and R2 of 0.12 versus S&P 500 Index. Calculated based on daily prices since September 10, 2024.
- This ETF captured 10.39% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -0.89%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.05 may look defensive, but with R2 of 0.12 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 0.12 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
- 2.87%
- Beta
- 0.05
- R²
- 0.12
- Upside Capture
- 10.39%
- Downside Capture
- -0.89%
Expense Ratio
SJCP has an expense ratio of 0.65%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SJCP ranks 55 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SanJac Alpha Core Plus Bond ETF (SJCP) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SJCP | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.32 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.46 | -0.35 |
| Martin ratioReturn relative to average drawdown | 8.50 | 10.92 | -2.42 |
Dividends
Dividend History
SanJac Alpha Core Plus Bond ETF provided a 3.81% dividend yield over the last twelve months, with an annual payout of $0.95 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.95 | $1.02 | $0.34 |
Dividend yield | 3.81% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.17 | $0.38 | ||||||
| 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. Recovery took 19 trading sessions.
The current SanJac Alpha Core Plus Bond ETF drawdown is 0.60%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -2.01%Mar 2026 | 25d | 28d | 1mo 23dMar 2026 - Apr 2026 |
2025 selloff2025 | -1.84%Apr 2025 | 8d | 18d | 26dApr 2025 - Apr 2025 |
2026 pullback2026 | -0.93%Jun 2026 | 1mo 12d | — | 1mo 27dApr 2026 - now |
2025 pullback2025 | -0.67%Oct 2025 | 8d | 16d | 24dOct 2025 - Nov 2025 |
2024 pullback2024 | -0.64%Dec 2024 | 24d | 22d | 1mo 16dDec 2024 - Jan 2025 |
Drawdown Indicators
| SJCP | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.01% | -56.78% | +54.77% |
Max Drawdown (1Y)Largest decline over 1 year | -2.01% | -9.10% | +7.09% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.60% | -3.21% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -0.27% | -10.71% | +10.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.50% | 2.04% | -1.54% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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