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Inception Date
Jun 8, 2022
Leveraged
1x (No leverage)
Index Tracked
Janus Henderson Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

TAHY.L Performance Chart

Janus Henderson Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc (TAHY.L) is up 3.9% since the beginning of the year. TAHY.L is currently trading at $8 per share.


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S&P 500 Index

Returns By Period

Janus Henderson Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc (TAHY.L) has returned 3.88% so far this year and 6.69% over the past 12 months.


Janus Henderson Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc

1D
0.00%
1M
0.00%
6M
3.11%
YTD
3.88%
1Y
6.69%
3Y*
8.17%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAHY.L Monthly Returns History

Based on dividend-adjusted daily data since Sep 2, 2021, TAHY.L's average daily return is -0.01%, while the average monthly return is -0.17%.

Historically, 54% of months were positive and 46% were negative. The best month was Nov 2022 with a return of +26.0%, while the worst month was Oct 2022 at -14.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 11 months.

On a daily basis, TAHY.L closed higher 45% of trading days. The best single day was Jan 19, 2022 with a return of +7.9%, while the worst single day was Apr 7, 2025 at -4.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.50%0.62%-2.09%2.51%0.73%0.24%0.36%3.88%
2025-0.67%3.52%1.31%-0.90%0.65%0.26%1.16%1.91%1.13%0.50%-2.09%0.38%7.26%
20242.37%3.40%1.34%0.15%3.82%1.13%2.10%0.27%2.87%0.40%-0.79%-0.67%17.54%
20238.11%-2.79%-3.40%-3.01%-6.72%3.17%-4.76%-5.31%-0.83%-3.33%7.23%1.61%-10.74%
2022-5.45%-8.49%-1.37%-0.12%-5.02%-9.34%-4.97%4.75%-7.73%-14.34%25.98%12.20%-18.39%
2021-4.23%-6.88%-2.40%-0.17%-13.10%

Benchmark Metrics

Janus Henderson Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc has an annualized alpha of -2.86%, beta of 0.02, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 02, 2021.

  • This ETF participated in 43.22% of S&P 500 Index downside but only 9.65% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.02 may look defensive, but with R2 of 0.00 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 0.00 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
-2.86%
Beta
0.02
0.00
Upside Capture
9.65%
Downside Capture
43.22%

Return for Risk

Risk / Return Rank

TAHY.L ranks 69 for risk / return — better than 69% 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.


TAHY.L Risk / Return Rank: 6969
Overall Rank
TAHY.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TAHY.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
TAHY.L Omega Ratio Rank: 8181
Omega Ratio Rank
TAHY.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
TAHY.L Martin Ratio Rank: 5555
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 Janus Henderson Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc (TAHY.L) 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.


TAHY.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.38

1.31

+0.07

Calmar ratioReturn relative to maximum drawdown

2.59

2.35

+0.24

Martin ratioReturn relative to average drawdown

7.38

10.19

-2.81

Dividends

Dividend History


Janus Henderson Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc doesn't pay dividends

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 Janus Henderson Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc. 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 Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc was 51.61%, occurring on Nov 3, 2022. The portfolio has not yet recovered.

The current Janus Henderson Haitong Asia ex-Japan High Yield Corp USD Bond Screened Core UCITS ETF Acc drawdown is 17.10%.


Drawdown

Fall

Recovery

Underwater

Related event

-51.61%Nov 2022
1y 2mo
4y 10moSep 2021 - now
Bear market2022

Drawdown Indicators


TAHY.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-51.61%

-56.78%

+5.17%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-9.10%

+6.53%

Max Drawdown (3Y)

Largest decline over 3 years

-11.20%

-18.90%

+7.70%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-17.10%

-0.49%

-16.61%

Average Drawdown

Average peak-to-trough decline

-26.81%

-10.70%

-16.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

2.09%

-1.18%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TAHY.L

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