Summary
JMID
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 4.97% Volatility 22.68% Sharpe 0.27
Official loaded data — not a live quote.

JANUS HENDERSON MID CAP GROWTH ALPHA ETF

Symbol: JMID

Exchange: NASDAQ

Sector: Technology

Category: Mid-Cap Growth

Inception date: 17/09/2024

Latest date: 20/07/2026

Current price: $30.46

Expense ratio: 0.30%

Assets under management
$24.6M
-0.32% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-2.25%

Ann. -43.74% (Sharpe / Sortino numerator)

Volatility

24.02%

Sharpe ratio

-1.972

VaR 95%

-2.26%

CVaR 95%: -2.29%
Max drawdown: -8.70%
Sortino ratio: -4.197
Calmar ratio: -5.02

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-2.02%

Ann. -9.20% (Sharpe / Sortino numerator)

Volatility

20.23%

Sharpe ratio

-0.634

VaR 95%

-2.15%

CVaR 95%: -2.39%
Max drawdown: -10.31%
Sortino ratio: -1.016
Calmar ratio: -0.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.64%

Ann. -10.29% (Sharpe / Sortino numerator)

Volatility

18.16%

Sharpe ratio

-0.766

VaR 95%

-2.10%

CVaR 95%: -2.37%
Max drawdown: -10.92%
Sortino ratio: -1.183
Calmar ratio: -0.94

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.97%

Ann. 9.72% (Sharpe / Sortino numerator)

Volatility

22.68%

Sharpe ratio

0.269

VaR 95%

-1.99%

CVaR 95%: -3.17%
Max drawdown: -10.92%
Sortino ratio: 0.360
Calmar ratio: 0.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

23.39%

Ann. 15.54% (Sharpe / Sortino numerator)

Volatility

21.99%

Sharpe ratio

0.543

VaR 95%

-2.03%

CVaR 95%: -3.04%
Max drawdown: -25.58%
Sortino ratio: 0.765
Calmar ratio: 0.61

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.025%

Best day

3.628%

08/04/2026
Worst day

-2.782%

12/02/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $30.56 $30.66 $30.46 $30.46 2,900
17/07/2026 $30.46 $30.48 $30.27 $30.44 2,200
16/07/2026 $30.60 $30.60 $30.59 $30.59 300
15/07/2026 $31.00 $31.00 $30.79 $30.86 1,800
14/07/2026 $31.29 $31.29 $31.14 $31.14 600
13/07/2026 $31.04 $31.13 $31.02 $31.02 3,400
10/07/2026 $31.28 $31.28 $31.28 $31.28 100
09/07/2026 $31.50 $31.52 $31.50 $31.50 4,500
08/07/2026 $30.45 $30.90 $30.45 $30.90 700
07/07/2026 $31.28 $31.28 $31.10 $31.10 300