Summary
JSI
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 5.14% Volatility 3.02% Sharpe 0.34
Official loaded data — not a live quote.

JANUS HENDERSON SECURITIZED INCOME ETF

Symbol: JSI

Exchange: NYSE

Sector: Technology

Category: Securitized Bond - Diversified

Inception date: 08/11/2023

Latest date: 03/06/2026

Current price: $51.36

Expense ratio: 0.50%

Assets under management
$1.5B
0.04% 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

0.24%

Ann. -13.37% (Sharpe / Sortino numerator)

Volatility

3.77%

Sharpe ratio

-4.502

VaR 95%

-0.43%

CVaR 95%: -0.57%
Max drawdown: -1.39%
Sortino ratio: -5.519
Calmar ratio: -9.62

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

-0.12%

Ann. -0.44% (Sharpe / Sortino numerator)

Volatility

2.71%

Sharpe ratio

-1.506

VaR 95%

-0.29%

CVaR 95%: -0.44%
Max drawdown: -2.18%
Sortino ratio: -1.633
Calmar ratio: -0.20

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

1.88%

Ann. 3.94% (Sharpe / Sortino numerator)

Volatility

2.30%

Sharpe ratio

0.136

VaR 95%

-0.20%

CVaR 95%: -0.36%
Max drawdown: -2.18%
Sortino ratio: 0.156
Calmar ratio: 1.81

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

5.14%

Ann. 4.64% (Sharpe / Sortino numerator)

Volatility

3.02%

Sharpe ratio

0.336

VaR 95%

-0.24%

CVaR 95%: -0.49%
Max drawdown: -2.31%
Sortino ratio: 0.367
Calmar ratio: 2.01

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

11.21%

Ann. 6.47% (Sharpe / Sortino numerator)

Volatility

2.90%

Sharpe ratio

0.979

VaR 95%

-0.23%

CVaR 95%: -0.42%
Max drawdown: -2.31%
Sortino ratio: 1.231
Calmar ratio: 2.80

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

17.36%

Ann. 6.85% (Sharpe / Sortino numerator)

Volatility

2.98%

Sharpe ratio

1.094

VaR 95%

-0.25%

CVaR 95%: -0.42%
Max drawdown: -2.31%
Sortino ratio: 1.451
Calmar ratio: 2.96

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.02%

Best day

0.559%

01/08/2025
Worst day

-1.022%

11/09/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $51.34 $51.38 $51.32 $51.36 107,700
02/06/2026 $51.39 $51.43 $51.37 $51.42 166,200
01/06/2026 $51.40 $51.43 $51.32 $51.42 87,900
29/05/2026 $51.45 $51.49 $51.43 $51.44 183,200
28/05/2026 $51.66 $51.72 $51.62 $51.69 198,400
27/05/2026 $51.64 $51.64 $51.60 $51.62 216,900
26/05/2026 $51.52 $51.54 $51.45 $51.54 130,600
22/05/2026 $51.50 $51.50 $51.36 $51.43 120,800
21/05/2026 $51.32 $51.46 $51.30 $51.41 184,900
20/05/2026 $51.29 $51.44 $51.24 $51.41 221,200