Summary
JSMD
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 22.83% Volatility 24.50% Sharpe 0.43
Official loaded data — not a live quote.

JANUS HENDERSON SMALL/MID CAP GROWTH ALPHA ETF

Symbol: JSMD

Exchange: NASDAQ

Sector: Technology

Category: Small Growth

Inception date: 23/02/2016

Latest date: 20/07/2026

Current price: $95.19

Expense ratio: 0.30%

Assets under management
$1.1B
-1.08% 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

-3.39%

Ann. -47.23% (Sharpe / Sortino numerator)

Volatility

32.47%

Sharpe ratio

-1.566

VaR 95%

-3.03%

CVaR 95%: -3.06%
Max drawdown: -10.57%
Sortino ratio: -2.896
Calmar ratio: -4.47

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

5.98%

Ann. -8.77% (Sharpe / Sortino numerator)

Volatility

25.42%

Sharpe ratio

-0.488

VaR 95%

-2.71%

CVaR 95%: -2.91%
Max drawdown: -14.94%
Sortino ratio: -0.763
Calmar ratio: -0.59

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

10.07%

Ann. -6.50% (Sharpe / Sortino numerator)

Volatility

23.76%

Sharpe ratio

-0.427

VaR 95%

-2.69%

CVaR 95%: -3.09%
Max drawdown: -14.94%
Sortino ratio: -0.638
Calmar ratio: -0.44

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

22.83%

Ann. 14.11% (Sharpe / Sortino numerator)

Volatility

24.50%

Sharpe ratio

0.428

VaR 95%

-2.56%

CVaR 95%: -3.56%
Max drawdown: -14.94%
Sortino ratio: 0.603
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

36.85%

Ann. 9.45% (Sharpe / Sortino numerator)

Volatility

21.86%

Sharpe ratio

0.266

VaR 95%

-2.18%

CVaR 95%: -3.15%
Max drawdown: -24.02%
Sortino ratio: 0.383
Calmar ratio: 0.39

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

50.23%

Ann. 13.49% (Sharpe / Sortino numerator)

Volatility

20.64%

Sharpe ratio

0.478

VaR 95%

-2.07%

CVaR 95%: -2.90%
Max drawdown: -24.02%
Sortino ratio: 0.709
Calmar ratio: 0.56

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

0.092%

Best day

5.074%

31/03/2026
Worst day

-4.093%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $96.23 $96.60 $95.09 $95.19 98,400
17/07/2026 $94.31 $96.00 $93.63 $95.55 86,400
16/07/2026 $96.67 $97.27 $95.39 $95.58 84,400
15/07/2026 $97.43 $97.43 $95.91 $96.92 99,600
14/07/2026 $96.99 $96.99 $96.02 $96.84 86,800
13/07/2026 $97.05 $97.35 $95.57 $95.95 108,200
10/07/2026 $98.80 $98.80 $97.15 $97.52 61,000
09/07/2026 $97.80 $99.05 $97.75 $98.51 61,800
08/07/2026 $96.87 $97.18 $95.28 $96.66 178,400
07/07/2026 $98.89 $98.89 $96.49 $97.46 78,900