Summary
JSML
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 32.30% Volatility 23.92% Sharpe 0.55
Official loaded data — not a live quote.

JANUS HENDERSON SMALL CAP GROWTH ALPHA ETF

Symbol: JSML

Exchange: NASDAQ

Sector: Technology

Category: Small Growth

Inception date: 23/02/2016

Latest date: 20/07/2026

Current price: $88.51

Expense ratio: 0.30%

Assets under management
$450.4M
-1.36% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-3.88%

Ann. -55.43% (Sharpe / Sortino numerator)

Volatility

30.66%

Sharpe ratio

-1.926

VaR 95%

-2.97%

CVaR 95%: -3.08%
Max drawdown: -10.70%
Sortino ratio: -3.432
Calmar ratio: -5.18

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

9.69%

Ann. -16.74% (Sharpe / Sortino numerator)

Volatility

23.80%

Sharpe ratio

-0.856

VaR 95%

-2.69%

CVaR 95%: -2.91%
Max drawdown: -14.89%
Sortino ratio: -1.256
Calmar ratio: -1.12

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

14.53%

Ann. -9.56% (Sharpe / Sortino numerator)

Volatility

23.28%

Sharpe ratio

-0.566

VaR 95%

-2.63%

CVaR 95%: -3.03%
Max drawdown: -14.89%
Sortino ratio: -0.861
Calmar ratio: -0.64

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

32.30%

Ann. 16.75% (Sharpe / Sortino numerator)

Volatility

23.92%

Sharpe ratio

0.549

VaR 95%

-2.39%

CVaR 95%: -3.22%
Max drawdown: -14.89%
Sortino ratio: 0.810
Calmar ratio: 1.13

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

42.69%

Ann. 10.79% (Sharpe / Sortino numerator)

Volatility

22.31%

Sharpe ratio

0.321

VaR 95%

-2.33%

CVaR 95%: -3.04%
Max drawdown: -25.60%
Sortino ratio: 0.493
Calmar ratio: 0.42

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

53.49%

Ann. 13.23% (Sharpe / Sortino numerator)

Volatility

21.77%

Sharpe ratio

0.441

VaR 95%

-2.04%

CVaR 95%: -2.87%
Max drawdown: -25.60%
Sortino ratio: 0.714
Calmar ratio: 0.52

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

0.122%

Best day

4.25%

31/03/2026
Worst day

-3.961%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $89.72 $89.86 $88.36 $88.51 89,400
17/07/2026 $87.77 $89.39 $87.25 $88.93 21,000
16/07/2026 $90.01 $90.34 $88.54 $88.90 26,300
15/07/2026 $90.27 $90.57 $89.61 $90.06 10,700
14/07/2026 $89.96 $90.25 $89.51 $89.94 20,000
13/07/2026 $90.23 $90.24 $88.56 $88.93 11,800
10/07/2026 $92.11 $92.11 $90.30 $90.69 63,300
09/07/2026 $91.20 $92.05 $91.17 $91.53 35,500
08/07/2026 $89.79 $90.47 $89.09 $90.12 105,100
07/07/2026 $91.63 $91.63 $90.16 $90.59 19,600