JANUS HENDERSON SMALL CAP GROWTH ALPHA ETF

Symbol: JSML

Exchange: NASDAQ

Sector: Healthcare

Category: Small Growth

Inception Date: 23/02/2016

Latest Date: 02/04/2026

Current Price: $70.86

Expense Ratio: 0.30%

Assets Under Management
$291.8M
2.80% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

-7.11%

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
Return

-4.41%

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
Return

-4.86%

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
Return

16.68%

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
Return

22.64%

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
Return

44.95%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.073%

Best Day

8.148%

09/04/2025
Worst Day

-5.5%

03/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $68.93 $71.14 $68.92 $70.86 13,300
01/04/2026 $70.86 $71.67 $70.54 $70.77 8,400
31/03/2026 $68.03 $70.19 $68.03 $70.03 6,300
30/03/2026 $68.12 $68.19 $66.97 $67.22 7,300
27/03/2026 $69.20 $69.21 $68.24 $68.61 12,900
26/03/2026 $70.86 $70.88 $69.36 $69.36 12,100
25/03/2026 $71.77 $71.77 $70.82 $71.26 23,800
24/03/2026 $69.54 $70.93 $69.54 $70.48 23,900
23/03/2026 $69.39 $71.48 $69.39 $70.23 9,900
20/03/2026 $70.26 $70.40 $68.23 $68.42 18,100