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Janus Henderson Short Duration Income ETF

Provider: Janus
Annualised Return 2.69%
Realised Volatility 1.31%
Downside Volatility 1.35%
Max Drawdown -1.68%
Winning months 82.11%
Sharpe Ratio 2.05
Sortino Ratio 1.99
Calmar Ratio 1.59
Viking Ratio 0.63
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 0.56% 0.06% 0.55% 0.14% 0.66% 0.53% 0.98% 0.74% 0.51% 4.83%
2023 0.83% 0.43% 0.03% 0.57% 0.16% 0.29% 0.68% 0.46% 0.28% 0.44% 0.85% 0.9% 6.09%
2022 -0.22% -0.19% -0.35% -0.36% 0.3% -0.57% 0.33% 0.16% -0.4% -0.03% 0.78% 0.4% -0.17%
2021 -0.02% -0.18% -0.21% 0.11% 0.2% 0.01% 0.03% 0.05% 0.11% -0.24% -0.28% 0.25% -0.18%
2020 0.73% 0.6% -1.68% 1.1% 0.74% 0.61% 0.32% 0.18% 0.02% 0.1% 0.18% 0.1% 3.01%
2019 0.65% 0.46% 0.73% 0.43% 0.38% 0.43% 0.27% 0.62% -0.01% 0.07% 0.31% 0.02% 4.43%
2018 0.12% 0.06% -0.04% 0.17% 0.21% 0.13% 0.31% 0.33% 0.15% 0.1% -0.1% -0.12% 1.32%
2017 0.12% 0.21% 0.26% 0.03% 0.21% 0.13% 0.28% 0.18% 0.09% 0.3% 0.12% 0.17% 2.11%
2016 0.08% 0% 0.08%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).