Janus Henderson Mortgage-Backed Sec ETF (JMBS)

52.53 +0.03  +0.07% NYSE Arca Feb 21, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 52.54
Discount or Premium to NAV -0.01%
Turnover Ratio 348.0%
1 Year Fund Level Flows 250.07M
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News

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.75% 0.84% 1.14% 61
3M 1.51% 1.58% 1.57% 50
6M 2.63% 2.69% 1.66% 1
YTD 1.12% 1.24% 1.70% 61
1Y 7.36% 7.47% 7.08% 40
3Y -- -- 3.11% --
5Y -- -- 2.21% --
10Y -- -- 2.75% --
15Y -- -- 3.40% --
20Y -- -- 4.29% --
As of Feb. 21, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash -1.65% 0.16% 1.81%
Stock 0.00% 0.00% 0.00%
Bond 101.7% 107.5% 5.81%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Feb. 21, 2020

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of Feb. 21, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

JMBS Bond Exposure

Government 12.50%
Corporate 0.00%
Securitized 87.36%
Municipal 0.00%
Cash 0.15%
Derivative 0.00%
As of Feb. 21, 2020

JMBS Bond Credit Quality Exposure

AAA --
AA --
A --
BBB --
BB --
B --
Below B --
Date Unavailable

JMBS Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 12.51%
91 to 182 Days 0.59%
183 to 364 Days 0.59%
1 to 3 Years 0.00%
3 to 5 Years 1.24%
5 to 7 Years 0.00%
7 to 10 Years 0.55%
10 to 15 Years 3.93%
15 to 20 Years 10.00%
20 to 30 Years 49.54%
Over 30 Years 21.03%
As of Feb. 21, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- 2 Year Treasury Note Future Mar 20 12.85% -- --
-- Government National Mortgage Association 3.5% 6.67% -- --
-- Government National Mortgage Association 3% 4.92% -- --
-- Government National Mortgage Association 4% 4.10% -- --
-- Federal National Mortgage Association 4% 4.02% -- --
-- Federal National Mortgage Association 3.66% 2.59% -- --
-- Federal National Mortgage Association 3% 2.56% -- --
-- Federal National Mortgage Association 3% -2.28% -- --
-- Federal National Mortgage Association 2.5% 2.14% -- --
-- Federal National Mortgage Association 4.5% 1.83% -- --
As of Feb. 21, 2020
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Basic Info

Investment Strategy
The investment seeks a high level of total return consisting of income and capital appreciation. The fund seeks to achieve its investment objective by investing mainly in mortgage-related instruments. Under normal circumstances, it will invest at least 80%, and often times substantially all, of its net assets (plus any borrowings for investment purposes) in a portfolio of mortgage-related fixed income instruments of varying maturities. Additionally, the fund may invest in derivatives.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style --
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Intermediate Government
Prospectus Objective Convertible Bond
Fund Owner Firm Name Janus Henderson
Benchmark Index
N/A 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
John Kerschner 1.39 yrs
Nick Childs 1.39 yrs

Net Fund Flows

1M 101.90M
3M 135.82M
6M 185.51M
YTD 101.90M
1Y 250.07M
3Y --
5Y --
10Y --
As of Jan. 31, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 1.46%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 5.537
30-Day Rolling Volatility 1.10%
Daily Value at Risk (VaR) 1% (All) 0.32%
Monthly Value at Risk (VaR) 1% (All) 0.86%

Fundamentals

Dividend Yield TTM (2-21-20) 3.57%
30-Day SEC Yield (1-31-20) 2.23%
7-Day SEC Yield --
Current Yield 3.45%
Yield to Maturity --
Effective Duration --
Average Coupon 3.46%
Average Credit Score --
Average Price 104.05
Number of Holdings 325
As of Feb. 21, 2020

Comparables

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Attributes

Key Dates
Inception Date 9/12/2018
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 2/28/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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