See what your fund actually adds
Janus Henderson Asset-Backed Securities ETF JABS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JABS | Replication |
|---|---|---|
| Annualized growth | 3.7% | 2.5% |
| Annualized volatility | 1.4% | 1.2% |
| Sharpe ratio | 2.62 | 2.06 |
| Maximum drawdown | 0.9% | 0.8% |
| Replication fit (R²) | 0.86 · Tracking error 0.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model JABS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 100.0% |