See what your fund actually adds
Janus Henderson B-BBB CLO ETF JBBB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JBBB | Replication |
|---|---|---|
| Annualized growth | 5.9% | 5.3% |
| Annualized volatility | 4.7% | 3.2% |
| Sharpe ratio | 1.24 | 1.63 |
| Maximum drawdown | 10.1% | 6.6% |
| Replication fit (R²) | 0.44 · Tracking error 3.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model JBBB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 88.4% |
| MUB | FI · Municipal | 7.8% |
| DGS | EM Small Cap | 3.8% |