Performance analysis of JMBS (JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF)
Annual Return
Over the past 3 years, JMBS has had an average annual return of +4.77%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, JMBS has had an average annual return of +0.79%, underperforming the benchmark SPY, which returned +14% annual.
Since Sep 13, 2018, JMBS has had an average annual return of +2.34%, underperforming the benchmark SPY, which returned +15.01% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +0.79% | +8.82% | +1.52% | +5.66% | -11.40% | -0.31% | +5.79% | +7.11% | +1.53% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.59% | +1.60% | -1.96% | +0.40% | +0.29% | -0.09% | +0.79% | ||||||
| 2025 | +0.68% | +2.55% | -0.07% | +0.20% | -1.07% | +1.84% | -0.39% | +1.80% | +1.24% | +0.90% | +0.61% | +0.24% | +8.82% |
| 2024 | -0.20% | -1.79% | +0.99% | -2.93% | +2.07% | +1.22% | +2.78% | +1.70% | +1.26% | -3.16% | +1.44% | -1.64% | +1.52% |
| 2023 | +3.52% | -2.77% | +2.63% | +0.29% | -1.13% | -0.10% | -0.08% | -1.03% | -3.00% | -2.32% | +5.65% | +4.30% | +5.66% |
| 2022 | -1.27% | -1.16% | -2.78% | -3.12% | +1.01% | -1.36% | +2.83% | -2.79% | -5.44% | -1.35% | +4.01% | -0.26% | -11.40% |
| 2021 | +0.23% | -0.45% | -0.31% | +0.59% | -0.17% | +0.03% | +0.44% | -0.03% | -0.10% | -0.29% | -0.05% | -0.21% | -0.31% |
| 2020 | +0.71% | +1.06% | -1.38% | +2.09% | +1.52% | +0.15% | +0.35% | +0.13% | -0.09% | +0.21% | +0.39% | +0.54% | +5.79% |
| 2019 | +0.67% | +0.21% | +1.53% | -0.08% | +1.15% | +0.83% | +0.40% | +1.02% | +0.16% | +0.28% | +0.38% | +0.35% | +7.11% |
| 2018 | -0.44% | -0.48% | +0.87% | +1.59% | +1.53% |
Drawdown analysis of JMBS (JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF)
The maximum drawdown for the JMBS was -16.69%, occurring on Oct 20, 2022. Recovery took 720 trading sessions.
The current JMBS drawdown is -1.38%.
Since Sep 13, 2018 JMBS has experienced the following drawdowns:
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.69% | Aug 3, 2021 | 307 | Oct 20, 2022 | 720 | Sep 5, 2025 | 1027 |
| -4.28% | Mar 9, 2020 | 9 | Mar 20, 2020 | 29 | May 1, 2020 | 38 |
| -3.06% | Feb 27, 2026 | 56 | May 19, 2026 | Ongoing | Ongoing | Ongoing |
| -1.46% | Sep 13, 2018 | 38 | Nov 6, 2018 | 19 | Dec 4, 2018 | 57 |
| -0.97% | Feb 3, 2021 | 37 | Mar 29, 2021 | 87 | Aug 2, 2021 | 124 |
| -0.94% | Oct 28, 2025 | 6 | Nov 5, 2025 | 15 | Nov 26, 2025 | 21 |
| -0.78% | Sep 15, 2025 | 9 | Sep 26, 2025 | 10 | Oct 10, 2025 | 19 |
| -0.68% | Nov 26, 2025 | 8 | Dec 9, 2025 | 7 | Dec 18, 2025 | 15 |
| -0.66% | Jun 11, 2020 | 8 | Jun 23, 2020 | 29 | Aug 4, 2020 | 37 |
| -0.65% | Jan 14, 2026 | 3 | Jan 20, 2026 | 12 | Feb 5, 2026 | 15 |
| -0.59% | Mar 27, 2019 | 17 | Apr 22, 2019 | 11 | May 7, 2019 | 28 |
| -0.53% | Sep 4, 2019 | 5 | Sep 11, 2019 | 15 | Oct 2, 2019 | 20 |
| -0.49% | Jan 4, 2019 | 12 | Jan 23, 2019 | 6 | Jan 31, 2019 | 18 |
| -0.48% | Dec 30, 2025 | 2 | Jan 2, 2026 | 5 | Jan 9, 2026 | 7 |
| -0.44% | Oct 7, 2019 | 11 | Oct 22, 2019 | 10 | Nov 5, 2019 | 21 |
| -0.42% | Sep 3, 2020 | 12 | Sep 22, 2020 | 29 | Nov 2, 2020 | 41 |
| -0.41% | May 15, 2020 | 2 | May 19, 2020 | 1 | May 20, 2020 | 3 |
| -0.36% | Jan 31, 2019 | 2 | Feb 4, 2019 | 2 | Feb 6, 2019 | 4 |
| -0.32% | Aug 4, 2020 | 2 | Aug 6, 2020 | 2 | Aug 10, 2020 | 4 |
| -0.31% | Jul 8, 2019 | 4 | Jul 12, 2019 | 4 | Jul 18, 2019 | 8 |
| -0.30% | Dec 3, 2019 | 5 | Dec 10, 2019 | 9 | Dec 23, 2019 | 14 |
| -0.29% | Feb 11, 2019 | 3 | Feb 14, 2019 | 6 | Feb 25, 2019 | 9 |
| -0.28% | Jun 4, 2020 | 3 | Jun 9, 2020 | 1 | Jun 10, 2020 | 4 |
| -0.27% | Feb 13, 2026 | 2 | Feb 18, 2026 | 3 | Feb 23, 2026 | 5 |
| -0.25% | Aug 10, 2020 | 2 | Aug 12, 2020 | 15 | Sep 2, 2020 | 17 |