JSML

Janus Henderson Small Cap Growth Alpha ETF
*Unless otherwise stated, data provided by FactSet.

JSML Fund Description

JSML tracks a market cap-weighted index of US small cap stocks selected by fundamental measures of growth, profitability and capital efficiency. Weighting relies on the actively-managed Janus Venture Fund.

JSML Factset Analytics Insight

JSML aims to pick outperformers from the small-cap universe by selecting stocks with strong growth fundamentals (measured by ROIC, revenue growth, profit margin expansion, operating profit growth, and EPS growth). Smart beta funds already blur the line between passive and active management, but JSML goes a step further by relying on an active manager to determine its sector weighting, the portfolio is weighted to align by sector with the Janus Venture Fund, an actively-managed traditional mutual fund with a small-cap growth mandate. Individual holdings are market cap-weighted within sectors, and the portfolio is rebalanced quarterly. Sibling JSMD employs the same methodology but includes both small- and midcap stocks.

JSML MSCI ESG Analytics Insight

Janus Henderson Small Cap Growth Alpha ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.23 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Janus Henderson Small Cap Growth Alpha ETF ranks in the 30th percentile within its peer group and in the 39th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JSML MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 09/27/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JSML -1.22% -1.28% 6.97% 48.19% 14.91% 18.37% --
JSML (NAV) -3.00% -1.21% 7.46% 47.70% 14.90% 18.70% --
Janus Small Cap Growth Alpha Index -3.03% -1.17% 7.65% 48.02% 15.37% 19.02% --
MSCI USA Small Cap Growth Index 0.28% 0.14% 14.90% 48.54% 17.89% 19.41% 17.20%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JSML Summary Data

02/25/16
Open-Ended Fund
0.30%
$144.49M
$869.05K
0.24%

JSML Portfolio Data

$3.74B
17.52
4.14
0.33%
N/A
204

JSML Index Data

Proprietary
Fundamental
MSCI USA Small Cap Growth Index

JSML Portfolio Management

0.30%
-0.46%
-0.31%
-0.80%

JSML Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JSML Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

JSML Factset Analytics Block Liquidity

As of 09/28/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of JSML. JSML is rated a 5 out of 5.

JSML Tradability

12,726
$869.05K
7,051
$483.45K
0.24%
$0.17
0.04%
1.07% / -1.29%
None
88.00%
50,000
0.14
0.02%
0.38%
0
$67.91
5

JSML Sector/Industry Breakdown


JSML
Segment Benchmark
29.96%
21.78%
23.29%
20.52%
13.34%
14.79%
8.22%
6.50%
7.24%
19.75%
5.24%
4.65%
1.68%
4.58%

JSML Top 10 Holdings[View All]

3.28%
2.42%
26.64%

JSML Countries


JSML
Segment Benchmark
100.00%
100.00%

JSML Regions


JSML
Segment Benchmark
100.00%
100.00%

JSML Economic Development


JSML
Segment Benchmark
100.00%
100.00%

JSML Performance Statistics

0.88
0.96
0.96
0.91
0.43%
MSCI USA Small Cap Growth Index

JSML MSCI ESG Ratings

5.23 / 10
39.38
30.38
0.96%
11.06%
84.36

JSML Benchmark Comparison Holdings

204
1092
125
8.58%

JSML Benchmark Comparison Summary


JSML
Segment Benchmark
204
1092
$3.74B
$6.10B
17.52
-6,041.86
4.14
5.06
0.36%
0.28%
Low
Low

JSML Benchmark Comparison Market Cap Size


JSML
Segment Benchmark
3.13%
5.19%
52.37%
75.89%
42.49%
18.06%
2.00%
0.87%