Seasolyze

Seasonal Evaluation for Janus Henderson AAA CLO ETF (JAAA)

The following tables show quarterly and semi-annual reports.

In the quarterly breakdown, the first through fourth quarters correspond to spring, summer, fall, and winter, respectively.
Detailed definitions for the semi-annual periods are provided in the table headers.

Quarterly Seasonality for
Janus Henderson AAA CLO ETF (JAAA)
Overview 1st Quarter
Jan. - Mar.
2nd Quarter
Apr. - Jun.
3rd Quarter
Jul. - Sep.
4th Quarter
Oct. - Dec.
Success Rate 80.00% 80.00% 100.00% 100.00%
Median Return 0.84% 1.48% 1.37% 1.79%
Average Return 1.10% 1.05% 1.13% 1.10%
Maximum Gain 1.94% 2.19% 2.57% 2.18%
Gain Year 2024 2023 2023 2023
Maximum Loss -0.20% -1.99% 0.39% 0.16%
Loss Year 2022 2022 2021 2021
Based on the past 5 years (2021-2025)

Half-Year Seasonality for
Janus Henderson AAA CLO ETF (JAAA)
Overview Winter Season
Oct. - Mar.
Summer Season
Apr. - Sep.
First HY
Jan. - Jun.
Second HY
Jul. - Dec.
Success Rate 90.00% 90.00% 80.00% 100.00%
Median Return 1.38% 1.43% 1.12% 1.50%
Average Return 1.10% 1.09% 1.08% 1.12%
Maximum Gain 2.18% 2.57% 2.19% 2.57%
Gain Year 2023 2023 2023 2023
Maximum Loss -0.20% -1.99% -1.99% 0.16%
Loss Year 2022 2022 2022 2021
Based on the past 5 years (2021-2025)