JSML

Fund Description
Janus Small Cap Growth Alpha ETF (JSML) seeks investment results that correspond generally, before fees and expenses, to the performance of the Janus Henderson Small Cap Growth Alpha Index. The Underlying Index, Janus Small Cap Growth Alpha Index, is composed of common stocks of small-sized companies that are selected by the index provider, Janus Index & Calculation Services LLC ( Janus Index Services or the Index Provider ), from those companies included in the Solactive Small Cap Index, a universe of 2,000 small-sized capitalization stocks. The Underlying Index is designed to select small-sized capitalization stocks that are poised for smart growth by evaluating each company s performance in three critical areas: growth, profitability, and capital efficiency. The Index Provider scores such stocks based on fundamental measures of their growth, profitability, and capital efficiency, and selects the top 10% of such eligible stocks scoring the highest using a proprietary quantitative methodology. To arrive at the top 10%, for each security in the stated universe, the quantitative methodology assigns a score in each of 10 different fundamental factors, relative to other eligible securities. The fundamental factors include measures that Janus Capital believes are tied to a stock s outperformance relative to other small cap stocks, and indicate a company s performance with respect to growth (such as the revenue growth rate over 2- 5- and 8- year periods), profitability (such as margin expansion, profit margin and earnings per share over time) and capital efficiency (such as returns on invested capital). The scores for each factor are then added together, with equal weighting, to arrive at an overall score. The stocks with the highest 10% of scores are then weighted within the Underlying Index according to their market capitalization. Finally, the stocks are sector-weighted to reflect the sector allocation weight of Janus Venture Fund, based on its most recent publicly available holdings.
Fund Profile
Fund Name Janus Henderson Small Cap Growth Alpha ETF
Fund Exchange Ticker JSML
Fund Sponsor Janus
Fund ISIN US47103U1007
Net Expense Ratio 0.30 %
Fund Inception Date 23 February 2016
Fund Legal Structure Delaware Statutory Trust
Exchange NASDAQ
Listing Country Code US
Fund Investment Objective
ETF Type Specific US Equities - Dividend & Fundamental
Asset Class Equities (Stocks)
Index Linked Passive
Index Name Janus Henderson Small Cap Growth Alpha Index
Index Provider Janus Index & Calculation Services LLC
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Developed Market Funds
Market Capitalization Range Small Cap
Growth Value Growth
Continent North America
Key Statistics
Return As of Date 23 November 2022
Asset Under Management 79.24 Million (USD)
1 Month Total Return 5.01 %
Year To Date Return -23.83 %
1 Year Total Return -21.58 %
3 Year Annualized Total Return 3.17 %
NAV 49.4628
Share Outstanding 1,602,000
Top 10 Holdings (25 November 2022)
Constituent Name Constituent Ticker Constituent Type Weighting
AMKOR TECHNOLOGY INC AMKR EQUI 0.0404334991
SUPER MICRO COMPUTER INC SMCI EQUI 0.0344685715
WESTLAKE CORP WLK EQUI 0.0322714280
DIODES INC DIOD EQUI 0.0287055486
MP MATERIALS CORP MP EQUI 0.0283485843
ONTO INNOVATION INC ONTO EQUI 0.0282481372
DOXIMITY INC-CLASS A DOCS EQUI 0.0277641141
INSIGHT ENTERPRISES INC NSIT EQUI 0.0260545805
PROGYNY INC PGNY EQUI 0.0251375853
ADAPTHEALTH CORP AHCO EQUI 0.0232081997