(JSI) Janus Detroit Street Trust - Overview
Etf: ABS, CLOs, MBS, CMOs, Securities
Dividends
| Dividend Yield | 6.20% |
| Yield on Cost 5y | 6.69% |
| Yield CAGR 5y | 165.06% |
| Payout Consistency | 84.3% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 2.06% |
| Relative Tail Risk | -4.80% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.80 |
| Alpha | 2.09 |
| Character TTM | |
|---|---|
| Beta | 0.011 |
| Beta Downside | 0.061 |
| Drawdowns 3y | |
|---|---|
| Max DD | 2.31% |
| CAGR/Max DD | 3.59 |
Description: JSI Janus Detroit Street Trust January 20, 2026
Janus Detroit Street Trust (NYSE ARCA: JSI) is a non-diversified ETF that targets a securitized-bond exposure by allocating at least 80 % of its net assets-plus any investment-purpose borrowings-to securitized securities such as ABS, CLOs, agency and non-agency MBS, and CMOs.
Key fund metrics (as of Q4 2024) include an expense ratio of 0.45 %, a weighted-average duration of roughly 4.2 years, and an average credit quality of A- to AA-rated securities, yielding about 5.1 % annualized after fees.
The performance of JSI is highly sensitive to three macro drivers: (1) the Federal Reserve’s policy rate trajectory, which influences the spread between securitized assets and Treasuries; (2) the health of the U.S. consumer loan market, affecting ABS and CLO issuance volumes; and (3) the pre-payment and delinquency trends in the residential mortgage pool, which can shift MBS cash-flow profiles.
For a deeper, data-driven look at how these drivers are currently priced, you might explore ValueRay’s analytics platform to see real-time scenario modeling for JSI’s underlying sectors.
What is the price of JSI shares?
Over the past week, the price has changed by +0.29%, over one month by +0.68%, over three months by +2.03% and over the past year by +6.52%.
Is JSI a buy, sell or hold?
What are the forecasts/targets for the JSI price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 62.3 | 19% |
JSI Fundamental Data Overview February 05, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 1.45b USD (1.45b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.45b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 1.45b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 5.96% (E(1.45b)/V(1.45b) * Re(5.96%) + (debt-free company))
Discount Rate = 5.96% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)