DeFi Janus Henderson Anemoy AAA CLO Fund vs Janus Henderson Anemoy AAA CLO Fund

Janus Henderson Anemoy AAA CLO Fund (JAAA) is 59.2× the size of DeFi Janus Henderson Anemoy AAA CLO Fund (DEJAAA) by market capitalisation. Over the past 30 days, DEJAAA is ahead by 0.0 percentage points (DEJAAA +0.6% against JAAA +0.6%). Their daily returns move barely together (correlation 0.19 across 26 shared trading days). DEJAAA has been the more volatile of the two, at 1% annualised against JAAA's 1%.

Correlation: 0.19
Size ratio: 1 : 59.2
Ahead over 30 days: DEJAAA

DeFi Janus Henderson Anemoy AAA CLO FundDEJAAA

$1.0540

24h: +0.02%
Market cap: $9.56M
Volume 24h: —
Volatility (ann.): 1%

Janus Henderson Anemoy AAA CLO FundJAAA

$1.0550

24h: +0.04%
Market cap: $565.52M
Volume 24h: —
Volatility (ann.): 1%

DEJAAA 1.7%Share of the two combined market caps98.3% JAAA

Performance

DEJAAAJAAA

7 days+0.29%+0.09%DEJAAA
30 days+0.57%+0.57%DEJAAA

Correlation

0.19over 26 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.1990d: insufficient data1y: insufficient data

Measured on daily returns rather than on prices. Two assets that both simply trend upward score near 1.0 on raw prices whether or not they move together, so returns are what answer the question people mean by correlation.

Risk & extremes

Metric	DEJAAA	JAAA
Max drawdown (400d)	0.0%	0.0%
Risk-adjusted return (90d)	0.55	1.37

Relative strength over 90 days: JAAA outperformed DEJAAA by 0.2% — measured on the DEJAAA/JAAA ratio, so it holds regardless of market direction.

DeFi Janus Henderson Anemoy AAA CLO Fund →Janus Henderson Anemoy AAA CLO Fund →