Janus Henderson Anemoy AAA CLO Fund vs Securitize Tokenized AAA CLO Fund

Janus Henderson Anemoy AAA CLO Fund (JAAA) is 5.4× the size of Securitize Tokenized AAA CLO Fund (STAC) by market capitalisation. Over the past 30 days, STAC is ahead by 0.0 percentage points (JAAA +0.6% against STAC +0.6%). Their daily returns move barely together (correlation 0.30 across 54 shared trading days). STAC has been the more volatile of the two, at 1% annualised against JAAA's 1%.

Correlation: 0.30
Size ratio: 5.4×
Ahead over 30 days: STAC

Janus Henderson Anemoy AAA CLO FundJAAA

$1.0550

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

Securitize Tokenized AAA CLO FundSTAC

$1,039

24h: +0.02%
Market cap: $104.76M
Volume 24h: —
Volatility (ann.): 1%

JAAA 84.4%Share of the two combined market caps15.6% STAC

Performance

JAAASTAC

7 days+0.09%+0.12%STAC
30 days+0.57%+0.59%STAC

Correlation

0.30over 54 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.5390d: 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	JAAA	STAC
Max drawdown (400d)	0.0%	-0.2%
Risk-adjusted return (90d)	1.37	0.83

Relative strength over 90 days: STAC outperformed JAAA by 0.3% — measured on the JAAA/STAC ratio, so it holds regardless of market direction.

Janus Henderson Anemoy AAA CLO Fund →Securitize Tokenized AAA CLO Fund →