Janus Henderson Small Cap Growth Alpha ETF (JSML US) - Portfolio Construction Methodology
ETF Strategy·2026-01-20 02:45
Janus Henderson Small Cap Growth Alpha ETF (JSML US) – Portfolio Construction MethodologyThe underlying Janus Henderson Small Cap Growth Alpha Index targets U.S. small-cap growth stocks drawn from a Solactive small-cap universe. Companies are scored each quarter on growth, profitability, and capital-efficiency metrics using decile ranks; scores are equally weighted and the top 10% become constituents. Selected names are market-cap weighted within calibrated sector weights that align the index’s sector distr ...