Janus Henderson Market Consensus Indices

CONNECT TO THE WISDOM OF CROWDS.

The Janus Henderson Market Consensus Index process seeks to outperform traditional indices by relying on the principle of the wisdom of the crowd in stock market prices. By utilizing big data sets from industry experts, the process seeks to select those stocks that have the highest return potential relative to their risk.

The Market Consensus Index process follows three steps:

Select the least-volatile stocks from an eligible pool of large-cap stocks.
Determine the Market Consensus Score for each stock.
Weight each stock by its Market Consensus Score. Stocks with the highest expected returns and lowest historical volatilities receive the highest index weights.

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HOW IT WORKS

1

Select the least volatile from pool of large-cap stocks

2

Access consensus expert stock analysis

3

Weight by highest expected return and low volatility

The Market Consensus Indices

Historical Performance (As of 05/28/2026)

Download Historical Index Levels

Cumulative Return (%)	Annualized Return (%)	Max Drawdown	Volatility	Downside Volatility	Sharpe Ratio	Sortino Ratio

Statistics are not provided for periods less than 1 year.

Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.

Index Performance (As of 05/28/2026)

	1 month	3 month	6 month	YTD	1 year	3 year	5 year	10 year	Since base date (01/08/2003)
Index return (%)	-0.18	-2.88	3.34	3.60	9.02	13.28	8.85	10.77	11.61
Excess return (%) relative to the S&P 500 Composite TR USD	-6.25	-13.15	-7.75	-7.42	-20.99	-87.67	-39.69	-13.07	-2.04

Returns greater than one year are annualized.

A comparison benchmark is provided for information purposes only to represent the market environment existing during the periods shown.

Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.

Rolling Performance (As of 05/28/2026)

Rolling performance shows the cumulative, absolute return of a hypothetical investment in the index on a rolling basis over the selected time period. Relative performance shows the difference between the results for the index and the comparison benchmark shown above. Rolling periods are calculated using a 21-trading day month and a 252-trading day year and may differ from point-to-point calculations due to factors such as holidays, market closures and leap years.

Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.

Top 10 Components (As of 05/29/2026)

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Component	Ticker	Sector*	Weight (%)
HEICO Corporation Class A	HEI/A	Industrials	1.90
Medtronic Plc	MDT	Health Care	1.19
Agilent Technologies, Inc.	A	Health Care	1.12
Stryker Corporation	SYK	Health Care	1.10
Danaher Corporation	DHR	Health Care	1.04
PG&E Corporation	PCG	Utilities	1.02
Weyerhaeuser Company	WY	Real Estate	.98
Abbott Laboratories	ABT	Health Care	.97
Microsoft Corporation	MSFT	Information Technology	.95
ResMed Inc.	RMD	Health Care	.94
Total			11.20
Download Full Holdings

Sector weights based on GICS.

Index Facts (As of 05/28/2026)

Daily Level 13,209.90 (As of 05/28/2026)

Ticker	JMCIUSTR Index
Base Date	01/08/2003
Inception Date	05/16/2017
Number of Components	250

Eligible Universe	Solactive US Large Cap Index
Rebalancing Frequency	Monthly
Publishing Frequency	Daily
Weighting Methodology	Proprietary Weighting Methodology

Past performance is no guarantee of future results.

There is no assurance that the proprietary rules-based index methodology will select securities that individually, or in the aggregate, outperform the applicable broader market universe.

Index performance does not reflect the expenses of managing a portfolio as an index is unmanaged and not available for direct investment. The performance of any index herein is not illustrative of the performance of any security.

Any index performance prior to the index inception date is pre-inception data and is hypothetical. Pre-inception data is based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance, and cannot account for all financial risk that may affect the actual performance of any trading strategy based on the applicable index. Simulated index returns (including pre-inception data) that have been produced by the retroactive application of a back-tested methodology may reflect a bias toward strategies that have performed well in the past. Any pre-inception data was produced by the index sponsor, Janus Henderson Indices LLC. The index methodologies are available above. Actual index performance may vary significantly from pre-inception data.

Historical Performance (As of 05/28/2026)

Download Historical Index Levels

Cumulative Return (%)	Annualized Return (%)	Max Drawdown	Volatility	Downside Volatility	Sharpe Ratio	Sortino Ratio

Statistics are not provided for periods less than 1 year.

Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.

Index Performance (As of 05/28/2026)

	1 month	3 month	6 month	YTD	1 year	3 year	5 year	10 year	Since base date (04/07/2006)
Index return (%)	0.83	-3.28	4.13	3.14	9.50	14.21	9.22	9.21	7.91
Excess return (%) relative to the MSCI World NR USD	-4.37	-10.14	-6.81	-6.91	-18.09	-7.09	-2.64	-3.82	-0.67

Returns greater than one year are annualized.

A comparison benchmark is provided for information purposes only to represent the market environment existing during the periods shown.

Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.

Rolling Performance (As of 05/28/2026)

Rolling performance shows the cumulative, absolute return of a hypothetical investment in the index on a rolling basis over the selected time period. Relative performance shows the difference between the results for the index and the comparison benchmark shown above. Rolling periods are calculated using a 21-trading day month and a 252-trading day year and may differ from point-to-point calculations due to factors such as holidays, market closures and leap years.

Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.

Top 10 Components (As of 04/20/2021)

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Component	Ticker	Sector*	Weight (%)
Orange SA	ORA	Communication Services	.75
Vodafone Group Plc	VOD	Communication Services	.65
British American Tobacco p.l.c.	BATS	Consumer Staples	.65
Tesco PLC	TSCO	Consumer Staples	.65
Millicom International Cellular SA Swedish Depository Receipt	TIGO	Communication Services	.65
Novartis AG	NOVN	Health Care	.64
Mcdonalds Holdings Company Japan, Ltd.	2702	Consumer Discretionary	.63
Merck & Co., Inc.	MRK	Health Care	.62
AstraZeneca PLC	AZN	Health Care	.62
Takeda Pharmaceutical Co. Ltd.	4502	Health Care	.61
Total			6.47
Download Full Holdings

Sector weights based on GICS.

Index Facts (As of 05/28/2026)

Daily Level 4,630.00 (As of 05/28/2026)

Ticker	JMCIGLNR Index
Base Date	04/07/2006
Inception Date	02/08/2019
Number of Components	600

Eligible Universe	Solactive US Large Cap Index, Solactive GBS Developed Europe Large & Mid Cap Index, and Solactive GBS Japan Large & Mid Cap Index
Rebalancing Frequency	Monthly
Publishing Frequency	Daily
Weighting Methodology	Proprietary Weighting Methodology

Past performance is no guarantee of future results.

There is no assurance that the proprietary rules-based index methodology will select securities that individually, or in the aggregate, outperform the applicable broader market universe.

Index performance does not reflect the expenses of managing a portfolio as an index is unmanaged and not available for direct investment. The performance of any index herein is not illustrative of the performance of any security.

Any index performance prior to the index inception date is pre-inception data and is hypothetical. Pre-inception data is based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance, and cannot account for all financial risk that may affect the actual performance of any trading strategy based on the applicable index. Simulated index returns (including pre-inception data) that have been produced by the retroactive application of a back-tested methodology may reflect a bias toward strategies that have performed well in the past. Any pre-inception data was produced by the index sponsor, Janus Henderson Indices LLC. The index methodologies are available above. Actual index performance may vary significantly from pre-inception data.

Historical Performance (As of 05/28/2026)

Download Historical Index Levels

Cumulative Return (%)	Annualized Return (%)	Max Drawdown	Volatility	Downside Volatility	Sharpe Ratio	Sortino Ratio

Statistics are not provided for periods less than 1 year.

Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.

Index Performance (As of 05/28/2026)

	1 month	3 month	6 month	YTD	1 year	3 year	5 year	10 year	Since base date (04/07/2006)
Index return (%)	2.31	-2.60	5.33	2.62	10.12	16.35	8.95	8.17	5.98
Excess return (%) relative to the EURO STOXX 50 NR USD	-1.85	-1.29	-3.64	-2.71	-8.43	-1.31	-0.97	-1.94	0.95

Returns greater than one year are annualized.

A comparison benchmark is provided for information purposes only to represent the market environment existing during the periods shown.

Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.

Rolling Performance (As of 05/28/2026)

Rolling performance shows the cumulative, absolute return of a hypothetical investment in the index on a rolling basis over the selected time period. Relative performance shows the difference between the results for the index and the comparison benchmark shown above. Rolling periods are calculated using a 21-trading day month and a 252-trading day year and may differ from point-to-point calculations due to factors such as holidays, market closures and leap years.

Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.

Top 10 Components (As of 05/06/2026)

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Component	Ticker	Sector*	Weight (%)
Heineken Holding N.V.	HEIO	Consumer Staples	2.06
D'Ieteren Group SA/NV	DIE	Consumer Discretionary	1.37
ICG plc	ICG	Financials	1.32
EXOR N.V.	EXO	Financials	1.23
Barratt Redrow plc	BTRW	Consumer Discretionary	1.22
Siemens Healthineers AG	SHL	Health Care	1.19
EssilorLuxottica SA	EL	Health Care	1.11
Allegro.eu S.A.	ALE	Consumer Discretionary	1.02
Publicis Groupe SA	PUB	Communication Services	.98
Informa Plc	INF	Communication Services	.94
Total			12.44
Download Full Holdings

Sector weights based on GICS.

Index Facts (As of 05/28/2026)

Daily Level 3,226.12 (As of 05/28/2026)

Ticker	JMCIEUNR Index
Base Date	04/07/2006
Inception Date	02/08/2019
Number of Components	250

Eligible Universe	Solactive GBS Developed Europe Large & Mid Cap Index
Rebalancing Frequency	Monthly
Publishing Frequency	Daily
Weighting Methodology	Proprietary Weighting Methodology

Past performance is no guarantee of future results.

There is no assurance that the proprietary rules-based index methodology will select securities that individually, or in the aggregate, outperform the applicable broader market universe.

Index performance does not reflect the expenses of managing a portfolio as an index is unmanaged and not available for direct investment. The performance of any index herein is not illustrative of the performance of any security.

Any index performance prior to the index inception date is pre-inception data and is hypothetical. Pre-inception data is based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance, and cannot account for all financial risk that may affect the actual performance of any trading strategy based on the applicable index. Simulated index returns (including pre-inception data) that have been produced by the retroactive application of a back-tested methodology may reflect a bias toward strategies that have performed well in the past. Any pre-inception data was produced by the index sponsor, Janus Henderson Indices LLC. The index methodologies are available above. Actual index performance may vary significantly from pre-inception data.

Historical Performance (As of 05/28/2026)

Download Historical Index Levels

Cumulative Return (%)	Annualized Return (%)	Max Drawdown	Volatility	Downside Volatility	Sharpe Ratio	Sortino Ratio

Statistics are not provided for periods less than 1 year.

Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.

Index Performance (As of 05/28/2026)

	1 month	3 month	6 month	YTD	1 year	3 year	5 year	10 year	Since base date (04/07/2006)
Index return (%)	-0.22	-9.21	1.18	0.23	7.74	10.09	6.07	5.40	3.59

Returns greater than one year are annualized.

A comparison benchmark is provided for information purposes only to represent the market environment existing during the periods shown.

Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.

Rolling Performance (As of 05/28/2026)

Rolling performance shows the cumulative, absolute return of a hypothetical investment in the index on a rolling basis over the selected time period. Relative performance shows the difference between the results for the index and the comparison benchmark shown above. Rolling periods are calculated using a 21-trading day month and a 252-trading day year and may differ from point-to-point calculations due to factors such as holidays, market closures and leap years.

Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.

Top 10 Components (As of 05/29/2026)

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Component	Ticker	Sector*	Weight (%)
Asahi Group Holdings Ltd	2502	Consumer Staples	3.41
Kobe Bussan Co., Ltd.	3038	Consumer Staples	3.18
Terumo Corporation	4543	Health Care	2.96
NTT Inc	9432	Communication Services	2.71
Bandai Namco Holdings Inc.	7832	Consumer Discretionary	2.53
Suzuki Motor Corp.	7269	Consumer Discretionary	2.47
MatsukiyoCocokara & Co.	3088	Consumer Staples	2.42
Oriental Land Co., Ltd.	4661	Consumer Discretionary	2.40
Shimadzu Corporation	7701	Information Technology	2.16
Kao Corporation	4452	Consumer Staples	1.99
Total			26.22
Download Full Holdings

Sector weights based on GICS.

Index Facts (As of 05/28/2026)

Daily Level 2,018.11 (As of 05/28/2026)

Ticker	JMCIJPNR Index
Base Date	04/07/2006
Inception Date	02/08/2019
Number of Components	100

Eligible Universe	Solactive GBS Japan Large & Mid Cap Index
Rebalancing Frequency	Monthly
Publishing Frequency	Daily
Weighting Methodology	Proprietary Weighting Methodology

Past performance is no guarantee of future results.

There is no assurance that the proprietary rules-based index methodology will select securities that individually, or in the aggregate, outperform the applicable broader market universe.

Index performance does not reflect the expenses of managing a portfolio as an index is unmanaged and not available for direct investment. The performance of any index herein is not illustrative of the performance of any security.

Any index performance prior to the index inception date is pre-inception data and is hypothetical. Pre-inception data is based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance, and cannot account for all financial risk that may affect the actual performance of any trading strategy based on the applicable index. Simulated index returns (including pre-inception data) that have been produced by the retroactive application of a back-tested methodology may reflect a bias toward strategies that have performed well in the past. Any pre-inception data was produced by the index sponsor, Janus Henderson Indices LLC. The index methodologies are available above. Actual index performance may vary significantly from pre-inception data.

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