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Conquer emotions with a systematic approach
The Janus Henderson Equity Directionality Indices (JEDI) seek to conquer emotion and harness investor sentiment by putting into practice one of the core tenets of investing: buy low and sell high.
Conquer emotions with a systematic approach
Capture short-term mean reversion
Dynamically adjust from bullish to bearish to neutral
Cumulative Return (%) | Annualized Return (%) | Max Drawdown | Volatility | Downside Volatility | Sharpe Ratio | Sortino Ratio |
---|
1 month | 3 month | 6 month | YTD | 1 year | 3 year | 5 year | 10 year | Since inception date (06/01/2018) |
|
---|---|---|---|---|---|---|---|---|---|
Total return (%) | 9.11 | 3.92 | 14.53 | 21.17 | 20.62 | 10.38 | 20.43 | - | 16.96 |
Excess return (%) relative to the S&P 500 Composite TR USD | 2.84 | 0.78 | 5.41 | 4.69 | -3.56 | 2.07 | 5.51 | - | 3.24 |
Ticker | JEDIUSTR Index |
Base Date | 02/05/1993 |
Inception Date | 06/01/2018 |
Number of Components | 1 |
Eligible Universe | SPDR S&P 500 ETF Trust (SPY) |
Rebalancing Frequency | Daily |
Publishing Frequency | Daily |
Weighting Methodology | Proprietary Weighting Methodology |