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Harnessing Nobel prize winning research
Janus Henderson Adaptive Market Leaders Indices
NOT ALL RISK IS CREATED EQUAL.
The Janus Henderson Adaptive Market Leaders Index is a next-generation balanced strategy that dynamically adjusts its asset allocation between different equity and bond markets. This is designed to maximize expected compounded returns while setting parameters for the maximum acceptable decline.
- Harnesses the Nobel prize-winning research of Dr. Myron Scholes and Dr. Robert Merton.
- Utilizes options prices to create a proprietary Markets Leaders Indicator across global markets.
- Seeks to minimize exposure to potential market declines while increasing exposure to potential upside risk.
HOW IT WORKS
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Markets Leaders Indicator
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Adapts exposure seeking to "fall less and rise more"
Historical Performance (As of 07/25/2024)
Close Section| 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 07/25/2024)
Close Section| 1 month | 3 month | 6 month | YTD | 1 year | 3 year | 5 year | 10 year | Since base date (03/31/2006) |
|
|---|---|---|---|---|---|---|---|---|---|
| Total return (%) | -0.17 | 4.16 | 2.87 | 2.89 | 3.71 | -4.18 | 0.12 | 2.12 | 4.31 |
| Excess return (%) relative to the 30% S&P 500 / 70% US Agg Index ER | 0.70 | 0.58 | 1.22 | 1.69 | 1.09 | -1.12 | -1.73 | -0.85 | 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.
30% S&P 500 / 70% US Agg Index is an internally-calculated combination of total returns from the S&P 500® Index (30%) and Bloomberg U.S. Aggregate Bond Index (70%), rebalanced quarterly. The blend is selected to reflect approximately 5% long-term realized volatility.
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 07/25/2024)
Close SectionRolling 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.
Historical Sector Weights (As of 07/25/2024)
Close SectionDisplays the historical weights of each GICS sector in the index, at the index quarterly rebalance
Index Facts (As of 07/25/2024)
Daily Level
2,165.15
(As of 07/25/2024)
Close Section
| Ticker | JAMLUSER Index |
| Base Date | 03/31/2006 |
| Inception Date | 02/05/2020 |
| Number of Components | N/A |
| Eligible Universe | N/A |
| 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 07/25/2024)
Close Section| 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 07/25/2024)
Close Section| 1 month | 3 month | 6 month | YTD | 1 year | 3 year | 5 year | 10 year | Since base date (03/31/2006) |
|
|---|---|---|---|---|---|---|---|---|---|
| Total return (%) | 0.34 | 6.23 | 6.10 | 6.61 | 10.46 | 0.06 | 3.38 | 4.80 | 6.99 |
| Excess return (%) relative to the 30% S&P 500 / 70% US Agg Index | 0.74 | -35.99 | -35.75 | -35.41 | -37.23 | -11.45 | -7.77 | -3.45 | -0.38 |
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.
30% S&P 500 / 70% US Agg Index is an internally-calculated combination of total returns from the S&P 500® Index (30%) and Bloomberg U.S. Aggregate Bond Index (70%), rebalanced quarterly. The blend is selected to reflect approximately 5% long-term realized volatility.
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 07/25/2024)
Close SectionRolling 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.
Historical Sector Weights (As of 07/25/2024)
Close SectionDisplays the historical weights of each asset class in the index, at the index quarterly rebalance
Index Facts (As of 07/25/2024)
Daily Level
3,445.93
(As of 07/25/2024)
Close Section
| Ticker | JAMLUSID Index |
| Base Date | 03/31/2006 |
| Inception Date | 02/05/2020 |
| Number of Components | N/A |
| Eligible Universe | N/A |
| Rebalancing Frequency | Quarterly |
| 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 07/25/2024)
Close Section| 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 07/25/2024)
Close Section| 1 month | 3 month | 6 month | YTD | 1 year | 3 year | 5 year | 10 year | Since base date (03/31/2006) |
|
|---|---|---|---|---|---|---|---|---|---|
| Total return (%) | -0.07 | 4.74 | 4.70 | 4.59 | 8.05 | -1.24 | 2.25 | 3.88 | 6.20 |
| Excess return (%) relative to the 30% ACWI / 70% US Agg Index | -0.09 | 0.13 | 0.44 | 0.85 | 0.51 | -0.85 | -1.21 | 0.12 | 1.53 |
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.
30% ACWI / 70% US Agg Index is an internally-calculated combination of total returns from the MSCI All Country World IndexSM (30%) and the Bloomberg U.S. Aggregate Bond Index (70%), rebalanced quarterly. The blend is selected to reflect approximately 5% long-term realized volatility.
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 07/25/2024)
Close SectionRolling 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.
Historical Sector Weights (As of 07/25/2024)
Close SectionDisplays the historical weights of each asset class in the index, at the index quarterly rebalance
Index Facts (As of 07/25/2024)
Daily Level
3,008.43
(As of 07/25/2024)
Close Section
| Ticker | JAMLGLID Index |
| Base Date | 03/31/2006 |
| Inception Date | 02/05/2020 |
| Number of Components | N/A |
| Eligible Universe | N/A |
| Rebalancing Frequency | Quarterly |
| 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.