Harnessing Nobel prize winning research
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.
Harnessing Nobel prize winning research
Markets Leaders Indicator
Adapts exposure seeking to "fall less and rise more"
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 (02/05/2020) |
|
---|---|---|---|---|---|---|---|---|---|
Total return (%) | 2.66 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Excess return (%) relative to the 30% S&P 500 / 70% US Agg Index ER | 0.09 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Displays the historical weights of each GICS sector in the index, at the index quarterly rebalance
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 |
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 (02/05/2020) |
|
---|---|---|---|---|---|---|---|---|---|
Total return (%) | 3.13 | 10.33 | 10.33 | 11.46 | 16.70 | 1.59 | 3.80 | 4.96 | 3.17 |
Excess return (%) relative to the 30% S&P 500 / 70% US Agg Index | -0.51 | -41.69 | -41.69 | -41.14 | -40.90 | -12.21 | -8.32 | -3.80 | -8.64 |
Displays the historical weights of each asset class in the index, at the index quarterly rebalance
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 |
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 (02/05/2020) |
|
---|---|---|---|---|---|---|---|---|---|
Total return (%) | 2.15 | 7.35 | 7.35 | 7.93 | 12.72 | -0.04 | 2.39 | 4.11 | 1.77 |
Excess return (%) relative to the 30% ACWI / 70% US Agg Index | -0.07 | -1.48 | -1.48 | -0.52 | 0.58 | -1.19 | -1.46 | -0.04 | -1.60 |
Displays the historical weights of each asset class in the index, at the index quarterly rebalance
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 |