Currency Indices

DAILY 4X EXPOSURE TO CURRENCY PAIRS THAT INCLUDE THE U.S. DOLLAR.

The Currency Indices are designed to track a long, 4x leveraged exposure to the performance of a currency pair on a daily-compounded basis

  • Include the U.S. dollar as one of the underlying currencies.
  • Fully replicable using standard foreign exchange products with ample underlying liquidity, such as the Australian dollar, British pound, euro, Japanese yen and Swiss franc.
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How It Works

1

Exposure to major global currencies

2

4x exposure – an index with conviction

3

Daily reset for short-term views

The Currencies Indices

Historical Performance (As of 07/01/2020)

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 07/01/2020)

Close Section
1 month 3 month 6 month YTD 1 year 3 year 5 year 10 year Since inception date
(10/31/2017)
Total return (%) -11.71 -44.57 -3.46 -3.46 -5.59 6.77 -2.82 -10.47 8.25
Excess return (%) relative to the Daily USD vs. AUD Index -1.23 5.32 -10.24 -10.24 -10.45 -7.65 -11.34 -18.36 -7.37
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 07/01/2020)

Close Section
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.

Index Facts (As of 07/01/2020)

Daily Level 9,029.56 (As of 07/01/2020)
Close Section
Ticker DAUDFV Index
Base Date 01/02/2004
Inception Date 10/31/2017
Number of Components N/A
Eligible Universe N/A
Rebalancing Frequency Daily
Publishing Frequency Daily
Weighting Methodology Proprietary Weighting Methodology
Past performance is no guarantee of future results.
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 07/01/2020)

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 07/01/2020)

Close Section
1 month 3 month 6 month YTD 1 year 3 year 5 year 10 year Since inception date
(10/31/2017)
Total return (%) 9.90 64.41 -13.30 -13.30 -14.88 -19.18 -12.55 -7.73 -20.51
Excess return (%) relative to the Daily AUD vs. USD Index -0.86 7.41 -6.64 -6.64 -10.08 -5.26 -4.21 0.01 -5.49
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 07/01/2020)

Close Section
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.

Index Facts (As of 07/01/2020)

Daily Level 6,719.64 (As of 07/01/2020)
Close Section
Ticker UAUDFV Index
Base Date 01/02/2004
Inception Date 10/31/2017
Number of Components N/A
Eligible Universe N/A
Rebalancing Frequency Daily
Publishing Frequency Daily
Weighting Methodology Proprietary Weighting Methodology
Past performance is no guarantee of future results.
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 07/01/2020)

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 07/01/2020)

Close Section
1 month 3 month 6 month YTD 1 year 3 year 5 year 10 year Since inception date
(10/31/2017)
Total return (%) -5.78 -8.00 -7.59 -7.59 -10.59 3.91 2.87 -12.73 -2.02
Excess return (%) relative to the Daily USD vs. CHF Index 0.02 -0.16 -0.49 -0.49 3.55 5.29 2.31 -8.12 5.75
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 07/01/2020)

Close Section
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.

Index Facts (As of 07/01/2020)

Daily Level 8,860.99 (As of 07/01/2020)
Close Section
Ticker DCHFFV Index
Base Date 01/02/2004
Inception Date 10/31/2017
Number of Components N/A
Eligible Universe N/A
Rebalancing Frequency Daily
Publishing Frequency Daily
Weighting Methodology Proprietary Weighting Methodology
Past performance is no guarantee of future results.
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 07/01/2020)

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 07/01/2020)

Close Section
1 month 3 month 6 month YTD 1 year 3 year 5 year 10 year Since inception date
(10/31/2017)
Total return (%) 5.42 6.36 1.56 1.56 1.83 -11.73 -12.79 -7.66 -5.81
Excess return (%) relative to the Daily CHF vs. USD Index -0.47 -1.64 -5.68 -5.68 -12.83 -13.12 -12.23 -12.32 -13.74
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 07/01/2020)

Close Section