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Conquer emotions with a systematic approach
Janus Henderson Equity Directionality Indices (JEDI)
ACTIVATE A CORE ADAGE OF INVESTING: BUY LOW AND SELL HIGH.
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.
- Designed to capture mean reversion in equity markets, a well-known phenomenon in behavioral finance derived in large part from investor psychology.
- Based on 1-day and 5-day market returns, JEDI Indices may dynamically adjust their exposures to equity markets from bullish to bearish to neutral.
How It Works
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Capture short-term mean reversion
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Dynamically adjust from bullish to bearish to neutral
The Equity Directionality Indices
Historical Performance (As of 10/31/2025)
Close Section| Cumulative Return (%) | Annualized Return (%) | Max Drawdown | Volatility | Downside Volatility | Sharpe Ratio | Sortino Ratio |
|---|
Index Performance (As of 10/31/2025)
Close Section| 1 month | 3 month | 6 month | YTD | 1 year | 3 year | 5 year | 10 year | Since inception date (06/01/2018) |
|
|---|---|---|---|---|---|---|---|---|---|
| Total return (%) | 3.27 | 10.85 | 26.78 | 21.06 | 34.25 | 27.77 | 23.50 | 17.40 | 17.19 |
| Excess return (%) relative to the S&P 500 Excess Return Index | 1.28 | 3.78 | 5.84 | 7.72 | 18.02 | 10.92 | 9.52 | 5.22 | 5.16 |
Index Facts (As of 10/31/2025)
Daily Level
83,745.87
(As of 10/31/2025)
Close Section
| Ticker | JEDIUSER Index |
| Base Date | 02/05/1993 |
| Inception Date | 06/01/2018 |
| Number of Components | 500 |
| Eligible Universe | S&P 500 |
| Rebalancing Frequency | Daily |
| Publishing Frequency | Daily |
| Weighting Methodology | Proprietary Weighting Methodology |