
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 (%) | 2.00 | 15.47 | 10.02 | 13.49 | 56.04 | 25.59 | 23.79 | - | 19.38 |
Excess return (%) relative to the S&P 500 Composite TR USD | 1.13 | 3.78 | 4.48 | 5.06 | 29.06 | 8.75 | 8.19 | - | 5.11 |
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 |