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 (%) | 1.21 | 5.92 | 17.43 | 11.05 | 23.28 | 13.43 | 20.28 | 17.31 | 16.24 |
Excess return (%) relative to the S&P 500 Composite TR USD | 1.05 | 1.83 | -3.41 | 1.22 | -5.29 | 4.44 | 5.73 | 4.49 | 2.85 |
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 |