
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 (%) | -11.55 | -21.49 | -28.59 | -28.41 | -11.77 | 16.54 | 13.04 | 17.50 | 11.91 |
Excess return (%) relative to the S&P 500 Composite TR USD | -2.73 | -4.08 | -8.43 | -8.45 | -1.15 | 5.97 | 1.74 | 4.55 | 1.71 |
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 |