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.

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How It Works

Conquer emotions with a systematic approach

Capture short-term mean reversion

Dynamically adjust from bullish to bearish to neutral

The Equity Directionality Indices

Janus Henderson Equity Directionality Index

Historical Performance (As of 07/01/2020)

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Cumulative Return (%)	Annualized Return (%)	Max Drawdown	Volatility	Downside Volatility	Sharpe Ratio	Sortino Ratio

Index Performance (As of 07/01/2020)