Janus Velocity Short LIBOR Index

The Janus Velocity Short LIBOR Index is designed to provide an inverse exposure to a weighted average of the first eight1 quarterly reference Eurodollar Futures implied yields, where each implied yield is tied to the London Interbank Offered Rate (LIBOR). The Index is replicable; an investor holding the reference futures associated with the index at the same weights adjusted daily should realize returns similar to that of the Janus Velocity Short LIBOR Index.
Performance (As of 07/20/2018) Level Returns
One Day MTD YTD Since Inception
Janus Velocity Short LIBOR Index (DLBRID) 7135.10 -0.23% -0.95% -20.68% -24.27%

Index performance does not reflect the expenses of managing a portfolio as an index is unmanaged and not available for direct investment.

Past performance is no guarantee of future results.

Returns greater than one year are annualized.

1The first quarterly contract rolls off two days prior to expiry, so for a brief period of time the ninth listed quarterly contract is included.