Select the least volatile from pool of large-cap stocks
The Janus Henderson Market Consensus Index process seeks to outperform traditional indices by relying on the principle of the wisdom of the crowd in stock market prices. By utilizing big data sets from industry experts, the process seeks to select those stocks that have the highest return potential relative to their risk.
The Market Consensus Index process follows three steps:
Select the least volatile from pool of large-cap stocks
Access consensus expert stock analysis
Weight by highest expected return and low volatility
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 (05/16/2017) |
|
---|---|---|---|---|---|---|---|---|---|
Total return (%) | -0.56 | 6.74 | 18.73 | 5.66 | 11.88 | 11.24 | 9.26 | 10.74 | 10.05 |
Excess return (%) relative to the S&P 500 Composite TR USD | 2.46 | 2.19 | -1.58 | -1.13 | -12.64 | 0.10 | -4.22 | -1.77 | -3.29 |
Philip Morris International Inc. (PM)
1.62%
T-Mobile US, Inc. (TMUS)
1.55%
Mondelez International, Inc. Class A (MDLZ)
1.43%
Cheniere Energy, Inc. (LNG)
1.42%
VICI Properties Inc (VICI)
1.28%
Gaming and Leisure Properties, Inc. (GLPI)
1.27%
VeriSign, Inc. (VRSN)
1.24%
BioMarin Pharmaceutical Inc. (BMRN)
1.19%
Lamb Weston Holdings, Inc. (LW)
1.14%
Johnson & Johnson (JNJ)
1.14%
Weight of Top 10 Within Portfolio
13.27%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Philip Morris International Inc. | PM | Consumer Staples | 1.62 |
T-Mobile US, Inc. | TMUS | Communication Services | 1.55 |
Mondelez International, Inc. Class A | MDLZ | Consumer Staples | 1.43 |
Cheniere Energy, Inc. | LNG | Energy | 1.42 |
VICI Properties Inc | VICI | Real Estate | 1.28 |
Gaming and Leisure Properties, Inc. | GLPI | Real Estate | 1.27 |
VeriSign, Inc. | VRSN | Information Technology | 1.24 |
BioMarin Pharmaceutical Inc. | BMRN | Health Care | 1.19 |
Lamb Weston Holdings, Inc. | LW | Consumer Staples | 1.14 |
Johnson & Johnson | JNJ | Health Care | 1.14 |
Total | 13.27 | ||
Download Full Holdings | |||
Ticker | JMCIUSTR Index |
Base Date | 01/08/2003 |
Inception Date | 05/16/2017 |
Number of Components | 250 |
Eligible Universe | Solactive US Large Cap Index |
Rebalancing Frequency | Monthly |
Publishing Frequency | Daily |
Weighting Methodology | Proprietary Weighting Methodology |
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 (02/08/2019) |
|
---|---|---|---|---|---|---|---|---|---|
Total return (%) | -0.81 | 4.33 | 17.86 | 3.28 | 9.56 | 9.07 | 7.50 | 6.97 | 8.41 |
Excess return (%) relative to the MSCI World NR USD | 2.08 | 0.15 | -1.62 | -2.08 | -9.87 | 1.08 | -3.16 | -1.99 | -3.43 |
Orange SA (ORA)
.75%
Vodafone Group Plc (VOD)
.65%
British American Tobacco p.l.c. (BATS)
.65%
Tesco PLC (TSCO)
.65%
Millicom International Cellular SA Swedish Depository Receipt (TIGO)
.65%
Novartis AG (NOVN)
.64%
Mcdonalds Holdings Company Japan, Ltd. (2702)
.63%
Merck & Co., Inc. (MRK)
.62%
AstraZeneca PLC (AZN)
.62%
Takeda Pharmaceutical Co. Ltd. (4502)
.61%
Weight of Top 10 Within Portfolio
6.47%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Orange SA | ORA | Communication Services | .75 |
Vodafone Group Plc | VOD | Communication Services | .65 |
British American Tobacco p.l.c. | BATS | Consumer Staples | .65 |
Tesco PLC | TSCO | Consumer Staples | .65 |
Millicom International Cellular SA Swedish Depository Receipt | TIGO | Communication Services | .65 |
Novartis AG | NOVN | Health Care | .64 |
Mcdonalds Holdings Company Japan, Ltd. | 2702 | Consumer Discretionary | .63 |
Merck & Co., Inc. | MRK | Health Care | .62 |
AstraZeneca PLC | AZN | Health Care | .62 |
Takeda Pharmaceutical Co. Ltd. | 4502 | Health Care | .61 |
Total | 6.47 | ||
Download Full Holdings | |||
Ticker | JMCIGLNR Index |
Base Date | 04/07/2006 |
Inception Date | 02/08/2019 |
Number of Components | 600 |
Eligible Universe | Solactive US Large Cap Index, Solactive GBS Developed Europe Large & Mid Cap Index, and Solactive GBS Japan Large & Mid Cap Index |
Rebalancing Frequency | Monthly |
Publishing Frequency | Daily |
Weighting Methodology | Proprietary Weighting Methodology |
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 (02/08/2019) |
|
---|---|---|---|---|---|---|---|---|---|
Total return (%) | -0.14 | 4.43 | 19.11 | 2.53 | 6.81 | 6.63 | 5.63 | 3.06 | 7.11 |
BT Group plc (BT/A)
2.12%
Deutsche Telekom AG (DTE)
1.48%
RWE AG (RWE)
1.38%
Imperial Brands PLC (IMB)
1.29%
Fresenius SE & Co. KGaA (FRE)
1.28%
Orange SA (ORA)
1.22%
Enel SpA (ENEL)
1.21%
ENGIE SA. (ENGI)
1.12%
EDP-Energias de Portugal SA (EDP)
1.10%
Shell Plc (SHEL)
1.07%
Weight of Top 10 Within Portfolio
13.27%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
BT Group plc | BT/A | Communication Services | 2.12 |
Deutsche Telekom AG | DTE | Communication Services | 1.48 |
RWE AG | RWE | Utilities | 1.38 |
Imperial Brands PLC | IMB | Consumer Staples | 1.29 |
Fresenius SE & Co. KGaA | FRE | Health Care | 1.28 |
Orange SA | ORA | Communication Services | 1.22 |
Enel SpA | ENEL | Utilities | 1.21 |
ENGIE SA. | ENGI | Utilities | 1.12 |
EDP-Energias de Portugal SA | EDP | Utilities | 1.10 |
Shell Plc | SHEL | Energy | 1.07 |
Total | 13.27 | ||
Download Full Holdings | |||
Ticker | JMCIEUNR Index |
Base Date | 04/07/2006 |
Inception Date | 02/08/2019 |
Number of Components | 250 |
Eligible Universe | Solactive GBS Developed Europe Large & Mid Cap Index |
Rebalancing Frequency | Monthly |
Publishing Frequency | Daily |
Weighting Methodology | Proprietary Weighting Methodology |
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 (02/08/2019) |
|
---|---|---|---|---|---|---|---|---|---|
Total return (%) | -3.99 | -1.50 | 11.12 | -0.41 | 9.29 | 3.53 | 3.87 | 4.48 | 3.82 |
Japan Airlines Co., Ltd. (9201)
4.74%
Astellas Pharma Inc. (4503)
4.11%
Asahi Group Holdings,Ltd. (2502)
4.03%
Eisai Co., Ltd. (4523)
3.89%
Nissin Foods Holdings Co., Ltd. (2897)
3.60%
ANA Holdings Inc. (9202)
2.99%
Unicharm Corporation (8113)
2.87%
MatsukiyoCocokara & Co. (3088)
2.70%
Toray Industries, Inc. (3402)
2.61%
Koito Manufacturing Co., Ltd. (7276)
2.48%
Weight of Top 10 Within Portfolio
34.01%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Japan Airlines Co., Ltd. | 9201 | Industrials | 4.74 |
Astellas Pharma Inc. | 4503 | Health Care | 4.11 |
Asahi Group Holdings,Ltd. | 2502 | Consumer Staples | 4.03 |
Eisai Co., Ltd. | 4523 | Health Care | 3.89 |
Nissin Foods Holdings Co., Ltd. | 2897 | Consumer Staples | 3.60 |
ANA Holdings Inc. | 9202 | Industrials | 2.99 |
Unicharm Corporation | 8113 | Consumer Staples | 2.87 |
MatsukiyoCocokara & Co. | 3088 | Consumer Staples | 2.70 |
Toray Industries, Inc. | 3402 | Materials | 2.61 |
Koito Manufacturing Co., Ltd. | 7276 | Consumer Discretionary | 2.48 |
Total | 34.01 | ||
Download Full Holdings | |||
Ticker | JMCIJPNR Index |
Base Date | 04/07/2006 |
Inception Date | 02/08/2019 |
Number of Components | 100 |
Eligible Universe | Solactive GBS Japan Large & Mid Cap Index |
Rebalancing Frequency | Monthly |
Publishing Frequency | Daily |
Weighting Methodology | Proprietary Weighting Methodology |