1
Select the least volatile from pool of large-cap stocks
Janus Henderson Market Consensus Indices
CONNECT TO THE WISDOM OF CROWDS.
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 stocks from an eligible pool of large-cap stocks.
- Determine the Market Consensus Score for each stock.
- Weight each stock by its Market Consensus Score. Stocks with the highest expected returns and lowest historical volatilities receive the highest index weights.
HOW IT WORKS
2
Access consensus expert stock analysis
3
Weight by highest expected return and low volatility
Historical Performance (As of 04/15/2021)
Close Section| Cumulative Return (%) | Annualized Return (%) | Max Drawdown | Volatility | Downside Volatility | Sharpe Ratio | Sortino Ratio |
|---|
Statistics are not provided for periods less than 1 year.
Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.
Index Performance (As of 04/15/2021)
Close Section| 1 month | 3 month | 6 month | YTD | 1 year | 3 year | 5 year | 10 year | Since inception date (05/16/2017) |
|
|---|---|---|---|---|---|---|---|---|---|
| Total return (%) | 6.28 | 10.78 | 18.05 | 10.79 | 41.34 | 11.80 | 12.72 | 13.73 | 11.95 |
| Excess return (%) relative to the S&P 500 Composite TR USD | 1.09 | -0.31 | -2.61 | -0.73 | -11.02 | -6.59 | -4.45 | -0.78 | -5.40 |
Returns greater than one year are annualized.
A comparison benchmark is provided for information purposes only to represent the market environment existing during the periods shown.
Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.
Top 10 Components (As of 04/16/2021)
Close SectionMerck & Co., Inc. (MRK)
1.68%
Bristol-Myers Squibb Company (BMY)
1.31%
salesforce.com, inc. (CRM)
1.22%
Intercontinental Exchange, Inc. (ICE)
1.18%
Ball Corporation (BLL)
1.14%
Edison International (EIX)
1.13%
Alexandria Real Estate Equities, Inc. (ARE)
1.11%
NIKE, Inc. Class B (NKE)
1.11%
Becton, Dickinson and Company (BDX)
1.07%
Crown Holdings, Inc. (CCK)
1.01%
Weight of Top 10 Within Portfolio
11.95%
| Component | Ticker | Sector* | Weight (%) |
|---|---|---|---|
| Merck & Co., Inc. | MRK | Health Care | 1.68 |
| Bristol-Myers Squibb Company | BMY | Health Care | 1.31 |
| salesforce.com, inc. | CRM | Information Technology | 1.22 |
| Intercontinental Exchange, Inc. | ICE | Financials | 1.18 |
| Ball Corporation | BLL | Materials | 1.14 |
| Edison International | EIX | Utilities | 1.13 |
| Alexandria Real Estate Equities, Inc. | ARE | Real Estate | 1.11 |
| NIKE, Inc. Class B | NKE | Consumer Discretionary | 1.11 |
| Becton, Dickinson and Company | BDX | Health Care | 1.07 |
| Crown Holdings, Inc. | CCK | Materials | 1.01 |
| Total | 11.95 | ||
| Download Full Holdings | |||
Sector weights based on GICS.
Index Facts (As of 04/15/2021)
Daily Level
8,478.04
(As of 04/15/2021)
Close Section
| 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 |
Past performance is no guarantee of future results.
There is no assurance that the proprietary rules-based index methodology will select securities that individually, or in the aggregate, outperform the applicable broader market universe.
Index performance does not reflect the expenses of managing a portfolio as an index is unmanaged and not available for direct investment. The performance of any index herein is not illustrative of the performance of any security.
Any index performance prior to the index inception date is pre-inception data and is hypothetical. Pre-inception data is based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance, and cannot account for all financial risk that may affect the actual performance of any trading strategy based on the applicable index. Simulated index returns (including pre-inception data) that have been produced by the retroactive application of a back-tested methodology may reflect a bias toward strategies that have performed well in the past. Any pre-inception data was produced by the index sponsor, Janus Henderson Indices LLC. The index methodologies are available above. Actual index performance may vary significantly from pre-inception data.
Historical Performance (As of 04/15/2021)
Close Section| Cumulative Return (%) | Annualized Return (%) | Max Drawdown | Volatility | Downside Volatility | Sharpe Ratio | Sortino Ratio |
|---|
Statistics are not provided for periods less than 1 year.
Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.
Index Performance (As of 04/15/2021)
Close Section| 1 month | 3 month | 6 month | YTD | 1 year | 3 year | 5 year | 10 year | Since inception date (02/08/2019) |
|
|---|---|---|---|---|---|---|---|---|---|
| Total return (%) | 4.54 | 7.49 | 20.87 | 8.92 | 42.00 | 5.84 | 8.85 | 8.57 | 11.01 |
| Excess return (%) relative to the MSCI World NR USD | 0.11 | -1.30 | -0.71 | -0.91 | -10.34 | -8.23 | -5.20 | -1.77 | -9.89 |
Returns greater than one year are annualized.
A comparison benchmark is provided for information purposes only to represent the market environment existing during the periods shown.
Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.
Top 10 Components (As of 04/16/2021)
Close SectionOrange SA (ORA)
.73%
British American Tobacco p.l.c. (BATS)
.69%
Millicom International Cellular SA Swedish Depository Receipt (TIGO)
.67%
Vodafone Group Plc (VOD)
.66%
Tesco PLC (TSCO)
.66%
Novartis AG (NOVN)
.64%
Mcdonalds Holdings Company Japan, Ltd. (2702)
.62%
Takeda Pharmaceutical Co. Ltd. (4502)
.61%
Liberty Global Plc Class C (LBTYK)
.61%
Merck & Co., Inc. (MRK)
.61%
Weight of Top 10 Within Portfolio
6.51%
| Component | Ticker | Sector* | Weight (%) |
|---|---|---|---|
| Orange SA | ORA | Communication Services | .73 |
| British American Tobacco p.l.c. | BATS | Consumer Staples | .69 |
| Millicom International Cellular SA Swedish Depository Receipt | TIGO | Communication Services | .67 |
| Vodafone Group Plc | VOD | Communication Services | .66 |
| Tesco PLC | TSCO | Consumer Staples | .66 |
| Novartis AG | NOVN | Health Care | .64 |
| Mcdonalds Holdings Company Japan, Ltd. | 2702 | Consumer Discretionary | .62 |
| Takeda Pharmaceutical Co. Ltd. | 4502 | Health Care | .61 |
| Liberty Global Plc Class C | LBTYK | Communication Services | .61 |
| Merck & Co., Inc. | MRK | Health Care | .61 |
| Total | 6.51 | ||
| Download Full Holdings | |||
Sector weights based on GICS.
Index Facts (As of 04/15/2021)
Daily Level
2,905.61
(As of 04/15/2021)
Close Section
| 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 |
Past performance is no guarantee of future results.
There is no assurance that the proprietary rules-based index methodology will select securities that individually, or in the aggregate, outperform the applicable broader market universe.
Index performance does not reflect the expenses of managing a portfolio as an index is unmanaged and not available for direct investment. The performance of any index herein is not illustrative of the performance of any security.
Any index performance prior to the index inception date is pre-inception data and is hypothetical. Pre-inception data is based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance, and cannot account for all financial risk that may affect the actual performance of any trading strategy based on the applicable index. Simulated index returns (including pre-inception data) that have been produced by the retroactive application of a back-tested methodology may reflect a bias toward strategies that have performed well in the past. Any pre-inception data was produced by the index sponsor, Janus Henderson Indices LLC. The index methodologies are available above. Actual index performance may vary significantly from pre-inception data.
Historical Performance (As of 04/15/2021)
Close Section| Cumulative Return (%) | Annualized Return (%) | Max Drawdown | Volatility | Downside Volatility | Sharpe Ratio | Sortino Ratio |
|---|
Statistics are not provided for periods less than 1 year.
Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.
Index Performance (As of 04/15/2021)
Close Section| 1 month | 3 month | 6 month | YTD | 1 year | 3 year | 5 year | 10 year | Since inception date (02/08/2019) |
|
|---|---|---|---|---|---|---|---|---|---|
| Total return (%) | 4.88 | 6.98 | 25.06 | 8.68 | 52.08 | 2.85 | 6.88 | 4.28 | 11.01 |
Returns greater than one year are annualized.
A comparison benchmark is provided for information purposes only to represent the market environment existing during the periods shown.
Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.
Top 10 Components (As of 04/16/2021)
Close SectionOrange SA (ORA)
1.63%
British American Tobacco p.l.c. (BATS)
1.54%
Vodafone Group Plc (VOD)
1.51%
Millicom International Cellular SA Swedish Depository Receipt (TIGO)
1.47%
Tesco PLC (TSCO)
1.44%
Novartis AG (NOVN)
1.41%
Liberty Global Plc Class C (LBTYK)
1.36%
AstraZeneca PLC (AZN)
1.30%
Imperial Brands PLC (IMB)
1.30%
Liberty Global Plc Class A (LBTYA)
1.28%
Weight of Top 10 Within Portfolio
14.24%
| Component | Ticker | Sector* | Weight (%) |
|---|---|---|---|
| Orange SA | ORA | Communication Services | 1.63 |
| British American Tobacco p.l.c. | BATS | Consumer Staples | 1.54 |
| Vodafone Group Plc | VOD | Communication Services | 1.51 |
| Millicom International Cellular SA Swedish Depository Receipt | TIGO | Communication Services | 1.47 |
| Tesco PLC | TSCO | Consumer Staples | 1.44 |
| Novartis AG | NOVN | Health Care | 1.41 |
| Liberty Global Plc Class C | LBTYK | Communication Services | 1.36 |
| AstraZeneca PLC | AZN | Health Care | 1.30 |
| Imperial Brands PLC | IMB | Consumer Staples | 1.30 |
| Liberty Global Plc Class A | LBTYA | Communication Services | 1.28 |
| Total | 14.24 | ||
| Download Full Holdings | |||
Sector weights based on GICS.
Index Facts (As of 04/15/2021)
Daily Level
2,014.28
(As of 04/15/2021)
Close Section
| 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 |
Past performance is no guarantee of future results.
There is no assurance that the proprietary rules-based index methodology will select securities that individually, or in the aggregate, outperform the applicable broader market universe.
Index performance does not reflect the expenses of managing a portfolio as an index is unmanaged and not available for direct investment. The performance of any index herein is not illustrative of the performance of any security.
Any index performance prior to the index inception date is pre-inception data and is hypothetical. Pre-inception data is based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance, and cannot account for all financial risk that may affect the actual performance of any trading strategy based on the applicable index. Simulated index returns (including pre-inception data) that have been produced by the retroactive application of a back-tested methodology may reflect a bias toward strategies that have performed well in the past. Any pre-inception data was produced by the index sponsor, Janus Henderson Indices LLC. The index methodologies are available above. Actual index performance may vary significantly from pre-inception data.
Historical Performance (As of 04/15/2021)
Close Section| Cumulative Return (%) | Annualized Return (%) | Max Drawdown | Volatility | Downside Volatility | Sharpe Ratio | Sortino Ratio |
|---|
Statistics are not provided for periods less than 1 year.
Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.
Index Performance (As of 04/15/2021)
Close Section| 1 month | 3 month | 6 month | YTD | 1 year | 3 year | 5 year | 10 year | Since inception date (02/08/2019) |
|
|---|---|---|---|---|---|---|---|---|---|
| Total return (%) | -0.17 | 1.70 | 15.59 | 5.11 | 24.08 | -0.62 | 4.00 | 5.90 | 5.04 |
Returns greater than one year are annualized.
A comparison benchmark is provided for information purposes only to represent the market environment existing during the periods shown.
Any data for the period prior to index inception consists of pre-inception data calculated by retroactively applying the index methodology. Simulated returns and pre-inception data are hypothetical and included for illustrative purposes only.
Top 10 Components (As of 04/16/2021)
Close SectionMcdonalds Holdings Company Japan, Ltd. (2702)
3.41%
Takeda Pharmaceutical Co. Ltd. (4502)
3.36%
SoftBank Corp. (9434)
3.00%
Kirin Holdings Company, Limited (2503)
2.98%
Astellas Pharma Inc. (4503)
2.97%
MS&AD Insurance Group Holdings, Inc. (8725)
2.64%
ONO Pharmaceutical Co., Ltd. (4528)
2.55%
Nissin Foods Holdings Co., Ltd. (2897)
2.35%
Itochu Techno-Solutions Corporation (4739)
2.31%
Sompo Holdings,Inc. (8630)
2.26%
Weight of Top 10 Within Portfolio
27.82%
| Component | Ticker | Sector* | Weight (%) |
|---|---|---|---|
| Mcdonalds Holdings Company Japan, Ltd. | 2702 | Consumer Discretionary | 3.41 |
| Takeda Pharmaceutical Co. Ltd. | 4502 | Health Care | 3.36 |
| SoftBank Corp. | 9434 | Communication Services | 3.00 |
| Kirin Holdings Company, Limited | 2503 | Consumer Staples | 2.98 |
| Astellas Pharma Inc. | 4503 | Health Care | 2.97 |
| MS&AD Insurance Group Holdings, Inc. | 8725 | Financials | 2.64 |
| ONO Pharmaceutical Co., Ltd. | 4528 | Health Care | 2.55 |
| Nissin Foods Holdings Co., Ltd. | 2897 | Consumer Staples | 2.35 |
| Itochu Techno-Solutions Corporation | 4739 | Information Technology | 2.31 |
| Sompo Holdings,Inc. | 8630 | Financials | 2.26 |
| Total | 27.82 | ||
| Download Full Holdings | |||
Sector weights based on GICS.
Index Facts (As of 04/15/2021)
Daily Level
1,508.86
(As of 04/15/2021)
Close Section
| 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 |
Past performance is no guarantee of future results.
There is no assurance that the proprietary rules-based index methodology will select securities that individually, or in the aggregate, outperform the applicable broader market universe.
Index performance does not reflect the expenses of managing a portfolio as an index is unmanaged and not available for direct investment. The performance of any index herein is not illustrative of the performance of any security.
Any index performance prior to the index inception date is pre-inception data and is hypothetical. Pre-inception data is based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance, and cannot account for all financial risk that may affect the actual performance of any trading strategy based on the applicable index. Simulated index returns (including pre-inception data) that have been produced by the retroactive application of a back-tested methodology may reflect a bias toward strategies that have performed well in the past. Any pre-inception data was produced by the index sponsor, Janus Henderson Indices LLC. The index methodologies are available above. Actual index performance may vary significantly from pre-inception data.