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:

  1. Select the least-volatile stocks from an eligible pool of large-cap stocks.
  2. Determine the Market Consensus Score for each stock.
  3. Weight each stock by its Market Consensus Score. Stocks with the highest expected returns and lowest historical volatilities receive the highest index weights.
426755_Index_Website_Wireframes_Adaptive_GlobalTrends_JUMP_Index_Webpage_DRAFT_Market

HOW IT WORKS

1

Select the least volatile from pool of large-cap stocks

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 Section
100%
90%
80%
70%
60%
50%
40%
30%
20%
10%

Merck & 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 Section
100%
90%
80%
70%
60%
50%
40%
30%
20%
10%

Orange 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 Section
100%
90%
80%
70%
60%
50%
40%
30%
20%
10%

Orange 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 Section
100%
90%
80%
70%
60%
50%
40%
30%
20%
10%

Mcdonalds 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.
TOP