
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 (%) | -5.05 | -4.13 | -1.03 | -1.71 | 8.35 | 9.63 | 6.69 | 10.43 | 8.36 |
Excess return (%) relative to the S&P 500 Composite TR USD | -0.54 | -2.05 | -8.36 | -14.78 | -11.45 | -0.82 | -3.22 | -1.41 | -3.12 |
Royalty Pharma Plc Class A (RPRX)
1.56%
Kraft Heinz Company (KHC)
1.28%
Philip Morris International Inc. (PM)
.96%
L3Harris Technologies Inc (LHX)
.90%
Coca-Cola Company (KO)
.90%
Sysco Corporation (SYY)
.88%
Conagra Brands, Inc. (CAG)
.83%
McDonald's Corporation (MCD)
.81%
LKQ Corporation (LKQ)
.81%
NextEra Energy, Inc. (NEE)
.81%
Weight of Top 10 Within Portfolio
9.75%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Royalty Pharma Plc Class A | RPRX | Health Care | 1.56 |
Kraft Heinz Company | KHC | Consumer Staples | 1.28 |
Philip Morris International Inc. | PM | Consumer Staples | .96 |
L3Harris Technologies Inc | LHX | Industrials | .90 |
Coca-Cola Company | KO | Consumer Staples | .90 |
Sysco Corporation | SYY | Consumer Staples | .88 |
Conagra Brands, Inc. | CAG | Consumer Staples | .83 |
McDonald's Corporation | MCD | Consumer Discretionary | .81 |
LKQ Corporation | LKQ | Consumer Discretionary | .81 |
NextEra Energy, Inc. | NEE | Utilities | .81 |
Total | 9.75 | ||
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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 (%) | -3.94 | -3.24 | -0.03 | 5.56 | 25.26 | 9.07 | 4.48 | 6.47 | 6.39 |
Excess return (%) relative to the MSCI World NR USD | -0.00 | -0.86 | -5.21 | -5.55 | 4.46 | 0.87 | -2.77 | -1.70 | -3.15 |
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 (%) | -4.06 | -3.14 | -1.09 | 8.51 | 32.52 | 7.62 | 2.55 | 2.70 | 4.89 |
DCC Plc (DCC)
1.30%
Volkswagen AG Pref (VOW3)
1.25%
HSBC Holdings Plc (HSBA)
1.18%
British American Tobacco p.l.c. (BATS)
1.15%
Lloyds Banking Group plc (LLOY)
1.12%
Erste Group Bank AG (EBS)
1.04%
BT Group plc (BT/A)
1.03%
Barclays PLC (BARC)
.99%
Heineken Holding N.V. (HEIO)
.97%
Worldline SA (WLN)
.91%
Weight of Top 10 Within Portfolio
10.95%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
DCC Plc | DCC | Industrials | 1.30 |
Volkswagen AG Pref | VOW3 | Consumer Discretionary | 1.25 |
HSBC Holdings Plc | HSBA | Financials | 1.18 |
British American Tobacco p.l.c. | BATS | Consumer Staples | 1.15 |
Lloyds Banking Group plc | LLOY | Financials | 1.12 |
Erste Group Bank AG | EBS | Financials | 1.04 |
BT Group plc | BT/A | Communication Services | 1.03 |
Barclays PLC | BARC | Financials | .99 |
Heineken Holding N.V. | HEIO | Consumer Staples | .97 |
Worldline SA | WLN | Financials | .91 |
Total | 10.95 | ||
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 (%) | 0.05 | -0.07 | 4.79 | 9.36 | 22.90 | 5.12 | 0.15 | 3.33 | 2.90 |
Osaka Gas Co., Ltd. (9532)
2.60%
Yakult Honsha Co., Ltd. (2267)
2.32%
Kirin Holdings Co. Ltd. (2503)
2.29%
Shimadzu Corporation (7701)
2.28%
Isuzu Motors Limited (7202)
2.18%
Mcdonalds Holdings Company Japan, Ltd. (2702)
2.12%
NIPPON EXPRESS HOLDINGS,INC. (9147)
2.02%
Suntory Beverage & Food Ltd. (2587)
2.00%
FUJIFILM Holdings Corp (4901)
1.93%
Idemitsu Kosan Co., Ltd. (5019)
1.88%
Weight of Top 10 Within Portfolio
21.61%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Osaka Gas Co., Ltd. | 9532 | Utilities | 2.60 |
Yakult Honsha Co., Ltd. | 2267 | Consumer Staples | 2.32 |
Kirin Holdings Co. Ltd. | 2503 | Consumer Staples | 2.29 |
Shimadzu Corporation | 7701 | Information Technology | 2.28 |
Isuzu Motors Limited | 7202 | Consumer Discretionary | 2.18 |
Mcdonalds Holdings Company Japan, Ltd. | 2702 | Consumer Discretionary | 2.12 |
NIPPON EXPRESS HOLDINGS,INC. | 9147 | Industrials | 2.02 |
Suntory Beverage & Food Ltd. | 2587 | Consumer Staples | 2.00 |
FUJIFILM Holdings Corp | 4901 | Information Technology | 1.93 |
Idemitsu Kosan Co., Ltd. | 5019 | Energy | 1.88 |
Total | 21.61 | ||
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 |