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.
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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

The Market Consensus Indices

Historical Performance (As of 09/23/2021)

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 09/22/2021)

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 (%) -2.43 2.24 16.89 15.74 29.04 9.78 12.13 15.59 11.80
Excess return (%) relative to the S&P 500 Composite TR USD -1.51 -1.63 0.90 -2.52 -5.52 -6.76 -5.14 -1.29 -5.24
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 09/24/2021)

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

Berkshire Hathaway Inc. Class B (BRK/B)

1.72%

Constellation Brands, Inc. Class A (STZ)

1.35%

Merck & Co., Inc. (MRK)

1.32%

T-Mobile US, Inc. (TMUS)

1.27%

Verizon Communications Inc. (VZ)

1.16%

AT&T Inc. (T)

1.09%

Lockheed Martin Corporation (LMT)

1.03%

Visa Inc. Class A (V)

.99%

Stanley Black & Decker, Inc. (SWK)

.98%

BioMarin Pharmaceutical Inc. (BMRN)

.96%

Weight of Top 10 Within Portfolio

11.87%

Component Ticker Sector* Weight (%)
Berkshire Hathaway Inc. Class B BRK/B Financials 1.72
Constellation Brands, Inc. Class A STZ Consumer Staples 1.35
Merck & Co., Inc. MRK Health Care 1.32
T-Mobile US, Inc. TMUS Communication Services 1.27
Verizon Communications Inc. VZ Communication Services 1.16
AT&T Inc. T Communication Services 1.09
Lockheed Martin Corporation LMT Industrials 1.03
Visa Inc. Class A V Information Technology .99
Stanley Black & Decker, Inc. SWK Industrials .98
BioMarin Pharmaceutical Inc. BMRN Health Care .96
Total 11.87
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 09/23/2021)

Daily Level 8,929.54 (As of 09/23/2021)
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 09/23/2021)

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 09/22/2021)

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 (%) -0.40 1.70 12.94 13.53 27.96 6.29 8.88 10.92 10.82
Excess return (%) relative to the MSCI World NR USD -0.32 -1.05 -0.19 -1.98 -5.12 -7.40 -5.17 -2.16 -8.56
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 04/20/2021)

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

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
Sector weights based on GICS.

Index Facts (As of 09/23/2021)

Daily Level 3,046.11 (As of 09/23/2021)
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 09/23/2021)

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 09/22/2021)

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 (%) -1.91 -0.52 10.74 11.98 29.94 4.69 7.15 7.93 10.34
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 09/24/2021)

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

Orange SA (ORA)

1.91%

Vodafone Group Plc (VOD)

1.84%

ENGIE SA. (ENGI)

1.68%

Holcim Ltd (HOLN)

1.50%

Phoenix Group Holdings plc (PHNX)

1.38%

Bayer AG (BAYN)

1.37%

TotalEnergies SE (TTE)

1.37%

Millicom International Cellular SA Swedish Depository Receipt (TIGO)

1.34%

Liberty Global Plc Class A (LBTYA)

1.26%

Liberty Global Plc Class C (LBTYK)

1.24%

Weight of Top 10 Within Portfolio

14.88%

Component Ticker Sector* Weight (%)
Orange SA ORA Communication Services 1.91
Vodafone Group Plc VOD Communication Services 1.84
ENGIE SA. ENGI Utilities 1.68
Holcim Ltd HOLN Materials 1.50
Phoenix Group Holdings plc PHNX Financials 1.38
Bayer AG BAYN Health Care 1.37
TotalEnergies SE TTE Energy 1.37
Millicom International Cellular SA Swedish Depository Receipt TIGO Communication Services 1.34
Liberty Global Plc Class A LBTYA Communication Services 1.26
Liberty Global Plc Class C LBTYK Communication Services 1.24
Total 14.88
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 09/23/2021)

Daily Level 2,094.51 (As of 09/23/2021)
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 09/22/2021)

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 09/22/2021)

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 (%) 5.11 3.86 6.14 9.21 17.11 0.61 4.54 6.48 5.72
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 09/24/2021)

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

Sumitomo Mitsui Financial Group, Inc. (8316)

3.63%

Mcdonalds Holdings Company Japan, Ltd. (2702)

3.38%

Mizuho Financial Group, Inc. (8411)

3.13%

Takeda Pharmaceutical Co. Ltd. (4502)

3.03%

Sumitomo Mitsui Trust Holdings, Inc. (8309)

2.95%

Yamada Holding Co., Ltd. (9831)

2.80%

SoftBank Corp. (9434)

2.65%

ENEOS Holdings, Inc. (5020)

2.62%

Hikari Tsushin, Inc. (9435)

2.61%

Resona Holdings, Inc. (8308)

2.57%

Weight of Top 10 Within Portfolio

29.37%

Component Ticker Sector* Weight (%)
Sumitomo Mitsui Financial Group, Inc. 8316 Financials 3.63
Mcdonalds Holdings Company Japan, Ltd. 2702 Consumer Discretionary 3.38
Mizuho Financial Group, Inc. 8411 Financials 3.13
Takeda Pharmaceutical Co. Ltd. 4502 Health Care 3.03
Sumitomo Mitsui Trust Holdings, Inc. 8309 Financials 2.95
Yamada Holding Co., Ltd. 9831 Consumer Discretionary 2.80
SoftBank Corp. 9434 Communication Services 2.65
ENEOS Holdings, Inc. 5020 Energy 2.62
Hikari Tsushin, Inc. 9435 Consumer Discretionary 2.61
Resona Holdings, Inc. 8308 Financials 2.57
Total 29.37
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 09/22/2021)

Daily Level 1,567.73 (As of 09/22/2021)
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.
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