
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 (%) | -7.00 | -10.85 | -10.40 | -10.45 | 0.30 | 7.61 | 9.25 | 12.85 | 9.58 |
Excess return (%) relative to the S&P 500 Composite TR USD | 1.82 | 6.56 | 9.76 | 9.51 | 10.91 | -2.96 | -2.05 | -0.09 | -1.69 |
Liberty Broadband Corp. Class C (LBRDK)
1.07%
Zoetis, Inc. Class A (ZTS)
.98%
Alexandria Real Estate Equities, Inc. (ARE)
.95%
Nasdaq, Inc. (NDAQ)
.89%
AMETEK, Inc. (AME)
.86%
SS&C Technologies Holdings, Inc. (SSNC)
.81%
Alphabet Inc. Class C (GOOG)
.81%
Alphabet Inc. Class A (GOOGL)
.80%
Oracle Corporation (ORCL)
.73%
Intercontinental Exchange, Inc. (ICE)
.73%
Weight of Top 10 Within Portfolio
8.63%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Liberty Broadband Corp. Class C | LBRDK | Communication Services | 1.07 |
Zoetis, Inc. Class A | ZTS | Health Care | .98 |
Alexandria Real Estate Equities, Inc. | ARE | Real Estate | .95 |
Nasdaq, Inc. | NDAQ | Financials | .89 |
AMETEK, Inc. | AME | Industrials | .86 |
SS&C Technologies Holdings, Inc. | SSNC | Information Technology | .81 |
Alphabet Inc. Class C | GOOG | Communication Services | .81 |
Alphabet Inc. Class A | GOOGL | Communication Services | .80 |
Oracle Corporation | ORCL | Information Technology | .73 |
Intercontinental Exchange, Inc. | ICE | Financials | .73 |
Total | 8.63 | ||
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 (%) | -8.40 | -12.95 | -13.24 | -13.31 | -8.26 | 3.11 | 4.16 | 8.24 | 4.83 |
Excess return (%) relative to the MSCI World NR USD | 0.63 | 4.41 | 7.39 | 7.19 | 6.08 | -3.87 | -3.50 | -1.26 | -4.05 |
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 (%) | -11.30 | -16.02 | -17.56 | -17.69 | -15.28 | 0.50 | 1.24 | 4.84 | 2.58 |
Barratt Developments PLC (BDEV)
.99%
Deutsche Post AG (DPW)
.90%
Liberty Global Plc Class A (LBTYA)
.87%
Millicom International Cellular SA Swedish Depository Receipt (TIGO)
.86%
Cellnex Telecom S.A. (CLNX)
.85%
Fresenius SE & Co. KGaA (FRE)
.82%
Vonovia SE (VNA)
.81%
SAP SE (SAP)
.81%
Enel SpA (ENEL)
.80%
Telenor ASA (TEL)
.79%
Weight of Top 10 Within Portfolio
8.51%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Barratt Developments PLC | BDEV | Consumer Discretionary | .99 |
Deutsche Post AG | DPW | Industrials | .90 |
Liberty Global Plc Class A | LBTYA | Communication Services | .87 |
Millicom International Cellular SA Swedish Depository Receipt | TIGO | Communication Services | .86 |
Cellnex Telecom S.A. | CLNX | Communication Services | .85 |
Fresenius SE & Co. KGaA | FRE | Health Care | .82 |
Vonovia SE | VNA | Real Estate | .81 |
SAP SE | SAP | Information Technology | .81 |
Enel SpA | ENEL | Utilities | .80 |
Telenor ASA | TEL | Communication Services | .79 |
Total | 8.51 | ||
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 (%) | -3.49 | -8.56 | -9.44 | -9.44 | -10.90 | -1.41 | -1.20 | 4.85 | -0.63 |
Mcdonalds Holdings Company Japan, Ltd. (2702)
2.91%
Mizuho Financial Group, Inc. (8411)
2.59%
Sumitomo Mitsui Trust Holdings, Inc. (8309)
2.54%
Sumitomo Mitsui Financial Group, Inc. (8316)
2.25%
Takeda Pharmaceutical Co. Ltd. (4502)
2.10%
FUJIFILM Holdings Corp (4901)
2.06%
Itochu Corporation (8001)
1.85%
Kajima Corporation (1812)
1.84%
Resona Holdings, Inc. (8308)
1.76%
Yamato Holdings Co., Ltd. (9064)
1.75%
Weight of Top 10 Within Portfolio
21.64%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Mcdonalds Holdings Company Japan, Ltd. | 2702 | Consumer Discretionary | 2.91 |
Mizuho Financial Group, Inc. | 8411 | Financials | 2.59 |
Sumitomo Mitsui Trust Holdings, Inc. | 8309 | Financials | 2.54 |
Sumitomo Mitsui Financial Group, Inc. | 8316 | Financials | 2.25 |
Takeda Pharmaceutical Co. Ltd. | 4502 | Health Care | 2.10 |
FUJIFILM Holdings Corp | 4901 | Information Technology | 2.06 |
Itochu Corporation | 8001 | Industrials | 1.85 |
Kajima Corporation | 1812 | Industrials | 1.84 |
Resona Holdings, Inc. | 8308 | Financials | 1.76 |
Yamato Holdings Co., Ltd. | 9064 | Industrials | 1.75 |
Total | 21.64 | ||
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 |