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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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Jump to Data    Methodology Announcements

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 08/06/2020)

Close Section
Download Historical Index Levels
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 08/06/2020)

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 (%) 3.77 14.10 -11.49 -8.79 0.06 6.43 9.19 13.52 7.52
Excess return (%) relative to the S&P 500 Composite TR USD -1.67 -4.06 -12.59 -13.63 -18.47 -6.32 -3.01 -0.37 -5.54
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.

Rolling Performance (As of 08/06/2020)

Close Section
Rolling performance shows the cumulative, absolute return of a hypothetical investment in the index on a rolling basis over the selected time period.  Relative performance shows the difference between the results for the index and the comparison benchmark shown above. Rolling periods are calculated using a 21-trading day month and a 252-trading day year and may differ from point-to-point calculations due to factors such as holidays, market closures and leap years.
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 08/06/2020)

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

L3Harris Technologies Inc (LHX)

2.50%

Bristol-Myers Squibb Company (BMY)

2.11%

Pfizer Inc. (PFE)

1.88%

Altria Group Inc (MO)

1.86%

Northrop Grumman Corporation (NOC)

1.79%

Amdocs Limited (DOX)

1.78%

Mondelez International, Inc. Class A (MDLZ)

1.75%

Johnson & Johnson (JNJ)

1.60%

Leidos Holdings, Inc. (LDOS)

1.40%

Walmart Inc. (WMT)

1.30%

Weight of Top 10 Within Portfolio

17.96%

Component Ticker Sector* Weight (%)
L3Harris Technologies Inc LHX Industrials 2.50
Bristol-Myers Squibb Company BMY Health Care 2.11
Pfizer Inc. PFE Health Care 1.88
Altria Group Inc MO Consumer Staples 1.86
Northrop Grumman Corporation NOC Industrials 1.79
Amdocs Limited DOX Information Technology 1.78
Mondelez International, Inc. Class A MDLZ Consumer Staples 1.75
Johnson & Johnson JNJ Health Care 1.60
Leidos Holdings, Inc. LDOS Information Technology 1.40
Walmart Inc. WMT Consumer Staples 1.30
Total 17.96
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 08/06/2020)

Daily Level 6,884.16 (As of 08/06/2020)
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 08/06/2020)

Close Section
Download Historical Index Levels
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 08/06/2020)

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 (%) 1.44 13.42 -12.55 -12.06 -0.62 1.26 3.55 8.08 1.37
Excess return (%) relative to the MSCI World NR USD -2.87 -4.61 -11.15 -13.17 -14.49 -6.96 -4.62 -1.52 -11.74
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.

Rolling Performance (As of 08/06/2020)

Close Section
Rolling performance shows the cumulative, absolute return of a hypothetical investment in the index on a rolling basis over the selected time period.  Relative performance shows the difference between the results for the index and the comparison benchmark shown above. Rolling periods are calculated using a 21-trading day month and a 252-trading day year and may differ from point-to-point calculations due to factors such as holidays, market closures and leap years.
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 08/06/2020)

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

Takeda Pharmaceutical Co. Ltd. (4502)

1.02%

ENEOS Holdings, Inc. (5020)

1.01%

Sumitomo Mitsui Financial Group, Inc. (8316)

.97%

Powszechny Zaklad Ubezpieczen Spolka Akcyjna (PZU)

.90%

Sumitomo Mitsui Trust Holdings, Inc. (8309)

.85%

MS&AD Insurance Group Holdings, Inc. (8725)

.85%

Chubu Electric Power Company,Incorporated (9502)

.82%

Mitsubishi UFJ Financial Group, Inc. (8306)

.82%

Nippon Telegraph and Telephone Corporation (9432)

.78%

L3Harris Technologies Inc (LHX)

.75%

Weight of Top 10 Within Portfolio

8.77%

Component Ticker Sector* Weight (%)
Takeda Pharmaceutical Co. Ltd. 4502 Health Care 1.02
ENEOS Holdings, Inc. 5020 Energy 1.01
Sumitomo Mitsui Financial Group, Inc. 8316 Financials .97
Powszechny Zaklad Ubezpieczen Spolka Akcyjna PZU Financials .90
Sumitomo Mitsui Trust Holdings, Inc. 8309 Financials .85
MS&AD Insurance Group Holdings, Inc. 8725 Financials .85
Chubu Electric Power Company,Incorporated 9502 Utilities .82
Mitsubishi UFJ Financial Group, Inc. 8306 Financials .82
Nippon Telegraph and Telephone Corporation 9432 Communication Services .78
L3Harris Technologies Inc LHX Industrials .75
Total 8.77
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 08/06/2020)

Daily Level 2,360.71 (As of 08/06/2020)
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 08/06/2020)

Close Section
Download Historical Index Levels
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 08/06/2020)

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 (%) 1.86 19.42 -11.07 -12.07 1.85 -1.49 -0.22 4.36 1.19
Excess return (%) relative to the EURO STOXX 50 NR USD 0.40 -6.79 -4.34 -4.95 -4.56 -1.58 -1.97 1.08 -7.14
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.

Rolling Performance (As of 08/06/2020)

Close Section
Rolling performance shows the cumulative, absolute return of a hypothetical investment in the index on a rolling basis over the selected time period.  Relative performance shows the difference between the results for the index and the comparison benchmark shown above. Rolling periods are calculated using a 21-trading day month and a 252-trading day year and may differ from point-to-point calculations due to factors such as holidays, market closures and leap years.
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 08/06/2020)

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

Powszechny Zaklad Ubezpieczen Spolka Akcyjna (PZU)

2.05%

Orange SA (ORA)

1.70%

Telenor ASA (TEL)

1.64%

Heineken Holding N.V. (HEIO)

1.60%

Tesco PLC (TSCO)

1.58%

Yara International ASA (YAR)

1.51%

Carrefour SA (CA)

1.46%

Imperial Brands PLC (IMB)

1.44%

Vodafone Group Plc (VOD)

1.43%

Vivendi SA (VIV)

1.32%

Weight of Top 10 Within Portfolio

15.73%

Component Ticker Sector* Weight (%)
Powszechny Zaklad Ubezpieczen Spolka Akcyjna PZU Financials 2.05
Orange SA ORA Communication Services 1.70
Telenor ASA TEL Communication Services 1.64
Heineken Holding N.V. HEIO Consumer Staples 1.60
Tesco PLC TSCO Consumer Staples 1.58
Yara International ASA YAR Materials 1.51
Carrefour SA CA Consumer Staples 1.46
Imperial Brands PLC IMB Consumer Staples 1.44
Vodafone Group Plc VOD Communication Services 1.43
Vivendi SA VIV Communication Services 1.32
Total 15.73
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 08/06/2020)

Daily Level 1,632.03 (As of 08/06/2020)
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.