
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 (%) | 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 |
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 | ||
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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 (%) | 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 |
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 | |||
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 (%) | 4.88 | 6.98 | 25.06 | 8.68 | 52.08 | 2.85 | 6.88 | 4.28 | 11.01 |
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 | |||
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 (%) | -0.17 | 1.70 | 15.59 | 5.11 | 24.08 | -0.62 | 4.00 | 5.90 | 5.04 |
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 | |||
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 |