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 03/29/2023)

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 03/29/2023)

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 (%) -1.58 -1.12 9.47 -0.69 -6.32 17.75 8.66 11.40 9.30
Excess return (%) relative to the S&P 500 Composite TR USD -3.18 -6.21 -2.13 -6.04 5.21 -0.69 -2.07 -0.61 -1.88
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 03/30/2023)

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

Royalty Pharma Plc Class A (RPRX)

1.89%

CVS Health Corporation (CVS)

1.15%

Johnson & Johnson (JNJ)

.84%

NextEra Energy, Inc. (NEE)

.84%

McKesson Corporation (MCK)

.83%

Intercontinental Exchange, Inc. (ICE)

.80%

Bunge Limited (BG)

.77%

Pfizer Inc. (PFE)

.77%

Coca-Cola Company (KO)

.77%

Williams Companies, Inc. (WMB)

.75%

Weight of Top 10 Within Portfolio

9.42%

Component Ticker Sector* Weight (%)
Royalty Pharma Plc Class A RPRX Health Care 1.89
CVS Health Corporation CVS Health Care 1.15
Johnson & Johnson JNJ Health Care .84
NextEra Energy, Inc. NEE Utilities .84
McKesson Corporation MCK Health Care .83
Intercontinental Exchange, Inc. ICE Financials .80
Bunge Limited BG Consumer Staples .77
Pfizer Inc. PFE Health Care .77
Coca-Cola Company KO Consumer Staples .77
Williams Companies, Inc. WMB Energy .75
Total 9.42
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 03/29/2023)

Daily Level 9,186.07 (As of 03/29/2023)
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 03/29/2023)

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 03/29/2023)

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 (%) -0.20 5.04 25.30 5.59 -1.40 15.70 4.97 7.80 7.21
Excess return (%) relative to the MSCI World NR USD -1.29 -0.22 10.44 -0.05 9.06 -0.49 -2.62 -0.83 -2.22
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 03/29/2023)

Daily Level 3,084.78 (As of 03/29/2023)
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 03/29/2023)

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 03/29/2023)

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 (%) -0.53 8.51 33.99 9.71 -3.19 16.43 2.33 4.43 5.78
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 03/30/2023)

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

Porsche Automobil Holding SE Pref (PAH3)

1.35%

Enel SpA (ENEL)

1.13%

DCC Plc (DCC)

1.13%

Roche Holding Ltd Dividend Right Cert. (ROG)

1.04%

Deutsche Telekom AG (DTE)

1.03%

Tele2 AB Class B (TEL2B)

.99%

RWE AG (RWE)

.98%

Imperial Brands PLC (IMB)

.94%

Endesa S.A. (ELE)

.92%

NatWest Group Plc (NWG)

.92%

Weight of Top 10 Within Portfolio

10.43%

Component Ticker Sector* Weight (%)
Porsche Automobil Holding SE Pref PAH3 Consumer Discretionary 1.35
Enel SpA ENEL Utilities 1.13
DCC Plc DCC Industrials 1.13
Roche Holding Ltd Dividend Right Cert. ROG Health Care 1.04
Deutsche Telekom AG DTE Communication Services 1.03
Tele2 AB Class B TEL2B Communication Services .99
RWE AG RWE Utilities .98
Imperial Brands PLC IMB Consumer Staples .94
Endesa S.A. ELE Utilities .92
NatWest Group Plc NWG Financials .92
Total 10.43
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 03/29/2023)

Daily Level 2,023.10 (As of 03/29/2023)
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 03/29/2023)

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 03/29/2023)

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 (%) 3.22 5.12 17.28 4.36 1.72 6.11 -0.71 4.24 2.09
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 03/30/2023)

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

NEC Corp. (6701)

3.01%

Astellas Pharma Inc. (4503)

2.54%

Shionogi & Co., Ltd. (4507)

2.22%

Itochu Corporation (8001)

2.21%

Kirin Holdings Company, Limited (2503)

2.14%

Mcdonalds Holdings Company Japan, Ltd. (2702)

2.09%

Kikkoman Corporation (2801)

2.03%

Nippon Telegraph and Telephone Corporation (9432)

2.02%

Kansai Electric Power Company, Incorporated (9503)

1.99%

Terumo Corporation (4543)

1.99%

Weight of Top 10 Within Portfolio

22.24%

Component Ticker Sector* Weight (%)
NEC Corp. 6701 Information Technology 3.01
Astellas Pharma Inc. 4503 Health Care 2.54
Shionogi & Co., Ltd. 4507 Health Care 2.22
Itochu Corporation 8001 Industrials 2.21
Kirin Holdings Company, Limited 2503 Consumer Staples 2.14
Mcdonalds Holdings Company Japan, Ltd. 2702 Consumer Discretionary 2.09
Kikkoman Corporation 2801 Consumer Staples 2.03
Nippon Telegraph and Telephone Corporation 9432 Communication Services 2.02
Kansai Electric Power Company, Incorporated 9503 Utilities 1.99
Terumo Corporation 4543 Health Care 1.99
Total 22.24
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 03/29/2023)

Daily Level 1,476.42 (As of 03/29/2023)
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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