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 12/01/2022)

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 11/30/2022)

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 (%) 6.16 4.93 2.59 -1.22 6.92 9.03 9.35 13.37 10.77
Excess return (%) relative to the S&P 500 Composite TR USD 1.36 2.09 3.61 11.89 16.13 -1.86 -1.62 0.04 -1.26
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 12/02/2022)

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

Activision Blizzard, Inc. (ATVI)

1.86%

Zoetis, Inc. Class A (ZTS)

1.77%

Royalty Pharma Plc Class A (RPRX)

1.34%

Ventas, Inc. (VTR)

1.20%

BioMarin Pharmaceutical Inc. (BMRN)

1.13%

Welltower Inc (WELL)

1.12%

Camden Property Trust (CPT)

1.11%

Intercontinental Exchange, Inc. (ICE)

1.08%

Fidelity National Information Services, Inc. (FIS)

1.02%

Tyson Foods, Inc. Class A (TSN)

1.00%

Weight of Top 10 Within Portfolio

12.63%

Component Ticker Sector* Weight (%)
Activision Blizzard, Inc. ATVI Communication Services 1.86
Zoetis, Inc. Class A ZTS Health Care 1.77
Royalty Pharma Plc Class A RPRX Health Care 1.34
Ventas, Inc. VTR Real Estate 1.20
BioMarin Pharmaceutical Inc. BMRN Health Care 1.13
Welltower Inc WELL Real Estate 1.12
Camden Property Trust CPT Real Estate 1.11
Intercontinental Exchange, Inc. ICE Financials 1.08
Fidelity National Information Services, Inc. FIS Information Technology 1.02
Tyson Foods, Inc. Class A TSN Consumer Staples 1.00
Total 12.63
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 12/01/2022)

Daily Level 9,613.96 (As of 12/01/2022)
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 12/01/2022)

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 11/30/2022)

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 (%) 8.65 6.49 -1.30 -6.59 -0.93 3.65 3.98 8.29 6.35
Excess return (%) relative to the MSCI World NR USD 2.25 3.21 0.87 7.92 9.92 -3.86 -3.37 -1.24 -3.59
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 12/01/2022)

Daily Level 2,981.48 (As of 12/01/2022)
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 12/01/2022)

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 11/30/2022)

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 (%) 10.04 6.48 -6.92 -13.63 -8.41 0.68 0.79 3.96 3.59
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 12/02/2022)

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

Enel SpA (ENEL)

1.27%

BT Group plc (BT/A)

1.15%

DCC Plc (DCC)

1.04%

Tele2 AB Class B (TEL2B)

.96%

Hikma Pharmaceuticals Plc (HIK)

.93%

Groupe Bruxelles Lambert SA (GBLB)

.89%

Fresenius SE & Co. KGaA (FRE)

.88%

BAWAG Group AG (BG)

.88%

Barclays PLC (BARC)

.87%

HSBC Holdings Plc (HSBA)

.86%

Weight of Top 10 Within Portfolio

9.72%

Component Ticker Sector* Weight (%)
Enel SpA ENEL Utilities 1.27
BT Group plc BT/A Communication Services 1.15
DCC Plc DCC Industrials 1.04
Tele2 AB Class B TEL2B Communication Services .96
Hikma Pharmaceuticals Plc HIK Health Care .93
Groupe Bruxelles Lambert SA GBLB Financials .89
Fresenius SE & Co. KGaA FRE Health Care .88
BAWAG Group AG BG Financials .88
Barclays PLC BARC Financials .87
HSBC Holdings Plc HSBA Financials .86
Total 9.72
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 12/01/2022)

Daily Level 1,887.76 (As of 12/01/2022)
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 12/01/2022)

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 11/30/2022)

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 (%) 10.79 2.82 0.15 -6.03 -3.82 -2.59 -2.26 5.47 0.41
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 11/02/2022)

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

Mcdonalds Holdings Company Japan, Ltd. (2702)

2.79%

SUMCO Corporation (3436)

2.56%

Panasonic Holdings Corporation (6752)

2.17%

FUJIFILM Holdings Corp (4901)

2.06%

AGC Inc. (5201)

2.04%

Astellas Pharma Inc. (4503)

1.96%

Mizuho Financial Group, Inc. (8411)

1.86%

Sumitomo Mitsui Financial Group, Inc. (8316)

1.82%

SBI Holdings, Inc. (8473)

1.81%

ORIX Corporation (8591)

1.74%

Weight of Top 10 Within Portfolio

20.81%

Component Ticker Sector* Weight (%)
Mcdonalds Holdings Company Japan, Ltd. 2702 Consumer Discretionary 2.79
SUMCO Corporation 3436 Information Technology 2.56
Panasonic Holdings Corporation 6752 Consumer Discretionary 2.17
FUJIFILM Holdings Corp 4901 Information Technology 2.06
AGC Inc. 5201 Industrials 2.04
Astellas Pharma Inc. 4503 Health Care 1.96
Mizuho Financial Group, Inc. 8411 Financials 1.86
Sumitomo Mitsui Financial Group, Inc. 8316 Financials 1.82
SBI Holdings, Inc. 8473 Financials 1.81
ORIX Corporation 8591 Financials 1.74
Total 20.81
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 12/01/2022)

Daily Level 1,403.87 (As of 12/01/2022)
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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