
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 (%) | 2.61 | 2.37 | 7.57 | 7.12 | 18.45 | 12.35 | 13.73 | - | 10.79 |
- |
BioMarin Pharmaceutical Inc. (BMRN)
1.73%
Healthpeak Properties, Inc. (DOC)
1.57%
Alexandria Real Estate Equities, Inc. (ARE)
1.56%
Merck & Co., Inc. (MRK)
1.15%
Thermo Fisher Scientific Inc. (TMO)
1.13%
Omnicom Group Inc (OMC)
1.05%
Fidelity National Financial, Inc. - FNF Group (FNF)
1.04%
Weyerhaeuser Company (WY)
1.02%
Coterra Energy Inc. (CTRA)
1.01%
Kellanova (K)
1.00%
Weight of Top 10 Within Portfolio
12.26%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
BioMarin Pharmaceutical Inc. | BMRN | Health Care | 1.73 |
Healthpeak Properties, Inc. | DOC | Real Estate | 1.57 |
Alexandria Real Estate Equities, Inc. | ARE | Real Estate | 1.56 |
Merck & Co., Inc. | MRK | Health Care | 1.15 |
Thermo Fisher Scientific Inc. | TMO | Health Care | 1.13 |
Omnicom Group Inc | OMC | Communication Services | 1.05 |
Fidelity National Financial, Inc. - FNF Group | FNF | Financials | 1.04 |
Weyerhaeuser Company | WY | Real Estate | 1.02 |
Coterra Energy Inc. | CTRA | Energy | 1.01 |
Kellanova | K | Consumer Staples | 1.00 |
Total | 12.26 | ||
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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 (%) | 1.93 | 8.70 | 19.21 | 19.02 | 23.26 | 16.92 | 13.66 | - | 10.40 |
- |
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 (%) | 2.18 | 12.71 | 30.12 | 30.04 | 30.65 | 20.07 | 13.82 | - | 10.40 |
- |
RWE AG (RWE)
1.28%
EXOR N.V. (EXO)
1.27%
DCC Plc (DCC)
1.23%
Rio Tinto plc (RIO)
1.23%
Var Energi ASA (VAR)
1.20%
LPP S.A. (LPP)
1.18%
Merck KGaA (MRK)
1.17%
Sanofi SA (SAN)
1.11%
Pernod Ricard SA (RI)
1.09%
Siemens Healthineers AG (SHL)
1.04%
Weight of Top 10 Within Portfolio
11.81%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
RWE AG | RWE | Utilities | 1.28 |
EXOR N.V. | EXO | Financials | 1.27 |
DCC Plc | DCC | Industrials | 1.23 |
Rio Tinto plc | RIO | Materials | 1.23 |
Var Energi ASA | VAR | Energy | 1.20 |
LPP S.A. | LPP | Consumer Discretionary | 1.18 |
Merck KGaA | MRK | Health Care | 1.17 |
Sanofi SA | SAN | Health Care | 1.11 |
Pernod Ricard SA | RI | Consumer Staples | 1.09 |
Siemens Healthineers AG | SHL | Health Care | 1.04 |
Total | 11.81 | ||
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 (%) | 0.32 | 10.63 | 16.77 | 16.77 | 16.93 | 13.22 | 8.69 | - | 5.55 |
- |
Nissin Foods Holdings Co., Ltd. (2897)
3.62%
MinebeaMitsumi Inc. (6479)
2.76%
McDonald's Holdings Company (Japan), Ltd. (2702)
2.61%
Asahi Group Holdings Ltd (2502)
2.52%
Kansai Electric Power Company, Incorporated (9503)
2.43%
NIPPON STEEL CORP. (5401)
2.30%
Asahi Kasei Corporation (3407)
2.23%
Sekisui House, Ltd. (1928)
2.18%
Sysmex Corporation (6869)
2.16%
ANA Holdings Inc. (9202)
1.90%
Weight of Top 10 Within Portfolio
24.71%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Nissin Foods Holdings Co., Ltd. | 2897 | Consumer Staples | 3.62 |
MinebeaMitsumi Inc. | 6479 | Industrials | 2.76 |
McDonald's Holdings Company (Japan), Ltd. | 2702 | Consumer Discretionary | 2.61 |
Asahi Group Holdings Ltd | 2502 | Consumer Staples | 2.52 |
Kansai Electric Power Company, Incorporated | 9503 | Utilities | 2.43 |
NIPPON STEEL CORP. | 5401 | Materials | 2.30 |
Asahi Kasei Corporation | 3407 | Materials | 2.23 |
Sekisui House, Ltd. | 1928 | Consumer Discretionary | 2.18 |
Sysmex Corporation | 6869 | Health Care | 2.16 |
ANA Holdings Inc. | 9202 | Industrials | 1.90 |
Total | 24.71 | ||
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 |