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 01/24/2022)

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 01/21/2022)

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 (%) -1.35 1.16 5.14 -4.16 21.31 14.39 12.68 14.40 12.13
Excess return (%) relative to the S&P 500 Composite TR USD 3.96 4.17 3.54 3.51 5.55 -5.69 -3.55 -0.67 -3.73
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 01/24/2022)

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

Citigroup Inc. (C)

2.11%

Leidos Holdings, Inc. (LDOS)

1.62%

AT&T Inc. (T)

1.40%

Philip Morris International Inc. (PM)

1.36%

Medtronic Plc (MDT)

1.35%

Williams Companies, Inc. (WMB)

1.35%

Electronic Arts Inc. (EA)

1.33%

Cummins Inc. (CMI)

1.31%

AES Corporation (AES)

1.26%

Verizon Communications Inc. (VZ)

1.24%

Weight of Top 10 Within Portfolio

14.33%

Component Ticker Sector* Weight (%)
Citigroup Inc. C Financials 2.11
Leidos Holdings, Inc. LDOS Industrials 1.62
AT&T Inc. T Communication Services 1.40
Philip Morris International Inc. PM Consumer Staples 1.36
Medtronic Plc MDT Health Care 1.35
Williams Companies, Inc. WMB Energy 1.35
Electronic Arts Inc. EA Communication Services 1.33
Cummins Inc. CMI Industrials 1.31
AES Corporation AES Utilities 1.26
Verizon Communications Inc. VZ Communication Services 1.24
Total 14.33
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 01/24/2022)

Daily Level 9,329.27 (As of 01/24/2022)
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 01/24/2022)

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 01/21/2022)

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 (%) 1.80 1.06 4.35 -0.71 14.47 10.26 9.42 9.98 10.53
Excess return (%) relative to the MSCI World NR USD 5.77 4.85 4.13 5.64 3.56 -6.40 -3.68 -1.47 -6.02
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 01/24/2022)

Daily Level 3,066.12 (As of 01/24/2022)
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 01/24/2022)

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 01/21/2022)

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 (%) 4.06 1.35 3.27 0.21 12.07 9.55 8.29 6.79 10.06
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 01/24/2022)

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

British American Tobacco p.l.c. (BATS)

1.90%

Orange SA (ORA)

1.52%

Vodafone Group Plc (VOD)

1.48%

Millicom International Cellular SA Swedish Depository Receipt (TIGO)

1.45%

Holcim Ltd (HOLN)

1.35%

Thales SA (HO)

1.23%

Bayer AG (BAYN)

1.22%

Deutsche Telekom AG (DTE)

1.21%

Imperial Brands PLC (IMB)

1.21%

Liberty Global Plc Class A (LBTYA)

1.21%

Weight of Top 10 Within Portfolio

13.78%

Component Ticker Sector* Weight (%)
British American Tobacco p.l.c. BATS Consumer Staples 1.90
Orange SA ORA Communication Services 1.52
Vodafone Group Plc VOD Communication Services 1.48
Millicom International Cellular SA Swedish Depository Receipt TIGO Communication Services 1.45
Holcim Ltd HOLN Materials 1.35
Thales SA HO Industrials 1.23
Bayer AG BAYN Health Care 1.22
Deutsche Telekom AG DTE Communication Services 1.21
Imperial Brands PLC IMB Consumer Staples 1.21
Liberty Global Plc Class A LBTYA Communication Services 1.21
Total 13.78
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 01/24/2022)

Daily Level 2,060.10 (As of 01/24/2022)
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 01/24/2022)

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 01/21/2022)

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 (%) 1.56 -1.26 0.68 2.14 0.97 2.34 3.34 6.18 3.40
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 01/24/2022)

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

Mitsubishi Estate Company, Limited (8802)

2.70%

Ryohin Keikaku Co., Ltd. (7453)

2.38%

Mcdonalds Holdings Company Japan, Ltd. (2702)

2.20%

Sumitomo Mitsui Financial Group, Inc. (8316)

2.14%

Mizuho Financial Group, Inc. (8411)

2.11%

ENEOS Holdings, Inc. (5020)

2.10%

Casio Computer Co., Ltd. (6952)

2.06%

Yamada Holding Co., Ltd. (9831)

2.02%

JAPAN POST INSURANCE Co., Ltd. (7181)

1.92%

Resona Holdings, Inc. (8308)

1.91%

Weight of Top 10 Within Portfolio

21.53%

Component Ticker Sector* Weight (%)
Mitsubishi Estate Company, Limited 8802 Real Estate 2.70
Ryohin Keikaku Co., Ltd. 7453 Consumer Discretionary 2.38
Mcdonalds Holdings Company Japan, Ltd. 2702 Consumer Discretionary 2.20
Sumitomo Mitsui Financial Group, Inc. 8316 Financials 2.14
Mizuho Financial Group, Inc. 8411 Financials 2.11
ENEOS Holdings, Inc. 5020 Energy 2.10
Casio Computer Co., Ltd. 6952 Consumer Discretionary 2.06
Yamada Holding Co., Ltd. 9831 Consumer Discretionary 2.02
JAPAN POST INSURANCE Co., Ltd. 7181 Financials 1.92
Resona Holdings, Inc. 8308 Financials 1.91
Total 21.53
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 01/24/2022)

Daily Level 1,500.29 (As of 01/24/2022)
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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