1
Select the least volatile from pool of large-cap stocks
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:
- Select the least-volatile stocks from an eligible pool of large-cap stocks.
- Determine the Market Consensus Score for each stock.
- Weight each stock by its Market Consensus Score. Stocks with the highest expected returns and lowest historical volatilities receive the highest index weights.
HOW IT WORKS
2
Access consensus expert stock analysis
3
Weight by highest expected return and low volatility
The Market Consensus Indices
Historical Performance (As of 10/03/2024)
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 10/03/2024)
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 (%) | 1.55 | 11.51 | 11.56 | 18.75 | 33.56 | 10.56 | 11.19 | 11.49 | 11.17 |
| Excess return (%) relative to the S&P 500 Composite TR USD | -1.66 | 8.22 | 1.44 | -2.02 | -3.18 | -0.50 | -5.05 | -1.79 | -3.22 |
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 10/04/2024)
Close SectionCoterra Energy Inc. (CTRA)
2.10%
ConocoPhillips (COP)
1.63%
Occidental Petroleum Corporation (OXY)
1.47%
Devon Energy Corporation (DVN)
1.41%
Chevron Corporation (CVX)
1.36%
Constellation Brands, Inc. Class A (STZ)
1.30%
Microsoft Corporation (MSFT)
1.16%
Comcast Corporation Class A (CMCSA)
1.15%
PPG Industries, Inc. (PPG)
1.14%
Baker Hughes Company Class A (BKR)
1.06%
Weight of Top 10 Within Portfolio
13.77%
| Component | Ticker | Sector* | Weight (%) |
|---|---|---|---|
| Coterra Energy Inc. | CTRA | Energy | 2.10 |
| ConocoPhillips | COP | Energy | 1.63 |
| Occidental Petroleum Corporation | OXY | Energy | 1.47 |
| Devon Energy Corporation | DVN | Energy | 1.41 |
| Chevron Corporation | CVX | Energy | 1.36 |
| Constellation Brands, Inc. Class A | STZ | Consumer Staples | 1.30 |
| Microsoft Corporation | MSFT | Information Technology | 1.16 |
| Comcast Corporation Class A | CMCSA | Communication Services | 1.15 |
| PPG Industries, Inc. | PPG | Materials | 1.14 |
| Baker Hughes Company Class A | BKR | Energy | 1.06 |
| Total | 13.77 | ||
| Download Full Holdings | |||
Sector weights based on GICS.
Index Facts (As of 10/03/2024)
Daily Level
11,907.00
(As of 10/03/2024)
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 10/03/2024)
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 10/03/2024)
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 (%) | 0.32 | 7.92 | 8.77 | 13.65 | 29.34 | 9.09 | 9.62 | 8.04 | 9.57 |
| Excess return (%) relative to the MSCI World NR USD | -2.06 | 4.39 | 0.09 | -3.71 | -3.92 | 0.68 | -3.64 | -2.04 | -3.44 |
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 SectionOrange 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 10/03/2024)
Daily Level
3,877.43
(As of 10/03/2024)
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 10/03/2024)
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 10/03/2024)
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 (%) | 0.12 | 5.06 | 7.84 | 11.91 | 29.77 | 7.13 | 8.88 | 5.03 | 8.20 |
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 10/04/2024)
Close SectionVolkswagen AG Pref (VOW3)
1.53%
Repsol SA (REP)
1.50%
Whitbread PLC (WTB)
1.44%
Rio Tinto plc (RIO)
1.24%
Mercedes-Benz Group AG (MBG)
1.24%
DCC Plc (DCC)
1.23%
ArcelorMittal SA (MT)
1.21%
BP p.l.c. (BP/)
1.03%
Orange SA (ORA)
1.01%
Mowi ASA (MOWI)
1.00%
Weight of Top 10 Within Portfolio
12.42%
| Component | Ticker | Sector* | Weight (%) |
|---|---|---|---|
| Volkswagen AG Pref | VOW3 | Consumer Discretionary | 1.53 |
| Repsol SA | REP | Energy | 1.50 |
| Whitbread PLC | WTB | Consumer Discretionary | 1.44 |
| Rio Tinto plc | RIO | Materials | 1.24 |
| Mercedes-Benz Group AG | MBG | Consumer Discretionary | 1.24 |
| DCC Plc | DCC | Industrials | 1.23 |
| ArcelorMittal SA | MT | Materials | 1.21 |
| BP p.l.c. | BP/ | Energy | 1.03 |
| Orange SA | ORA | Communication Services | 1.01 |
| Mowi ASA | MOWI | Consumer Staples | 1.00 |
| Total | 12.42 | ||
| Download Full Holdings | |||
Sector weights based on GICS.
Index Facts (As of 10/03/2024)
Daily Level
2,503.20
(As of 10/03/2024)
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 10/03/2024)
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 10/03/2024)
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 (%) | -1.28 | 9.67 | 5.90 | 7.20 | 17.07 | 4.90 | 4.42 | 4.85 | 4.88 |
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 10/04/2024)
Close SectionNissin Foods Holdings Co., Ltd. (2897)
3.21%
Tobu Railway Co., Ltd. (9001)
2.91%
Nippon Paint Holdings Co., Ltd. (4612)
2.90%
Japan Airlines Co., Ltd. (9201)
2.50%
Panasonic Holdings Corporation (6752)
2.42%
JFE Holdings, Inc. (5411)
2.38%
NIPPON STEEL CORP. (5401)
2.32%
Asahi Group Holdings,Ltd. (2502)
2.29%
ANA Holdings Inc. (9202)
2.13%
Asahi Kasei Corporation (3407)
2.06%
Weight of Top 10 Within Portfolio
25.12%
| Component | Ticker | Sector* | Weight (%) |
|---|---|---|---|
| Nissin Foods Holdings Co., Ltd. | 2897 | Consumer Staples | 3.21 |
| Tobu Railway Co., Ltd. | 9001 | Industrials | 2.91 |
| Nippon Paint Holdings Co., Ltd. | 4612 | Materials | 2.90 |
| Japan Airlines Co., Ltd. | 9201 | Industrials | 2.50 |
| Panasonic Holdings Corporation | 6752 | Consumer Discretionary | 2.42 |
| JFE Holdings, Inc. | 5411 | Materials | 2.38 |
| NIPPON STEEL CORP. | 5401 | Materials | 2.32 |
| Asahi Group Holdings,Ltd. | 2502 | Consumer Staples | 2.29 |
| ANA Holdings Inc. | 9202 | Industrials | 2.13 |
| Asahi Kasei Corporation | 3407 | Materials | 2.06 |
| Total | 25.12 | ||
| Download Full Holdings | |||
Sector weights based on GICS.
Index Facts (As of 10/03/2024)
Daily Level
1,773.41
(As of 10/03/2024)
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.