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.

426755_Index_Website_Wireframes_Adaptive_GlobalTrends_JUMP_Index_Webpage_DRAFT_Market

Jump to Data Methodology Announcements

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 01/13/2026)

Download Historical Index Levels

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 01/13/2026)

	1 month	3 month	6 month	YTD	1 year	3 year	5 year	10 year	Since inception date (05/16/2017)
Index return (%)	1.80	3.69	4.05	1.78	11.76	10.73	11.15	12.06	10.54
Excess return (%) relative to the S&P 500 Composite TR USD	-0.30	-1.27	-7.89	0.01	-9.09	-83.75	-34.38	-11.00	-16.05

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 01/13/2026)

100%

90%

80%

70%

60%

50%

40%

30%

20%

10%

Component	Ticker	Sector*	Weight (%)
Cheniere Energy, Inc.	LNG	Energy	1.36
VICI Properties Inc	VICI	Real Estate	1.25
American Tower Corporation	AMT	Real Estate	.95
Xylem Inc.	XYL	Industrials	.95
News Corporation Class A	NWSA	Communication Services	.93
EOG Resources, Inc.	EOG	Energy	.93
Mondelez International, Inc. Class A	MDLZ	Consumer Staples	.90
Microsoft Corporation	MSFT	Information Technology	.88
Crown Castle Inc.	CCI	Real Estate	.87
Xcel Energy Inc.	XEL	Utilities	.85
Total			9.88
Download Full Holdings

Sector weights based on GICS.

Index Facts (As of 01/13/2026)

Daily Level 12,977.99 (As of 01/13/2026)

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 01/13/2026)

Download Historical Index Levels

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 01/13/2026)

	1 month	3 month	6 month	YTD	1 year	3 year	5 year	10 year	Since inception date (02/08/2019)
Index return (%)	2.05	4.10	5.23	1.08	26.20	13.66	10.84	9.80	10.21
Excess return (%) relative to the MSCI World NR USD	-0.54	-1.58	-7.03	-0.94	1.59	-6.28	-1.34	-3.42	-3.88

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 04/20/2021)

100%

90%

80%

70%

60%

50%

40%

30%

20%

10%

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 01/13/2026)

Daily Level 4,537.31 (As of 01/13/2026)

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 01/13/2026)

Download Historical Index Levels

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 01/13/2026)

	1 month	3 month	6 month	YTD	1 year	3 year	5 year	10 year	Since inception date (02/08/2019)
Index return (%)	2.59	4.26	4.81	0.21	38.47	16.52	10.65	8.54	10.24
Excess return (%) relative to the EURO STOXX 50 NR USD	-2.09	-5.20	-7.35	-3.10	-3.96	-2.42	-1.81	-1.89	-2.75

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 01/12/2026)

100%

90%

80%

70%

60%

50%

40%

30%

20%

10%

Component	Ticker	Sector*	Weight (%)
DSM-Firmenich AG	DSFIR	Materials	1.59
Deutsche Telekom AG	DTE	Communication Services	1.51
RELX PLC	REL	Industrials	1.39
Wolters Kluwer N.V.	WKL	Industrials	1.36
Cellnex Telecom S.A.	CLNX	Communication Services	1.33
EXOR N.V.	EXO	Financials	1.32
Vonovia SE	VNA	Real Estate	1.30
Auto Trader Group PLC	AUTO	Communication Services	1.13
Air Liquide SA	AI	Materials	1.11
Infrastrutture Wireless Italiane S.p.A.	INW	Communication Services	1.04
Total			13.06
Download Full Holdings

Sector weights based on GICS.

Index Facts (As of 01/13/2026)

Daily Level 3,150.56 (As of 01/13/2026)

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 01/13/2026)

Download Historical Index Levels

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 01/13/2026)

	1 month	3 month	6 month	YTD	1 year	3 year	5 year	10 year	Since inception date (02/08/2019)
Index return (%)	1.38	5.72	9.20	1.18	27.87	12.04	6.58	4.98	6.06

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 01/13/2026)

100%

90%

80%

70%

60%

50%

40%

30%

20%

10%

Component	Ticker	Sector*	Weight (%)
Asahi Group Holdings Ltd	2502	Consumer Staples	4.77
LY Corporation	4689	Communication Services	4.12
Kao Corporation	4452	Consumer Staples	3.54
Terumo Corporation	4543	Health Care	3.16
Bandai Namco Holdings Inc.	7832	Consumer Discretionary	3.01
FUJIFILM Holdings Corp	4901	Information Technology	2.82
NTT Inc	9432	Communication Services	2.59
MatsukiyoCocokara & Co.	3088	Consumer Staples	2.55
Nippon Paint Holdings Co., Ltd.	4612	Materials	2.55
Japan Airlines Co., Ltd.	9201	Industrials	2.54
Total			31.67
Download Full Holdings

Sector weights based on GICS.

Index Facts (As of 01/13/2026)

Daily Level 2,037.22 (As of 01/13/2026)

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.

TOP