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 (%) | 1.54 | 8.76 | 15.09 | 20.14 | 34.89 | 9.35 | 10.88 | - | 11.26 |
Excess return (%) relative to the S&P 500 Composite TR USD | -1.21 | 2.05 | -3.58 | -3.97 | -5.72 | -1.12 | -5.21 | - | -3.44 |
Coterra Energy Inc. (CTRA)
1.87%
Occidental Petroleum Corporation (OXY)
1.80%
ConocoPhillips (COP)
1.72%
Cencora, Inc. (COR)
1.37%
Merck & Co., Inc. (MRK)
1.28%
Cheniere Energy, Inc. (LNG)
1.19%
Chevron Corporation (CVX)
1.15%
Becton, Dickinson and Company (BDX)
1.11%
EOG Resources, Inc. (EOG)
1.07%
Microsoft Corporation (MSFT)
1.06%
Weight of Top 10 Within Portfolio
13.63%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Coterra Energy Inc. | CTRA | Energy | 1.87 |
Occidental Petroleum Corporation | OXY | Energy | 1.80 |
ConocoPhillips | COP | Energy | 1.72 |
Cencora, Inc. | COR | Health Care | 1.37 |
Merck & Co., Inc. | MRK | Health Care | 1.28 |
Cheniere Energy, Inc. | LNG | Energy | 1.19 |
Chevron Corporation | CVX | Energy | 1.15 |
Becton, Dickinson and Company | BDX | Health Care | 1.11 |
EOG Resources, Inc. | EOG | Energy | 1.07 |
Microsoft Corporation | MSFT | Information Technology | 1.06 |
Total | 13.63 | ||
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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 (%) | -0.57 | 4.81 | 11.20 | 13.22 | 29.13 | 7.88 | 8.56 | - | 9.41 |
Excess return (%) relative to the MSCI World NR USD | -2.41 | -0.79 | -4.57 | -6.24 | -6.85 | 0.35 | -4.28 | - | -3.83 |
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 (%) | -0.93 | 3.17 | 10.15 | 11.61 | 29.64 | 5.93 | 7.12 | - | 8.08 |
- |
Imperial Brands PLC (IMB)
1.63%
ENGIE SA. (ENGI)
1.58%
Heineken Holding N.V. (HEIO)
1.54%
DCC Plc (DCC)
1.51%
Genmab A/S (GMAB)
1.39%
Bouygues SA (EN)
1.33%
Groupe Bruxelles Lambert SA (GBLB)
1.26%
BNP Paribas S.A. Class A (BNP)
1.20%
EVN AG (EVN)
1.19%
GSK plc (GSK)
1.18%
Weight of Top 10 Within Portfolio
13.81%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Imperial Brands PLC | IMB | Consumer Staples | 1.63 |
ENGIE SA. | ENGI | Utilities | 1.58 |
Heineken Holding N.V. | HEIO | Consumer Staples | 1.54 |
DCC Plc | DCC | Industrials | 1.51 |
Genmab A/S | GMAB | Health Care | 1.39 |
Bouygues SA | EN | Industrials | 1.33 |
Groupe Bruxelles Lambert SA | GBLB | Financials | 1.26 |
BNP Paribas S.A. Class A | BNP | Financials | 1.20 |
EVN AG | EVN | Utilities | 1.19 |
GSK plc | GSK | Health Care | 1.18 |
Total | 13.81 | ||
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 (%) | -2.82 | 2.38 | 6.78 | 3.55 | 15.44 | 4.18 | 3.54 | - | 4.20 |
- |
Hamamatsu Photonics K.K. (6965)
2.98%
Nippon Telegraph and Telephone Corporation (9432)
2.63%
Nissin Foods Holdings Co., Ltd. (2897)
2.40%
Eisai Co., Ltd. (4523)
2.24%
ONO Pharmaceutical Co., Ltd. (4528)
2.18%
Kyowa Kirin Co., Ltd. (4151)
2.05%
Japan Airlines Co., Ltd. (9201)
2.05%
Kintetsu Group Holdings Co., Ltd. (9041)
2.00%
Nidec Corporation (6594)
2.00%
Takeda Pharmaceutical Co. Ltd. (4502)
1.97%
Weight of Top 10 Within Portfolio
22.50%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Hamamatsu Photonics K.K. | 6965 | Information Technology | 2.98 |
Nippon Telegraph and Telephone Corporation | 9432 | Communication Services | 2.63 |
Nissin Foods Holdings Co., Ltd. | 2897 | Consumer Staples | 2.40 |
Eisai Co., Ltd. | 4523 | Health Care | 2.24 |
ONO Pharmaceutical Co., Ltd. | 4528 | Health Care | 2.18 |
Kyowa Kirin Co., Ltd. | 4151 | Health Care | 2.05 |
Japan Airlines Co., Ltd. | 9201 | Industrials | 2.05 |
Kintetsu Group Holdings Co., Ltd. | 9041 | Industrials | 2.00 |
Nidec Corporation | 6594 | Industrials | 2.00 |
Takeda Pharmaceutical Co. Ltd. | 4502 | Health Care | 1.97 |
Total | 22.50 | ||
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 |