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 02/21/2024)

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 02/23/2024)

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 (%) 3.94 9.60 9.70 3.61 9.75 10.60 9.64 10.96 9.99
Excess return (%) relative to the S&P 500 Composite TR USD -0.82 -2.51 -5.92 -3.30 -19.13 -0.57 -5.01 -1.85 -3.72
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 02/23/2024)

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

Royalty Pharma Plc Class A (RPRX)

1.93%

Bunge Global SA (BG)

1.79%

LKQ Corporation (LKQ)

1.47%

Baker Hughes Company Class A (BKR)

1.37%

Kinder Morgan Inc Class P (KMI)

1.23%

Philip Morris International Inc. (PM)

1.23%

T-Mobile US, Inc. (TMUS)

1.16%

Altria Group, Inc. (MO)

1.13%

Gaming and Leisure Properties, Inc. (GLPI)

1.11%

Coterra Energy Inc. (CTRA)

1.09%

Weight of Top 10 Within Portfolio

13.51%

Component Ticker Sector* Weight (%)
Royalty Pharma Plc Class A RPRX Health Care 1.93
Bunge Global SA BG Consumer Staples 1.79
LKQ Corporation LKQ Consumer Discretionary 1.47
Baker Hughes Company Class A BKR Energy 1.37
Kinder Morgan Inc Class P KMI Energy 1.23
Philip Morris International Inc. PM Consumer Staples 1.23
T-Mobile US, Inc. TMUS Communication Services 1.16
Altria Group, Inc. MO Consumer Staples 1.13
Gaming and Leisure Properties, Inc. GLPI Real Estate 1.11
Coterra Energy Inc. CTRA Energy 1.09
Total 13.51
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 02/21/2024)

Daily Level 10,309.88 (As of 02/21/2024)
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 02/21/2024)

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 02/23/2024)

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 (%) 2.84 7.66 8.89 1.18 11.25 8.37 7.61 6.97 8.26
Excess return (%) relative to the MSCI World NR USD -1.75 -3.61 -5.35 -4.18 -12.54 0.57 -4.01 -2.17 -4.00
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 02/21/2024)

Daily Level 3,422.90 (As of 02/21/2024)
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 02/21/2024)

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 02/23/2024)

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 (%) 2.88 6.84 8.65 -0.39 9.84 5.84 5.99 3.00 6.74
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 02/23/2024)

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

Royal KPN NV (KPN)

1.98%

ENGIE SA. (ENGI)

1.18%

BT Group plc (BT/A)

1.17%

RWE AG (RWE)

1.13%

ING Groep NV (INGA)

1.04%

Groupe Bruxelles Lambert SA (GBLB)

.97%

Porsche Automobil Holding SE Pref (PAH3)

.96%

Vodafone Group Plc (VOD)

.94%

Barclays PLC (BARC)

.94%

Fresenius SE & Co. KGaA (FRE)

.93%

Weight of Top 10 Within Portfolio

11.23%

Component Ticker Sector* Weight (%)
Royal KPN NV KPN Communication Services 1.98
ENGIE SA. ENGI Utilities 1.18
BT Group plc BT/A Communication Services 1.17
RWE AG RWE Utilities 1.13
ING Groep NV INGA Financials 1.04
Groupe Bruxelles Lambert SA GBLB Financials .97
Porsche Automobil Holding SE Pref PAH3 Consumer Discretionary .96
Vodafone Group Plc VOD Communication Services .94
Barclays PLC BARC Financials .94
Fresenius SE & Co. KGaA FRE Health Care .93
Total 11.23
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 02/21/2024)

Daily Level 2,205.36 (As of 02/21/2024)
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 02/21/2024)

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 02/22/2024)

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 (%) -0.98 5.30 8.69 0.11 15.11 2.98 3.33 4.32 4.06
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 02/22/2024)

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

Astellas Pharma Inc. (4503)

4.69%

Japan Airlines Co., Ltd. (9201)

4.12%

Eisai Co., Ltd. (4523)

3.77%

Suntory Beverage & Food Ltd. (2587)

3.21%

Asahi Group Holdings,Ltd. (2502)

2.93%

Yakult Honsha Co., Ltd. (2267)

2.82%

Toray Industries, Inc. (3402)

2.70%

JAPAN POST HOLDINGS Co., Ltd. (6178)

2.29%

ANA Holdings Inc. (9202)

2.27%

Kirin Holdings Co. Ltd. (2503)

2.25%

Weight of Top 10 Within Portfolio

31.04%

Component Ticker Sector* Weight (%)
Astellas Pharma Inc. 4503 Health Care 4.69
Japan Airlines Co., Ltd. 9201 Industrials 4.12
Eisai Co., Ltd. 4523 Health Care 3.77
Suntory Beverage & Food Ltd. 2587 Consumer Staples 3.21
Asahi Group Holdings,Ltd. 2502 Consumer Staples 2.93
Yakult Honsha Co., Ltd. 2267 Consumer Staples 2.82
Toray Industries, Inc. 3402 Materials 2.70
JAPAN POST HOLDINGS Co., Ltd. 6178 Financials 2.29
ANA Holdings Inc. 9202 Industrials 2.27
Kirin Holdings Co. Ltd. 2503 Consumer Staples 2.25
Total 31.04
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 02/21/2024)

Daily Level 1,654.01 (As of 02/21/2024)
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.
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