
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 (%) | 3.09 | 7.91 | 4.22 | 3.14 | 3.40 | 7.62 | 8.15 | 12.53 | 10.32 |
Excess return (%) relative to the S&P 500 Composite TR USD | -3.33 | 0.51 | 2.16 | -2.97 | 7.74 | -2.01 | -0.97 | -0.09 | -1.35 |
Royalty Pharma Plc Class A (RPRX)
1.95%
Activision Blizzard, Inc. (ATVI)
1.28%
Wells Fargo & Company (WFC)
1.25%
CME Group Inc. Class A (CME)
1.19%
Electronic Arts Inc. (EA)
1.03%
Gen Digital Inc. (GEN)
1.03%
Citigroup Inc. (C)
1.00%
Bunge Limited (BG)
1.00%
Tyson Foods, Inc. Class A (TSN)
.97%
Camden Property Trust (CPT)
.96%
Weight of Top 10 Within Portfolio
11.67%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Royalty Pharma Plc Class A | RPRX | Health Care | 1.95 |
Activision Blizzard, Inc. | ATVI | Communication Services | 1.28 |
Wells Fargo & Company | WFC | Financials | 1.25 |
CME Group Inc. Class A | CME | Financials | 1.19 |
Electronic Arts Inc. | EA | Communication Services | 1.03 |
Gen Digital Inc. | GEN | Information Technology | 1.03 |
Citigroup Inc. | C | Financials | 1.00 |
Bunge Limited | BG | Consumer Staples | 1.00 |
Tyson Foods, Inc. Class A | TSN | Consumer Staples | .97 |
Camden Property Trust | CPT | Real Estate | .96 |
Total | 11.67 | ||
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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 (%) | 6.85 | 17.09 | 11.74 | 6.97 | 2.52 | 5.41 | 3.89 | 8.23 | 7.88 |
Excess return (%) relative to the MSCI World NR USD | -0.34 | 6.35 | 6.82 | -0.13 | 6.70 | -1.97 | -2.27 | -0.82 | -2.35 |
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 | ||
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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 (%) | 9.12 | 20.79 | 13.30 | 9.46 | -3.58 | 3.62 | 1.03 | 4.03 | 5.97 |
Porsche Automobil Holding SE Pref (PAH3)
1.31%
BAWAG Group AG (BG)
1.22%
Tele2 AB Class B (TEL2B)
1.21%
DCC Plc (DCC)
1.20%
Vodafone Group Plc (VOD)
1.16%
Orange SA (ORA)
1.14%
BT Group plc (BT/A)
1.13%
Stellantis N.V. (STLA)
1.13%
Bayer AG (BAYN)
1.11%
Societe Generale S.A. Class A (GLE)
1.08%
Weight of Top 10 Within Portfolio
11.69%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Porsche Automobil Holding SE Pref | PAH3 | Consumer Discretionary | 1.31 |
BAWAG Group AG | BG | Financials | 1.22 |
Tele2 AB Class B | TEL2B | Communication Services | 1.21 |
DCC Plc | DCC | Industrials | 1.20 |
Vodafone Group Plc | VOD | Communication Services | 1.16 |
Orange SA | ORA | Communication Services | 1.14 |
BT Group plc | BT/A | Communication Services | 1.13 |
Stellantis N.V. | STLA | Consumer Discretionary | 1.13 |
Bayer AG | BAYN | Health Care | 1.11 |
Societe Generale S.A. Class A | GLE | Financials | 1.08 |
Total | 11.69 | ||
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 (%) | 4.74 | 17.43 | 9.29 | 4.42 | 2.12 | -0.06 | -2.23 | 5.49 | 2.20 |
SBI Holdings, Inc. (8473)
2.41%
NEC Corp. (6701)
2.30%
SG Holdings Co., Ltd. (9143)
2.27%
Isuzu Motors Limited (7202)
2.14%
ENEOS Holdings, Inc. (5020)
1.97%
Asahi Group Holdings,Ltd. (2502)
1.97%
SUMCO Corporation (3436)
1.87%
Aisin Corporation (7259)
1.85%
Honda Motor Co., Ltd. (7267)
1.79%
Asahi Kasei Corporation (3407)
1.64%
Weight of Top 10 Within Portfolio
20.20%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
SBI Holdings, Inc. | 8473 | Financials | 2.41 |
NEC Corp. | 6701 | Information Technology | 2.30 |
SG Holdings Co., Ltd. | 9143 | Industrials | 2.27 |
Isuzu Motors Limited | 7202 | Consumer Discretionary | 2.14 |
ENEOS Holdings, Inc. | 5020 | Energy | 1.97 |
Asahi Group Holdings,Ltd. | 2502 | Consumer Staples | 1.97 |
SUMCO Corporation | 3436 | Information Technology | 1.87 |
Aisin Corporation | 7259 | Consumer Discretionary | 1.85 |
Honda Motor Co., Ltd. | 7267 | Consumer Discretionary | 1.79 |
Asahi Kasei Corporation | 3407 | Materials | 1.64 |
Total | 20.20 | ||
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 |