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 01/27/2023)

Close Section
Cumulative Return (%) Annualized Return (%) Max Drawdown Volatility Downside Volatility Sharpe Ratio Sortino Ratio

Index Performance (As of 01/27/2023)

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 (%) 3.09 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

Top 10 Components (As of 01/30/2023)

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

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
Download Full Holdings

Index Facts (As of 01/27/2023)

Daily Level 9,540.60 (As of 01/27/2023)
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

Historical Performance (As of 01/27/2023)

Close Section
Cumulative Return (%) Annualized Return (%) Max Drawdown Volatility Downside Volatility Sharpe Ratio Sortino Ratio

Index Performance (As of 01/27/2023)

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 (%) 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

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

Index Facts (As of 01/27/2023)

Daily Level 3,125.28 (As of 01/27/2023)
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

Historical Performance (As of 01/27/2023)

Close Section
Cumulative Return (%) Annualized Return (%) Max Drawdown Volatility Downside Volatility Sharpe Ratio Sortino Ratio

Index Performance (As of 01/27/2023)

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 (%) 9.12 20.79 13.30 9.46 -3.58 3.62 1.03 4.03 5.97

Top 10 Components (As of 01/30/2023)

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

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

Index Facts (As of 01/27/2023)

Daily Level 2,018.49 (As of 01/27/2023)
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

Historical Performance (As of 01/27/2023)

Close Section
Cumulative Return (%) Annualized Return (%) Max Drawdown Volatility Downside Volatility Sharpe Ratio Sortino Ratio

Index Performance (As of 01/27/2023)

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 (%) 4.74 17.43 9.29 4.42 2.12 -0.06 -2.23 5.49 2.20

Top 10 Components (As of 01/30/2023)

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

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

Index Facts (As of 01/27/2023)

Daily Level 1,477.29 (As of 01/27/2023)
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
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