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

Historical Performance (As of 01/20/2021)

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 01/20/2021)

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 (%) 1.64 8.44 14.24 0.80 -0.48 6.89 13.58 13.23 9.89
Excess return (%) relative to the S&P 500 Composite TR USD -2.32 -3.89 -5.19 -1.83 -18.28 -6.33 -4.41 -0.72 -6.01
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 01/22/2021)

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

Gilead Sciences, Inc. (GILD)

1.91%

American Tower Corporation (AMT)

1.40%

Northrop Grumman Corporation (NOC)

1.33%

Lockheed Martin Corporation (LMT)

1.33%

Merck & Co., Inc. (MRK)

1.22%

Altria Group Inc (MO)

1.14%

International Flavors & Fragrances Inc. (IFF)

1.08%

Home Depot, Inc. (HD)

1.08%

Fidelity National Financial, Inc. - FNF Group (FNF)

1.05%

Quest Diagnostics Incorporated (DGX)

1.04%

Weight of Top 10 Within Portfolio

12.59%

Component Ticker Sector* Weight (%)
Gilead Sciences, Inc. GILD Health Care 1.91
American Tower Corporation AMT Real Estate 1.40
Northrop Grumman Corporation NOC Industrials 1.33
Lockheed Martin Corporation LMT Industrials 1.33
Merck & Co., Inc. MRK Health Care 1.22
Altria Group Inc MO Consumer Staples 1.14
International Flavors & Fragrances Inc. IFF Materials 1.08
Home Depot, Inc. HD Consumer Discretionary 1.08
Fidelity National Financial, Inc. - FNF Group FNF Financials 1.05
Quest Diagnostics Incorporated DGX Health Care 1.04
Total 12.59
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 01/20/2021)

Daily Level 7,713.05 (As of 01/20/2021)
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 01/20/2021)

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 01/20/2021)

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 (%) 2.32 12.93 15.06 1.74 -0.03 2.33 9.75 8.28 8.54
Excess return (%) relative to the MSCI World NR USD -1.33 -1.37 -5.11 -0.96 -16.21 -7.38 -5.49 -1.73 -10.94
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 01/22/2021)

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

ENEOS Holdings, Inc. (5020)

1.07%

Sumitomo Mitsui Financial Group, Inc. (8316)

.81%

Mcdonalds Holdings Company Japan, Ltd. (2702)

.79%

SoftBank Corp. (9434)

.77%

Tele2 AB Class B (TEL2B)

.74%

Meiji Holdings Co., Ltd. (2269)

.74%

Astellas Pharma Inc. (4503)

.74%

Deutsche Telekom AG (DTE)

.70%

Gilead Sciences, Inc. (GILD)

.69%

Takeda Pharmaceutical Co. Ltd. (4502)

.66%

Weight of Top 10 Within Portfolio

7.71%

Component Ticker Sector* Weight (%)
ENEOS Holdings, Inc. 5020 Energy 1.07
Sumitomo Mitsui Financial Group, Inc. 8316 Financials .81
Mcdonalds Holdings Company Japan, Ltd. 2702 Consumer Discretionary .79
SoftBank Corp. 9434 Communication Services .77
Tele2 AB Class B TEL2B Communication Services .74
Meiji Holdings Co., Ltd. 2269 Consumer Staples .74
Astellas Pharma Inc. 4503 Health Care .74
Deutsche Telekom AG DTE Communication Services .70
Gilead Sciences, Inc. GILD Health Care .69
Takeda Pharmaceutical Co. Ltd. 4502 Health Care .66
Total 7.71
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 01/20/2021)

Daily Level 2,713.98 (As of 01/20/2021)
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 01/20/2021)

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 01/20/2021)

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 (%) 2.27 16.15 15.61 2.11 1.16 0.15 7.88 4.58 8.87
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 01/22/2021)

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

Tele2 AB Class B (TEL2B)

1.76%

Deutsche Telekom AG (DTE)

1.65%

British American Tobacco p.l.c. (BATS)

1.46%

Orange SA (ORA)

1.45%

Vodafone Group Plc (VOD)

1.39%

GlaxoSmithKline plc (GSK)

1.34%

Sanofi (SAN)

1.32%

DCC Plc (DCC)

1.32%

Telefonica Deutschland Holding AG (O2D)

1.29%

Telenor ASA (TEL)

1.27%

Weight of Top 10 Within Portfolio

14.23%

Component Ticker Sector* Weight (%)
Tele2 AB Class B TEL2B Communication Services 1.76
Deutsche Telekom AG DTE Communication Services 1.65
British American Tobacco p.l.c. BATS Consumer Staples 1.46
Orange SA ORA Communication Services 1.45
Vodafone Group Plc VOD Communication Services 1.39
GlaxoSmithKline plc GSK Health Care 1.34
Sanofi SAN Health Care 1.32
DCC Plc DCC Industrials 1.32
Telefonica Deutschland Holding AG O2D Communication Services 1.29
Telenor ASA TEL Communication Services 1.27
Total 14.23
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 01/20/2021)

Daily Level 1,892.65 (As of 01/20/2021)
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 01/20/2021)

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 01/20/2021)

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 (%) 3.85 14.42 15.45 2.91 -0.64 -3.00 4.46 4.89 4.52
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 01/22/2021)

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

ENEOS Holdings, Inc. (5020)

4.91%

Sumitomo Mitsui Financial Group, Inc. (8316)

3.72%

Mcdonalds Holdings Company Japan, Ltd. (2702)

3.63%

SoftBank Corp. (9434)

3.51%

Meiji Holdings Co., Ltd. (2269)

3.39%

Astellas Pharma Inc. (4503)

3.37%

Takeda Pharmaceutical Co. Ltd. (4502)

3.04%

Sumitomo Mitsui Trust Holdings, Inc. (8309)

2.85%

Mitsubishi UFJ Financial Group, Inc. (8306)

2.83%

Mizuho Financial Group, Inc. (8411)

2.74%

Weight of Top 10 Within Portfolio

33.98%

Component Ticker Sector* Weight (%)
ENEOS Holdings, Inc. 5020 Energy 4.91
Sumitomo Mitsui Financial Group, Inc. 8316 Financials 3.72
Mcdonalds Holdings Company Japan, Ltd. 2702 Consumer Discretionary 3.63
SoftBank Corp. 9434 Communication Services 3.51
Meiji Holdings Co., Ltd. 2269 Consumer Staples 3.39
Astellas Pharma Inc. 4503 Health Care 3.37
Takeda Pharmaceutical Co. Ltd. 4502 Health Care 3.04
Sumitomo Mitsui Trust Holdings, Inc. 8309 Financials 2.85
Mitsubishi UFJ Financial Group, Inc. 8306 Financials 2.83
Mizuho Financial Group, Inc. 8411 Financials 2.74
Total 33.98
Download Full Holdings
Sector weights based on GICS.

Index Facts (As of 01/20/2021)

Daily Level 1,477.22 (As of 01/20/2021)
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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