
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 (%) | -4.27 | -2.08 | -5.53 | -1.81 | -1.33 | 11.45 | 8.12 | 10.82 | 8.82 |
Excess return (%) relative to the S&P 500 Composite TR USD | -5.75 | -9.38 | -9.97 | -12.56 | -6.06 | -1.71 | -2.87 | -1.27 | -2.94 |
CVS Health Corporation (CVS)
1.70%
Royalty Pharma Plc Class A (RPRX)
1.57%
Pfizer Inc. (PFE)
1.46%
Viatris, Inc. (VTRS)
1.35%
Jacobs Solutions Inc. (J)
1.12%
Cigna Group (CI)
1.10%
L3Harris Technologies Inc (LHX)
1.08%
General Dynamics Corporation (GD)
1.03%
Kinder Morgan Inc Class P (KMI)
.95%
T-Mobile US, Inc. (TMUS)
.94%
Weight of Top 10 Within Portfolio
12.29%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
CVS Health Corporation | CVS | Health Care | 1.70 |
Royalty Pharma Plc Class A | RPRX | Health Care | 1.57 |
Pfizer Inc. | PFE | Health Care | 1.46 |
Viatris, Inc. | VTRS | Health Care | 1.35 |
Jacobs Solutions Inc. | J | Industrials | 1.12 |
Cigna Group | CI | Health Care | 1.10 |
L3Harris Technologies Inc | LHX | Industrials | 1.08 |
General Dynamics Corporation | GD | Industrials | 1.03 |
Kinder Morgan Inc Class P | KMI | Energy | .95 |
T-Mobile US, Inc. | TMUS | Communication Services | .94 |
Total | 12.29 | ||
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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 (%) | -3.75 | 0.66 | 4.03 | 6.16 | 6.31 | 11.05 | 5.04 | 7.32 | 7.04 |
Excess return (%) relative to the MSCI World NR USD | -3.94 | -4.66 | -0.27 | -3.58 | 2.34 | -0.05 | -2.81 | -1.39 | -2.95 |
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 (%) | -5.16 | 0.23 | 7.66 | 10.21 | 5.20 | 10.43 | 2.60 | 3.86 | 5.65 |
NN Group N.V. (NN)
1.37%
Porsche Automobil Holding SE Pref (PAH3)
1.31%
Nokia Oyj (NOKIA)
1.21%
NatWest Group Plc (NWG)
1.20%
Teleperformance SA (TEP)
1.17%
DCC Plc (DCC)
1.14%
British American Tobacco p.l.c. (BATS)
1.13%
Stellantis N.V. (STLAM)
1.09%
Mercedes-Benz Group AG (MBG)
1.06%
Liberty Global Plc Class A (LBTYA)
1.02%
Weight of Top 10 Within Portfolio
11.71%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
NN Group N.V. | NN | Financials | 1.37 |
Porsche Automobil Holding SE Pref | PAH3 | Consumer Discretionary | 1.31 |
Nokia Oyj | NOKIA | Information Technology | 1.21 |
NatWest Group Plc | NWG | Financials | 1.20 |
Teleperformance SA | TEP | Industrials | 1.17 |
DCC Plc | DCC | Industrials | 1.14 |
British American Tobacco p.l.c. | BATS | Consumer Staples | 1.13 |
Stellantis N.V. | STLAM | Consumer Discretionary | 1.09 |
Mercedes-Benz Group AG | MBG | Consumer Discretionary | 1.06 |
Liberty Global Plc Class A | LBTYA | Communication Services | 1.02 |
Total | 11.71 | ||
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 (%) | 0.28 | 6.60 | 8.65 | 7.82 | 11.07 | 5.62 | 0.18 | 4.04 | 2.78 |
Astellas Pharma Inc. (4503)
2.60%
FUJIFILM Holdings Corp (4901)
2.59%
Shionogi & Co., Ltd. (4507)
2.21%
Mitsubishi Estate Company, Limited (8802)
2.18%
Kansai Electric Power Company, Incorporated (9503)
2.14%
Olympus Corp. (7733)
2.07%
NEC Corp. (6701)
1.88%
Nippon Telegraph and Telephone Corporation (9432)
1.88%
Terumo Corporation (4543)
1.80%
Isuzu Motors Limited (7202)
1.78%
Weight of Top 10 Within Portfolio
21.13%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Astellas Pharma Inc. | 4503 | Health Care | 2.60 |
FUJIFILM Holdings Corp | 4901 | Information Technology | 2.59 |
Shionogi & Co., Ltd. | 4507 | Health Care | 2.21 |
Mitsubishi Estate Company, Limited | 8802 | Real Estate | 2.18 |
Kansai Electric Power Company, Incorporated | 9503 | Utilities | 2.14 |
Olympus Corp. | 7733 | Health Care | 2.07 |
NEC Corp. | 6701 | Information Technology | 1.88 |
Nippon Telegraph and Telephone Corporation | 9432 | Communication Services | 1.88 |
Terumo Corporation | 4543 | Health Care | 1.80 |
Isuzu Motors Limited | 7202 | Consumer Discretionary | 1.78 |
Total | 21.13 | ||
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 |