
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 (%) | -1.58 | -1.12 | 9.47 | -0.69 | -6.32 | 17.75 | 8.66 | 11.40 | 9.30 |
Excess return (%) relative to the S&P 500 Composite TR USD | -3.18 | -6.21 | -2.13 | -6.04 | 5.21 | -0.69 | -2.07 | -0.61 | -1.88 |
Royalty Pharma Plc Class A (RPRX)
1.89%
CVS Health Corporation (CVS)
1.15%
Johnson & Johnson (JNJ)
.84%
NextEra Energy, Inc. (NEE)
.84%
McKesson Corporation (MCK)
.83%
Intercontinental Exchange, Inc. (ICE)
.80%
Bunge Limited (BG)
.77%
Pfizer Inc. (PFE)
.77%
Coca-Cola Company (KO)
.77%
Williams Companies, Inc. (WMB)
.75%
Weight of Top 10 Within Portfolio
9.42%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Royalty Pharma Plc Class A | RPRX | Health Care | 1.89 |
CVS Health Corporation | CVS | Health Care | 1.15 |
Johnson & Johnson | JNJ | Health Care | .84 |
NextEra Energy, Inc. | NEE | Utilities | .84 |
McKesson Corporation | MCK | Health Care | .83 |
Intercontinental Exchange, Inc. | ICE | Financials | .80 |
Bunge Limited | BG | Consumer Staples | .77 |
Pfizer Inc. | PFE | Health Care | .77 |
Coca-Cola Company | KO | Consumer Staples | .77 |
Williams Companies, Inc. | WMB | Energy | .75 |
Total | 9.42 | ||
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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 (%) | -0.20 | 5.04 | 25.30 | 5.59 | -1.40 | 15.70 | 4.97 | 7.80 | 7.21 |
Excess return (%) relative to the MSCI World NR USD | -1.29 | -0.22 | 10.44 | -0.05 | 9.06 | -0.49 | -2.62 | -0.83 | -2.22 |
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 (%) | -0.53 | 8.51 | 33.99 | 9.71 | -3.19 | 16.43 | 2.33 | 4.43 | 5.78 |
Porsche Automobil Holding SE Pref (PAH3)
1.35%
Enel SpA (ENEL)
1.13%
DCC Plc (DCC)
1.13%
Roche Holding Ltd Dividend Right Cert. (ROG)
1.04%
Deutsche Telekom AG (DTE)
1.03%
Tele2 AB Class B (TEL2B)
.99%
RWE AG (RWE)
.98%
Imperial Brands PLC (IMB)
.94%
Endesa S.A. (ELE)
.92%
NatWest Group Plc (NWG)
.92%
Weight of Top 10 Within Portfolio
10.43%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
Porsche Automobil Holding SE Pref | PAH3 | Consumer Discretionary | 1.35 |
Enel SpA | ENEL | Utilities | 1.13 |
DCC Plc | DCC | Industrials | 1.13 |
Roche Holding Ltd Dividend Right Cert. | ROG | Health Care | 1.04 |
Deutsche Telekom AG | DTE | Communication Services | 1.03 |
Tele2 AB Class B | TEL2B | Communication Services | .99 |
RWE AG | RWE | Utilities | .98 |
Imperial Brands PLC | IMB | Consumer Staples | .94 |
Endesa S.A. | ELE | Utilities | .92 |
NatWest Group Plc | NWG | Financials | .92 |
Total | 10.43 | ||
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 (%) | 3.22 | 5.12 | 17.28 | 4.36 | 1.72 | 6.11 | -0.71 | 4.24 | 2.09 |
NEC Corp. (6701)
3.01%
Astellas Pharma Inc. (4503)
2.54%
Shionogi & Co., Ltd. (4507)
2.22%
Itochu Corporation (8001)
2.21%
Kirin Holdings Company, Limited (2503)
2.14%
Mcdonalds Holdings Company Japan, Ltd. (2702)
2.09%
Kikkoman Corporation (2801)
2.03%
Nippon Telegraph and Telephone Corporation (9432)
2.02%
Kansai Electric Power Company, Incorporated (9503)
1.99%
Terumo Corporation (4543)
1.99%
Weight of Top 10 Within Portfolio
22.24%
Component | Ticker | Sector* | Weight (%) |
---|---|---|---|
NEC Corp. | 6701 | Information Technology | 3.01 |
Astellas Pharma Inc. | 4503 | Health Care | 2.54 |
Shionogi & Co., Ltd. | 4507 | Health Care | 2.22 |
Itochu Corporation | 8001 | Industrials | 2.21 |
Kirin Holdings Company, Limited | 2503 | Consumer Staples | 2.14 |
Mcdonalds Holdings Company Japan, Ltd. | 2702 | Consumer Discretionary | 2.09 |
Kikkoman Corporation | 2801 | Consumer Staples | 2.03 |
Nippon Telegraph and Telephone Corporation | 9432 | Communication Services | 2.02 |
Kansai Electric Power Company, Incorporated | 9503 | Utilities | 1.99 |
Terumo Corporation | 4543 | Health Care | 1.99 |
Total | 22.24 | ||
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 |