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Global Index Data
Selected Major Indexes Sorted By YTD Returns January/February 2010
Index Name YTD 2008 2007 2006
MSCI Sri Lanka*
142.56
Citigroup ESBI Brady
119.38
MSCI Indonesia*
102.75
MSCI BRIC*
76.69
MSCI Pacific Ex Japan
65.14
MSCI EM
64.65
Barclays Global High Yield
54.54
Barclays US Corporate High Yield 51.65
MSCI EAFE Small Cap
45.69
MSCI Nordic Countries
44.10
NASDAQ 100*
37.59
JSE Gold USD South Africa
34.77
S&P 500 Equal Weighted
32.70
MSCI EAFE Value
30.74
MSCI Europe
30.03
S&P MidCap 400/Citi Growth 29.00
MSCI EAFE
27.36
MSCI AC World
26.68
JPM EMBI Global
26.44
Russell 1000 Growth
25.39
Russell 3000 Growth
25.00
JP Morgan EMBI
24.37
S&P Midcap 400
24.23
MSCI EAFE Growth
24.05
MSCI Pacific
22.32
S&P 500/Citi Growth
21.81
Russell 2000 Growth
20.15
S&P MidCap 400/Citi Value
19.65
Russell 1000
18.41
Russell 3000
18.07
S&P 1500
17.42
S&P 500
17.05
Russell Micro Cap
16.22
Barclays US Credit
15.52
S&P SmallCap 600/Citi Growth 15.15
S&P 100
14.27
Russell 2000
14.12
DJ Industrial Average
13.65
S&P Smallcap 600
12.65
DJ UBS Commodity
12.64
FTSE NAREIT All REITs
12.08
S&P 500/Citi Value
12.06
Barclays Municipal
11.61
Russell 1000 Value
11.33
Russell 3000 Value
11.12
S&P GSCI
10.82
Barclays US Treasury US TIPS 10.82
S&P SmallCap 600/Citi Value 10.21
Russell 2000 Value
8.63
Barclays Global Aggregate
8.35
Dow Jones Composite Average 8.30
Barclays US Aggregate Bond
6.24
Dow Jones Transportation Average 4.00
Dow Jones Utilities Average
1.59
ML US Treasury Bill 3 Mon
0.19
MSCI Morocco*
-0.62
Barclays US Government
-1.20
Barclays Treasury
-2.34
NCREIF Property
-15.07
ML US Treasury STRIPS CM 30 Yr -40.93
-62.09
-60.81
-57.57
-60.27
-50.50
-53.33
-26.89
-26.16
-47.01
-53.52
-41.89
-29.97
-39.72
-44.09
-46.42
-37.61
-43.38
-42.20
-10.91
-38.44
-38.44
-9.70
-36.23
-42.70
-36.42
-34.92
-38.54
-34.87
-37.60
-37.31
-36.72
-37.00
-39.78
-3.08
-32.94
-35.31
-33.79
-31.93
-31.07
-35.65
-37.34
-39.22
-2.47
-36.85
-36.25
-46.49
-2.35
-29.51
-28.92
4.79
-27.94
5.24
-21.41
-27.84
2.06
-12.97
12.39
13.74
-6.46
84.22
-15.15
-3.32
50.81
56.12
30.73
39.39
3.18
1.87
1.45
21.24
18.67
-18.00
1.53
5.96
13.86
13.50
11.17
11.66
6.28
11.81
11.40
6.45
7.98
16.45
5.30
9.13
7.05
2.65
5.77
5.14
5.47
5.49
-8.00
5.11
5.60
6.12
-1.57
8.88
-0.30
16.23
-17.83
1.99
3.36
-0.17
-1.01
32.67
11.64
-5.54
-9.78
9.48
8.88
6.97
1.43
20.11
5.03
44.02
8.66
9.01
15.84
12.97
42.78
23.86
69.61
52.87
32.02
32.17
13.69
11.85
19.31
39.26
6.79
5.54
15.80
30.38
33.72
5.81
26.34
20.95
9.88
9.07
9.46
10.49
10.32
22.33
12.20
11.01
13.35
14.62
15.46
15.72
15.34
15.79
16.54
4.26
10.54
18.47
18.37
19.05
15.12
2.07
34.35
20.80
4.84
22.25
22.34
-15.09
0.41
19.57
23.48
6.64
15.71
4.33
9.81
16.63
4.83
62.65
3.48
3.08
16.59
-21.45
Total Return % Annualized Return %
2005 2004 2003 2002 3-Yr 5-Yr 10-Yr 15-Yr
Source: Morningstar. Data as of October 30, 2009. All returns are in dollars, unless noted. YTD is year-to-date. 3-, 5-, 10- and 15-year returns are annualized. Sharpe is 12-month Sharpe ratio.
Std Dev is 3-year standard deviation. *Indicates price returns. All other indexes are total return.
30.70
5.95
12.56
39.81
13.81
34.00
3.59
2.74
26.19
15.65
1.49
43.34
8.06
13.80
9.42
14.39
13.54
10.84
10.73
5.26
5.17
11.86
12.56
13.28
22.64
1.14
4.15
10.80
6.27
6.12
5.66
4.91
2.57
1.96
7.02
1.17
4.55
1.72
7.68
21.36
8.29
8.71
3.51
7.05
6.85
25.55
2.84
8.33
4.71
-4.49
9.49
2.43
11.65
25.14
3.06
8.69
2.65
2.79
20.06
18.82
7.81
11.50
44.54
13.63
28.46
25.55
13.17
11.13
30.78
27.45
10.44
-27.75
16.95
24.33
20.88
15.79
20.25
15.23
11.73
6.30
6.93
11.77
16.48
16.12
18.98
6.97
14.31
17.19
11.40
11.95
11.78
10.88
14.14
5.24
24.27
6.43
18.33
5.31
22.65
9.15
30.41
15.03
4.48
16.49
16.94
17.28
8.46
21.06
22.25
9.27
15.58
4.34
27.73
30.24
1.33
17.62
3.48
3.54
14.48
16.23
42.09
31.68
69.97
84.18
45.77
55.82
32.42
28.97
61.35
43.37
49.12
11.47
40.97
45.30
38.54
37.32
38.59
33.99
25.66
29.75
30.97
28.82
35.62
31.99
38.48
27.08
48.54
33.80
29.89
31.06
29.59
28.68
66.36
7.70
38.50
26.25
47.25
28.28
38.79
23.93
38.47
30.36
5.31
30.03
31.14
20.72
8.40
39.20
46.03
12.51
29.40
4.10
31.84
29.39
1.15
43.02
2.36
2.24
8.99
0.57
29.76
4.98
38.10
-15.18
-6.42
-6.17
4.13
-1.41
-7.82
-25.84
-37.58
130.33
-18.18
-15.91
-18.38
-19.71
-15.94
-19.32
13.11
-27.88
-28.03
14.24
-14.53
-16.02
-9.29
-28.10
-30.26
-9.51
-21.65
-21.54
-21.31
-22.10
-16.10
10.52
-16.57
-22.59
-20.48
-15.01
-14.63
25.91
5.22
-16.59
9.60
-15.52
-15.18
32.07
16.57
-12.93
-11.43
16.52
-15.94
10.25
-11.48
-23.38
1.78
-12.71
11.50
11.79
6.74
21.37
-2.02
-2.82
14.37
8.52
5.28
6.34
6.31
5.46
-5.50
-3.29
-1.27
-3.44
-5.70
-6.17
-5.35
-2.27
-5.22
-4.92
6.86
-4.05
-4.28
6.87
-4.22
-4.32
-4.98
-3.96
-6.88
-6.19
-6.84
-6.98
-6.81
-7.02
-12.50
5.77
-5.74
-6.69
-8.51
-4.41
-7.34
-5.36
-15.87
-10.20
4.17
-9.79
-9.84
-8.30
6.10
-8.96
-10.26
7.91
-4.87
6.35
-7.09
-3.30
2.69
9.41
6.57
6.66
-1.29
6.63
7.03
2.52
23.52
21.21
12.46
16.78
7.37
6.13
5.86
7.96
2.32
-0.12
2.20
5.11
5.36
4.12
5.10
3.73
8.50
1.27
1.26
8.84
3.24
5.03
4.52
0.76
0.95
2.27
0.71
0.71
0.61
0.33
-2.57
4.64
1.28
0.08
0.59
1.95
1.26
-0.39
-1.63
-0.25
4.15
-0.05
-0.05
-6.40
4.83
1.15
0.08
5.70
3.10
5.05
2.05
6.73
3.09
22.67
5.02
5.03
6.16
2.99
9.82
8.14
11.29
13.90
9.64
11.16
8.72
6.51
-
3.87
-4.48
4.54
4.55
3.90
2.80
6.66
2.04
0.96
11.16
-3.39
-3.14
11.70
6.45
0.02
0.42
-2.97
0.12
6.14
-0.46
-0.14
-0.19
-0.95
-
6.54
6.11
-2.00
4.11
1.25
6.48
7.10
8.87
0.47
5.66
1.70
2.11
5.66
7.62
6.60
7.53
6.48
2.69
6.31
3.02
5.56
3.07
6.80
6.19
6.20
7.83
6.56
-1.56
-
0.33
-
6.08
-
8.95
7.23
-
10.58
9.75
-4.97
9.14
5.85
7.74
-
4.38
-
11.77
6.12
5.90
12.19
10.64
2.80
0.01
7.36
4.08
-
7.49
7.37
-
7.33
-
7.16
-
7.45
6.85
8.59
-
6.03
8.61
-
6.08
8.19
8.19
4.74
-
-
9.02
6.73
8.70
6.85
7.35
9.14
3.83
-
6.69
6.68
9.08
9.01
Sharpe
0.11
0.12
0.48
0.35
0.24
0.28
0.30
0.26
-0.16
-0.02
-0.04
0.03
-0.21
-0.21
-0.18
-0.08
-0.20
-0.21
0.40
-0.23
-0.24
0.41
-0.17
-0.18
-0.24
-0.26
-0.26
-0.25
-0.37
-0.37
-0.37
-0.40
-0.48
0.43
-0.22
-0.41
-0.33
-0.29
-0.28
-0.22
-0.34
-0.49
0.31
-0.49
-0.49
-0.19
0.45
-0.34
-0.39
0.75
-0.32
0.93
-0.26
-0.27
1.11
0.40
0.86
0.78
-
0.28
Std Dev
48.50
43.03
45.75
37.69
29.80
32.98
17.54
17.11
26.84
31.80
23.50
39.18
24.60
25.67
25.68
23.53
24.01
22.59
12.44
19.63
19.93
12.13
23.51
22.91
21.59
18.27
24.64
23.88
20.01
20.29
19.96
19.58
25.52
8.05
24.14
18.56
24.68
18.07
24.53
23.48
36.98
21.95
6.01
21.18
21.42
31.48
8.78
25.25
25.54
7.27
18.08
4.03
25.23
16.32
0.64
23.66
4.79
5.39
-
31.33
www.journalofindexes.com January/February 2010
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