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Global Index Data
Selected Major Indexes Sorted By YTD Returns
March/April 2013
Total Return % Annualized Return %
Index Name 2012 2011 2010 2009 2008 2007 2006 2005 3-Yr 5-Yr 10-Yr 15-Yr Sharpe Std Dev
Citigroup Greek GBI 89.73 -61.30 -25.78 6.98 -3.84 13.25 11.88 -8.95 -18.32 -10.93 -0.62 - -0.08 55.10
MSCI Turkey* 60.53 -36.78 18.36 92.00 -63.38 70.04 -9.22 51.60 6.30 -3.32 19.79 5.42 0.34 32.47
Citigroup Portuguese GBI 58.27 -24.91 -14.51 7.72 3.85 13.45 11.78 -9.57 0.53 2.59 6.54 6.18 0.15 27.15
S&P 500/Citi Pure Value 25.59 -0.81 23.06 55.21 -47.87 -3.69 20.04 13.43 15.30 4.40 11.26 8.14 0.82 19.78
S&P SmallCap 600/Citi Pure Value 21.64 -7.50 29.18 63.58 -41.73 -18.61 21.44 11.58 13.28 6.74 10.71 8.40 0.62 24.88
MSCI EMU 21.17 -17.64 -4.25 31.41 -47.57 19.55 36.29 8.80 -1.51 -8.02 7.33 4.19 0.07 26.76
STOXX Europe TMI 20.06 -11.80 5.10 37.50 -46.75 13.07 35.39 10.11 3.63 -4.01 8.96 5.01 0.26 22.72
MSCI EAFE Small Cap 20.00 -15.94 22.04 46.78 -47.01 1.45 19.31 26.19 7.17 -0.86 11.93 - 0.44 20.12
Russell Micro Cap 19.75 -9.27 28.89 27.48 -39.78 -8.00 16.54 2.57 11.87 1.46 8.42 - 0.62 21.50
S&P MidCap 400/Citi Pure Value 19.62 -5.07 23.19 59.18 -42.58 -3.20 19.31 9.37 11.84 5.04 10.84 8.79 0.65 20.32
Barclays Global High Yield 19.60 3.12 14.82 59.40 -26.89 3.18 13.69 3.59 12.30 10.54 11.63 8.50 1.32 9.10
JPM EMBI Global 18.54 8.46 12.04 28.18 -10.91 6.28 9.88 10.73 12.94 10.47 11.56 10.22 1.89 6.53
NASDAQ 100 18.35 3.66 20.14 54.61 -41.57 19.24 7.28 1.89 13.80 5.89 11.12 - 0.81 17.92
MSCI EM 18.22 -18.42 18.88 78.51 -53.33 39.42 32.14 34.00 4.66 -0.92 16.52 - 0.31 21.80
Russell 2000 Value 18.05 -5.50 24.50 20.58 -28.92 -9.78 23.48 4.71 11.57 3.55 9.50 7.19 0.64 20.17
Wilshire 4500 Completion 17.99 -4.10 28.43 36.99 -39.03 5.39 15.28 10.03 13.27 3.95 10.67 6.43 0.75 18.81
Barclays EM 17.95 6.97 12.84 34.23 -14.75 5.15 9.96 12.27 12.50 10.25 11.63 10.09 1.80 6.66
S&P MidCap 400 17.88 -1.73 26.64 37.38 -36.23 7.98 10.32 12.56 13.62 5.15 10.53 9.14 0.79 18.16
MSCI EAFE Value 17.69 -12.17 3.25 34.23 -44.09 5.96 30.38 13.80 2.19 -4.34 8.57 5.41 0.20 20.56
Wilshire US REIT 17.59 9.24 28.60 28.60 -39.20 -17.55 35.97 13.82 18.21 5.25 11.57 9.08 0.99 18.54
Russell 3000 Value 17.55 -0.10 16.23 19.76 -36.25 -1.01 22.34 6.85 10.92 0.83 7.54 5.38 0.72 16.03
MSCI EAFE 17.32 -12.14 7.75 31.78 -43.38 11.17 26.34 13.54 3.56 -3.69 8.21 4.38 0.27 19.65
S&P MidCap 400/Citi Pure Growth 17.29 0.62 35.16 60.34 -35.17 10.30 4.98 12.06 16.84 10.64 14.01 12.41 0.90 19.18
MSCI EAFE Growth 16.86 -12.11 12.25 29.36 -42.70 16.45 22.33 13.28 4.85 -3.09 7.77 3.18 0.34 19.12
MSCI ACWI Ex USA 16.83 -13.71 11.15 41.45 -45.53 16.65 26.65 16.62 3.87 -2.89 9.74 - 0.29 19.53
MSCI AC Asia Paciûc 16.78 -15.11 17.02 37.59 -41.85 14.29 16.49 23.34 5.07 -1.48 9.73 - 0.37 16.88
Wilshire 5000 Growth 16.78 -0.75 16.57 37.93 -37.91 10.65 9.73 7.43 10.55 2.96 8.04 3.95 0.66 17.26
Russell 3000 16.42 1.03 16.93 28.34 -37.31 5.14 15.72 6.12 11.20 2.04 7.68 4.81 0.74 15.95
Russell 2000 16.35 -4.18 26.85 27.17 -33.79 -1.57 18.37 4.55 12.25 3.56 9.72 5.89 0.66 20.48
S&P SmallCap 600 16.33 1.02 26.31 25.57 -31.07 -0.30 15.12 7.68 14.07 5.14 10.45 7.71 0.78 19.22
MSCI ACWI 16.13 -7.35 12.67 34.63 -42.19 11.66 20.95 10.84 6.63 -1.16 8.11 - 0.45 17.37
Wilshire 5000 Total Market 16.06 0.98 17.16 28.30 -37.23 5.62 15.77 6.38 11.15 2.03 7.85 4.86 0.74 15.80
S&P 500 16.00 2.11 15.06 26.46 -37.00 5.49 15.79 4.91 10.87 1.66 7.10 4.47 0.74 15.30
Russell Top 50 Mega Cap 15.66 4.35 9.47 20.46 -33.85 4.92 18.21 0.82 9.73 1.03 5.55 - 0.70 14.58
S&P 500/Citi Pure Growth 15.43 0.75 27.65 50.85 -38.99 6.64 7.43 7.31 14.07 6.44 10.76 7.97 0.80 18.41
Wilshire 5000 Value 15.24 2.76 17.53 18.77 -36.31 1.11 21.63 5.71 11.65 1.03 7.54 5.48 0.82 14.77
Russell 3000 Growth 15.21 2.18 17.64 37.01 -38.44 11.40 9.46 5.17 11.46 3.15 7.69 3.60 0.74 16.21
Russell 2000 Growth 14.59 -2.91 29.09 34.47 -38.54 7.05 13.35 4.15 12.82 3.49 9.80 4.04 0.67 21.01
MSCI BRIC 14.54 -22.85 9.57 93.12 -59.40 58.87 56.36 44.19 -1.07 -5.36 19.78 - 0.07 24.01
S&P Global 100 13.43 -3.18 5.79 26.71 -36.44 11.38 20.42 5.47 5.13 -1.32 6.68 4.08 0.36 17.62
S&P SmallCap 600/Citi Pure Growth 13.03 5.21 28.74 37.70 -33.10 1.49 9.79 7.10 15.25 7.12 11.73 9.51 0.85 18.65
DJ Industrial Average 10.24 8.38 14.06 22.68 -31.93 8.88 19.05 1.72 10.87 2.62 7.32 5.80 0.82 13.62
Barclays US Credit 9.37 8.35 8.47 16.04 -3.08 5.11 4.26 1.96 8.73 7.65 6.23 6.58 2.27 3.69
Dow Jones Transportation Average 7.55 0.01 26.74 18.58 -21.41 1.43 9.81 11.65 10.88 4.90 10.28 4.72 0.61 19.99
Barclays US Treasury US TIPS 6.98 13.56 6.31 11.41 -2.35 11.64 0.41 2.84 8.90 7.04 6.65 7.32 1.94 4.40
Barclays Municipal 6.78 10.70 2.38 12.91 -2.47 3.36 4.84 3.51 6.57 5.91 5.10 5.42 1.69 3.76
Alerian MLP 4.80 13.88 35.85 76.41 -36.91 12.72 26.07 6.32 17.48 12.53 16.48 15.17 1.26 13.56
Barclays Global Aggregate 4.32 5.64 5.54 6.93 4.79 9.48 6.64 -4.49 5.17 5.44 5.98 5.87 1.02 4.97
Barclays US Aggregate Bond 4.21 7.84 6.54 5.93 5.24 6.97 4.33 2.43 6.19 5.95 5.18 5.96 2.46 2.42
Barclays US Government 2.02 9.02 5.52 -2.20 12.39 8.66 3.48 2.65 5.48 5.23 4.66 5.69 1.60 3.32
Barclays Treasury 1.99 9.81 5.87 -3.57 13.74 9.01 3.08 2.79 5.84 5.40 4.75 5.74 1.54 3.68
Barclays Global Treasury 1.83 6.33 5.90 2.63 10.23 10.57 6.44 -6.66 4.67 5.34 6.08 5.89 0.82 5.65
Citigroup WGBI 1.65 6.35 5.17 2.55 10.89 10.95 6.12 -6.88 4.37 5.27 6.04 5.97 0.78 5.59
Dow Jones Utilities Average 1.64 19.71 6.46 12.47 -27.84 20.11 16.63 25.14 9.01 1.01 12.00 7.49 0.89 10.18
S&P GSCI 0.08 -1.18 9.03 13.48 -46.49 32.67 -15.09 25.55 2.54 -8.12 2.75 3.18 0.22 20.45
DJ UBS Commodity -1.06 -13.32 16.83 18.91 -35.65 16.23 2.07 21.36 0.07 -5.17 4.09 4.04 0.09 17.91
Citigroup Japanese GBI -9.43 7.74 17.54 -1.76 27.82 9.47 -0.65 -12.56 4.67 7.57 4.78 4.74 0.50 9.82
S&P Diversiûed Trends Indicator -11.21 -5.58 -2.82 -5.88 8.29 10.66 5.74 7.55 -6.60 -3.65 - - -0.86 7.70
HSBC Global Gold -11.85 -16.68 33.57 33.36 -23.93 20.70 17.28 30.28 -0.64 -0.09 9.32 8.64 0.10 26.64
MSCI Argentina* -38.86 -42.64 70.06 61.12 -55.32 -5.36 66.07 59.68 -15.82 -15.56 10.30 -2.25 -0.28 36.74
Source: Morningstar. (Nasdaq-100 index data provided by Morningstar and Nasdaq OMX.) Data as of December 31, 2012. All returns are in US dollars, unless noted.
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.
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March / April 2013