| | Equity Indexes Worldwide | | | | | | (In Local Currencies) | | | | | | | | | | | | | | | | | | Price Return (%) | | | | | | | 2001(period ended
3/31) | | | 2000 | | | Country | Index | 12 Mos | 1st Qtr | 2000 | 4th Qtr | 3rd Qtr | 2nd Qtr | 1st Qtr | | Americas | | | | | | | | | | Argentina | Merval | -22.03 | 6.49 | -24.29 | -12.34 | -4.32 | -12.71 | 3.41 | | Brazil | BOVESPA | -18.98 | -5.38 | -10.72 | -4.18 | -4.80 | -6.13 | 4.26 | | Canada | TSE 300 | -19.60 | -14.84 | 6.18 | -13.92 | 1.79 | 7.75 | 12.46 | | Chile | IGPA | -3.85 | 1.53 | -5.78 | 0.40 | -1.43 | -4.31 | -0.51 | | Mexico | IPC | -23.35 | 1.34 | -20.73 | -10.77 | -8.83 | -7.02 | 4.82 | | USA | Dow Jones Ind Avg | -9.55 | -8.42 | -6.18 | 1.28 | 1.94 | -4.34 | -5.00 | | USA | S&P 500 | -22.57 | -12.11 | -10.14 | -8.09 | -1.24 | -2.93 | 2.00 | | Venezuela | Caracas General | 33.87 | 7.79 | 25.97 | -0.56 | -2.41 | 27.96 | 1.44 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Asia/Pacific | | | | | | | | | | Australia | All Ordinaries | -1.16 | -1.83 | 0.07 | -2.82 | -0.35 | 3.97 | -0.61 | | China | Shanghai A Share | 15.61 | 1.02 | 51.00 | 8.19 | -1.04 | 6.90 | 31.94 | | China | Shenzhen A Share | 11.84 | -1.03 | 58.07 | 7.44 | -1.90 | 7.21 | 39.88 | | Hong Kong | Hang Seng | -26.69 | -15.47 | -11.00 | -3.54 | -3.14 | -7.19 | 2.62 | | Indonesia | JSE Composite | -34.67 | -8.47 | -38.50 | -1.19 | -18.20 | -11.69 | -13.83 | | Japan | Nikkei 225 | -36.08 | -5.70 | -27.19 | -12.46 | -9.56 | -14.39 | 7.41 | | Korea | KSE Composite (KOSPI)-39.23 | 3.69 | -50.92 | -17.71 | -25.33 | -4.61 | -16.26 | | Malaysia | KLSE Composite | -33.55 | -4.73 | -16.33 | -4.75 | -14.38 | -14.47 | 19.95 | | New Zealand | NZSE 40 Capital | -1.14 | 6.79 | -13.82 | -5.37 | -2.53 | 0.37 | -6.92 | | Philippines | PSE Composite | -13.99 | -3.22 | -30.26 | 4.18 | -6.49 | -8.78 | -21.52 | | Singapore | ST Indls. & Commls. | -21.49 | -13.11 | -22.29 | -3.52 | -2.01 | -4.44 | -13.99 | | Taiwan | Weighted Average | -41.17 | 22.22 | -43.85 | -26.25 | -22.17 | -16.13 | 16.64 | | Thailand | SET | -27.07 | 8.45 | -44.14 | -2.92 | -14.86 | -18.64 | -16.93 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Europe | | | | | | | | | | Austria | ATX | 5.00 | 10.55 | -10.40 | -7.57 | 2.80 | -0.04 | -5.66 | | Belgium | BEL-20 | 2.18 | -6.15 | -9.46 | -1.03 | 3.48 | 6.32 | -16.84 | | Denmark | KFX | 0.86 | -6.19 | 22.77 | -6.26 | 16.47 | -1.51 | 14.18 | | Finland | HEX General | -50.00 | -35.99 | -10.60 | -0.08 | -14.22 | -8.87 | 14.45 | | France | CAC 40 | -17.59 | -12.59 | -0.54 | -5.43 | -2.79 | 2.55 | 5.50 | | Germany | DAX | -24.38 | -9.52 | -8.77 | -5.43 | -1.55 | -10.24 | 9.16 | | Greece | ASE General | -36.49 | -10.16 | -38.77 | -18.91 | 3.07 | -15.42 | -13.40 | | Ireland | ISEQ | -9.56 | -1.05 | 10.63 | -4.42 | 11.49 | -14.24 | 21.05 | | Italy | MIBTEL | -13.47 | -9.60 | 4.65 | -3.19 | -1.34 | 0.22 | 9.33 | | Netherlands | AEX | -15.69 | -12.43 | -5.04 | -3.62 | -1.58 | 1.49 | -1.36 | | Norway | OSE All-Share | -5.08 | -4.48 | -1.68 | -12.08 | 10.69 | 2.10 | -1.05 | | South Africa | JSE Overall | 2.53 | -2.01 | -2.54 | 0.63 | 7.32 | -3.11 | -6.85 | | Spain | IBEX 35 | -22.01 | 2.18 | -21.75 | -16.81 | 3.48 | -11.34 | 2.52 | | Sweden | SF General | -36.64 | -18.00 | -12.01 | -12.46 | -5.65 | -6.44 | 13.87 | | Switzerland | ATB SMI | -3.50 | -11.89 | 7.47 | 5.47 | -0.62 | 4.49 | -1.88 | | United KingdomFTSE 100 | -13.86 | -9.46 | -10.21 | -1.14 | -0.29 | -3.48 | -5.63 | | | | | | | | | | | | | 2001 World Index Returns(%) | | | | | | | (In US$) | | | | | | | | | | | | | | | | | DJGI | FTSE | MSCI | SSBGEI (Salomon) | | Country | 1st Qtr | 12 Mos | 1st Qtr | 12 Mos | 1st Qtr | 12 Mos | 1st Qtr | 12 Mos | | | | | | | | | | | | Argentina | | | 5.89 | -30.33 | 6.54 | -25.90 | 5.16 | -27.39 | | Australia | -14.03 | -16.30 | -12.55 | -12.83 | -11.82 | -16.36 | -13.63 | -13.20 | | Austria | 3.50 | 1.05 | 3.67 | -1.49 | 4.24 | 1.63 | 1.39 | -4.15 | | Belgium | -14.88 | -8.41 | -11.57 | -2.64 | -11.28 | -6.91 | -13.18 | -15.99 | | Brazil | -14.68 | -25.40 | -14.21 | -28.04 | -12.20 | -22.37 | -13.88 | -24.66 | | Canada | -19.56 | -28.74 | -19.30 | -26.07 | -20.14 | -27.81 | -18.20 | -23.28 | | Chile | -2.18 | -20.82 | -4.46 | -22.80 | -2.81 | -20.16 | -3.00 | -19.50 | | China | | | 35.81 | 77.75 | -12.87 | -25.82 | 24.16 | 54.51 | | Colombia | | | 1.83 | -38.69 | 3.54 | -34.47 | 8.53 | -37.07 | | Czech Republic | | | -18.63 | -41.30 | -13.45 | -32.87 | -16.76 | -36.25 | | Denmark | -19.04 | -15.71 | -10.33 | -6.05 | -8.59 | -12.22 | -9.34 | -1.68 | | Egypt | | | -13.30 | -43.34 | -16.56 | -53.84 | -16.46 | -52.93 | | Finland | -43.23 | -55.49 | -42.88 | -53.57 | -42.75 | -56.21 | -41.57 | -52.95 | | France | -17.50 | -24.18 | -15.97 | -17.81 | -17.23 | -23.45 | -15.95 | -19.08 | | Germany | -16.73 | -33.18 | -13.35 | -23.05 | -14.83 | -32.03 | -14.74 | -27.83 | | Greece | -17.81 | -48.23 | -15.34 | -44.43 | -14.19 | -42.67 | -15.81 | -45.96 | | Hong Kong | -13.09 | -31.27 | -11.27 | -22.20 | -10.43 | -25.52 | -11.69 | -25.75 | | Hungary | | | -21.92 | -48.08 | -23.46 | -51.10 | -22.03 | -44.46 | | India | | | -10.09 | -36.69 | -13.77 | -43.40 | -18.65 | -48.46 | | Indonesia | -14.14 | -51.39 | -15.78 | -55.81 | -11.32 | -58.36 | -17.07 | -58.64 | | Ireland | -9.54 | -7.80 | -8.41 | -8.50 | -7.57 | -19.01 | -9.72 | -7.39 | | Israel | | | -25.69 | -15.47 | -31.00 | -25.29 | -32.89 | -37.72 | | Italy | -16.11 | -21.92 | -15.00 | -19.13 | -14.24 | -16.12 | -14.46 | -17.82 | | Japan | -10.03 | -37.04 | -9.82 | -36.22 | -8.74 | -35.27 | -8.84 | -36.02 | | Jordan | | | | | 5.32 | -13.56 | 4.84 | -11.29 | | Luxembourg | | | | | -29.08 | -51.74 | | | | Malaysia | -5.40 | -37.51 | -3.62 | -34.99 | -4.47 | -34.80 | -6.25 | -40.69 | | Mexico | 2.78 | -25.56 | 1.96 | -25.68 | 3.03 | -22.63 | 2.31 | -25.74 | | Morocco | | | 2.37 | -13.00 | 0.93 | -15.70 | 0.66 | -12.14 | | Netherlands | -17.04 | -20.38 | -16.26 | -17.69 | -15.59 | -16.91 | -15.27 | -18.03 | | New Zealand | -0.51 | -24.36 | 1.24 | -25.32 | 2.96 | -24.20 | 0.80 | -16.93 | | Norway | -19.95 | -20.13 | -9.26 | -9.73 | -7.82 | -2.72 | -8.54 | -9.08 | | Pakistan | | | -14.73 | -48.59 | -17.98 | -49.67 | -11.66 | -47.28 | | Peru | | | 13.14 | -19.22 | 11.20 | -24.77 | 9.84 | -13.21 | | Philippines | -3.67 | -29.26 | -0.37 | -27.20 | -3.04 | -29.13 | -1.98 | -29.28 | | Poland | | | -18.34 | -32.45 | -19.54 | -35.48 | -18.61 | -32.31 | | Portugal |
-10.06 |
-27.59 |
-9.52 |
-24.61 |
-9.30 |
-21.49 |
-9.32 |
-22.17 |
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Russia |
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|
7.68 |
-42.71 |
8.55 |
-38.52 |
15.92 |
-29.19 |
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Singapore |
-18.19 |
-26.15 |
-18.26 |
-25.20 |
-18.76 |
-26.44 |
-16.42 |
-24.47 |
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South Africa |
-8.50 |
-18.06 |
-7.26 |
-12.60 |
-9.45 |
-18.92 |
-9.48 |
-16.01 |
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South Korea |
1.90 |
-49.24 |
-0.23 |
-49.93 |
0.69 |
-48.20 |
2.63 |
-50.08 |
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Spain |
-5.32 |
-27.37 |
-3.39 |
-22.79 |
-2.84 |
-19.97 |
-3.41 |
-22.28 |
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Sri Lanka |
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|
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|
-12.07 |
-36.02 |
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Sweden |
-31.77 |
-53.93 |
-29.29 |
-51.62 |
-30.04 |
-53.52 |
-30.05 |
-52.83 |
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Switzerland |
-24.48 |
-13.96 |
-17.43 |
-5.57 |
-17.78 |
-8.12 |
-17.39 |
-6.34 |
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Taiwan |
22.74 |
-43.27 |
21.03 |
-46.32 |
18.02 |
-44.26 |
26.58 |
-46.39 |
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Thailand |
-0.07 |
-41.54 |
6.88 |
-40.04 |
6.53 |
-39.34 |
1.45 |
-46.94 |
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Turkey |
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|
-44.29 |
-68.66 |
-44.51 |
-68.12 |
-46.53 |
-73.23 |
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United Kingdom |
-13.53 |
-21.42 |
-13.58 |
-20.49 |
-13.04 |
-19.91 |
-12.90 |
-20.12 |
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United States |
-12.99 |
-24.66 |
-12.84 |
-23.14 |
-11.90 |
-24.84 |
-13.04 |
-22.00 |
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Venezuela |
7.88 |
23.50 |
4.27 |
12.17 |
5.17 |
1.05 |
8.30 |
18.37 |
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Note: FTSE’s Belgium index covers the Belgium and
Luxembourg markets. |
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2001 Regional Returns(%) |
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(In US$) |
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DJGI |
FTSE |
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MSCI |
SSBGEI (Salomon) |
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Regions |
1st Qtr |
12 Mos |
1st Qtr |
12 Mos |
1st Qtr |
12 Mos |
1st Qtr |
12 Mos |
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Americas |
-13.16 |
-24.68 |
-13.01 |
-23.33 |
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Asia Pacific |
-8.88 |
-35.38 |
-9.45 |
-34.45 |
-7.79 |
-34.95 |
-7.57 |
-34.62 |
|
Asia Pacific ex. Japan -6.08 |
-30.82 |
-8.34 |
-28.60 |
-5.90 |
-34.44 |
-4.42 |
-31.49 |
|
Emerging Markets |
0.16 |
-34.41 |
-3.27 |
-35.38 |
-5.62 |
-36.82 |
-1.79 |
-36.97 |
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EMU |
-16.87 |
-27.61 |
-15.79 |
-21.71 |
-16.35 |
-25.89 |
-16.09 |
-23.72 |
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EPAC |
|
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|
|
|
|
-13.97 |
-25.66 |
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Europe |
-16.88 |
-25.30 |
-15.61 |
-21.71 |
-15.91 |
-24.44 |
-15.49 |
-22.33 |
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STOXX |
-16.26 |
-25.05 |
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Latin America |
-7.17 |
-25.13 |
-5.53 |
-26.86 |
-4.16 |
-22.29 |
-5.66 |
-24.27 |
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Nordic |
-33.73 |
-50.66 |
-31.23 |
-46.03 |
-31.03 |
-48.15 |
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North America |
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|
-13.11 |
-23.26 |
-12.27 |
-24.92 |
-13.24 |
-22.05 |
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World |
-13.56 |
-27.00 |
-13.27 |
-24.76 |
-12.71 |
-26.59 |
-13.19 |
-24.03 |
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World Ex. US |
-14.25 |
-29.14 |
-13.75 |
-26.44 |
-13.45 |
-28.07 |
-13.37 |
-26.46 |
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Note: |
1.EMU represents each index family's coverage of
countries in the European Monetary Union. (Dow Jones Euro STOXX; FTSE
Eurobloc; MSCI EMU; Salomon Eurozone) |
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2.Broadest possible regional indexes used from
each index family. |
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2001 Dow Jones Global Indexes |
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Market Sectors (%) |
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Sector |
|
1st Qtr |
12 Mos |
Weight In World |
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| |
Dow Jones Global World Index |
-13.56 |
-27.00 |
|
100.00 |
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Basic Materials |
|
-8.18 |
-11.15 |
|
3.40 |
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Consumer, Cyclical |
|
-4.82 |
-24.70 |
|
14.09 |
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Consumer, Non-Cyclical |
-8.35 |
-6.71 |
|
7.08 |
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Energy |
|
-4.89 |
1.74 |
|
6.88 |
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Financial |
|
-11.67 |
-2.60 |
|
21.85 |
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Healthcare |
|
-16.12 |
3.51 |
|
10.90 |
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Industrials |
|
-14.22 |
-27.33 |
|
11.92 |
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Technology |
|
-28.71 |
-60.74 |
|
12.83 |
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Telecommunications |
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-12.43 |
-49.87 |
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7.07 |
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Utilities |
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-9.15 |
3.75 |
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3.97 |
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U.S. Variable Annuity Assets |
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By Underlying Index |
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Total Net |
Funds’ Average Total Return (%) |
|
Underlying |
Number |
Assets (Mil$) |
1st Qtr |
12 Mos |
Cal Yr |
|
Index |
of Funds |
2/28/01 |
2001 |
Ended 3/31 |
2000 |
|
Dow Jones Industrials 1 |
17.20 |
-8.13 |
-8.71 |
-5.56 |
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S&P Indexes |
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S&P 500 |
514 |
75,030.90 |
-12.06 |
-22.46 |
-10.03 |
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S&P MidCap 400 |
35 |
3,014.50 |
-11.08 |
-8.16 |
15.93 |
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S&P SmallCap 600 |
10 |
62.50 |
-6.68 |
-2.25 |
10.11 |
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Enhanced S&P 500 |
42 |
3,661.30 |
-12.23 |
-21.99 |
-7.92 |
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Enhanced S&P 400 |
3 |
100.50 |
-10.58 |
-7.25 |
19.08 |
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Enhanced S&P 600 |
3 |
26.60 |
-7.93 |
-2.02 |
9.06 |
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S&P 500-MidCap Blend |
3 |
1,363.10 |
-12.10 |
-21.82 |
-8.70 |
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S&P 500/BARRA Value |
1 |
371.90 |
-6.74 |
-1.93 |
5.34 |
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Russell Indexes |
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Russell 1000 Growth |
2 |
323.80 |
-17.51 |
-38.67 |
-22.84 |
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Russell 1000 Value |
1 |
5.70 |
-7.03 |
-3.13 |
4.05 |
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Russell 2000 |
65 |
1,594.00 |
-7.71 |
-18.61 |
-5.97 |
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Russell 3000 |
3 |
4,947.00 |
-12.15 |
-22.03 |
-7.56 |
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Enhanced Russell 2000 |
11 |
141.60 |
-26.77 |
-51.01 |
-36.91 |
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Wilshire Indexes |
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Wilshire 5000 |
4 |
64.70 |
-12.73 |
N/A |
N/A |
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Wilshire Small-Cap |
2 |
595.50 |
-6.58 |
-2.20 |
10.47 |
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REIT Indexes |
1 |
58.10 |
-0.78 |
22.03 |
26.29 |
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Technology |
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Nasdaq-100 |
4 |
16.60 |
-33.05 |
N/A |
N/A |
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Enhanced Nasdaq-100 |
1 |
24.20 |
-61.15 |
-92.11 |
-73.75 |
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Foreign Stocks |
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MSCI EAFE |
58 |
1,299.00 |
-13.67 |
-27.87 |
-17.28 |
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Europe |
4 |
43.00 |
-17.18 |
-33.02 |
-13.69 |
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Bond Funds |
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Lehman Brothers |
25 |
628.90 |
2.62 |
11.39 |
11.05 |
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Domestic Balanced Funds 6 |
1,581.90 |
-6.00 |
-8.90 |
-1.40 |
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Total Funds |
TNA (Mil$) |
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799 |
94,972.5 |
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| < FACE='Swiss721BT' SIZE='1'>
Source: Lipper |
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U.S. Mutual Funds Assets |
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By Underlying Index |
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Total Net |
Funds’ Average Total Return (%) |
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Underlying |
Number |
Assets (Mil$) |
1st Qtr |
12 Mos |
Cal Yr |
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Index |
of Funds |
2/28/01 |
2001 |
Ended 3/31 |
2000 |
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Dow Indexes |
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Dow Jones Industrials |
4 |
300.40 |
-7.41 |
-15.08 |
-11.26 |
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Enhanced Dow |
3 |
7.00 |
-9.06 |
-8.07 |
-7.01 |
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DJ Global Titans |
3 |
45.60 |
-11.75 |
N/A |
N/A |
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DJ Islamic Index |
1 |
16.70 |
-17.26 |
N/A |
-16.91 |
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S&P Indexes |
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S&P 500 |
173 |
219,722.40 |
-11.99 |
-22.13 |
-9.66 |
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S&P MidCap 400 |
11 |
893.10 |
-10.83 |
-7.46 |
18.17 |
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S&P SmallCap 600 |
21 |
2,024.40 |
-7.05 |
-2.13 |
10.07 |
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S&P 100 |
4 |
400.70 |
-14.25 |
-27.81 |
-13.33 |
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Enhanced S&P 500 |
26 |
2,238.90 |
-10.61 |
-16.40 |
-5.92 |
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Enhanced S&P 400 |
1 |
0.50 |
2.96 |
-77.08 |
-75.81 |
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Enhanced S&P 100 |
3 |
2,640.10 |
-7.30 |
-40.43 |
-31.68 |
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S&P Mid-Small Blend |
4 |
35.80 |
-9.75 |
-5.72 |
13.49 |
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S&P/BARRA 500 G |
6 |
11,388.50 |
-17.58 |
-38.72 |
-22.57 |
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|
|
|
|
|
| |
U.S. Mutual Funds Assets |
|
| |
By Underlying Index |
(continued) |
|
| |
|
Total Net |
Funds’ Average Total Return (%) |
|
Underlying |
Number |
Assets (Mil$) |
1st Qtr |
12 Mos |
Cal Yr |
|
Index |
of Funds |
2/28/01 |
2001 |
Ended 3/31 |
2000 |
|
S&P/BARRA 500 V |
5 |
5,382.70 |
-6.54 |
-1.08 |
6.07 |
|
S&P/BARRA 600 G |
3 |
430.30 |
-11.56 |
-13.53 |
4.77 |
|
S&P/BARRA 600 V |
3 |
683.80 |
-0.85 |
17.03 |
21.59 |
| |
|
|
|
|
|
|
Russell Indexes |
|
|
|
|
|
|
Russell 1000 |
1 |
11.70 |
-12.60 |
|
|
|
Enhanced Russell 1000 |
2 |
1,128.40 |
-11.81 |
-21.34 |
-7.41 |
|
Russell 2000 |
20 |
5,507.80 |
-7.32 |
-18.15 |
-6.38 |
|
Russell 3000 |
1 |
68.60 |
-12.19 |
N/A |
N/A |
| |
|
|
|
|
|
|
Schwab Indexes |
|
|
|
|
|
|
Schwab 1000 |
2 |
6,734.60 |
-12.56 |
-22.48 |
-8.16 |
|
Schwab Small-Cap |
2 |
1,513.00 |
-10.29 |
-11.89 |
3.78 |
| |
|
|
|
|
|
|
Wilshire Indexes |
|
|
|
|
|
|
Wilshire 4500 |
10 |
5,483.40 |
-16.06 |
-35.01 |
-15.23 |
|
Wilshire 5000 |
13 |
25,368.70 |
-12.48 |
-24.69 |
-10.82 |
|
Wilshire Small-Cap |
1 |
14.70 |
-9.90 |
-21.22 |
-8.34 |
|
Wilshire LC Growth |
2 |
541.60 |
-17.99 |
-33.56 |
-15.45 |
|
Wilshire LC Value |
2 |
96.10 |
-1.67 |
13.06 |
17.12 |
|
Wilshire SC Growth |
2 |
14.40 |
-14.15 |
-18.55 |
1.14 |
|
Wilshire SC Value |
2 |
26.60 |
0.77 |
17.98 |
13.28 |
| |
|
|
|
|
|
|
Bridgeway Indexes |
2 |
17.00 |
-3.57 |
-16.05 |
-7.25 |
| |
|
|
|
|
|
|
DFA Domestic Indexes 5 |
6,491.70 |
1.28 |
1.38 |
5.65 |
| |
|
|
|
|
|
|
Gold |
1 |
144.80 |
-3.50 |
-11.57 |
-23.95 |
| |
|
|
|
|
|
|
REIT Indexes |
3 |
1,154.00 |
-0.46 |
23.07 |
26.66 |
| |
|
|
|
|
|
|
Ethical Index Funds |
|
|
|
|
|
|
Calvert |
10 |
140.90 |
-13.48 |
-20.00 |
-4.68 |
|
Citizens |
4 |
624.70 |
-15.05 |
-33.38 |
-15.69 |
|
Domini |
3 |
1,660.80 |
-12.16 |
-27.18 |
-14.82 |
|
Walden BBT |
1 |
52.80 |
-13.08 |
-25.70 |
-15.86 |
| |
|
|
|
|
|
|
Technology |
|
|
|
|
|
|
Technology Indexes |
5 |
521.10 |
-22.21 |
-53.98 |
-32.20 |
|
Nasdaq-100 |
11 |
1,506.80 |
-32.96 |
-64.67 |
-37.70 |
|
Enhanced Nasdaq-100 |
5 |
122.70 |
-34.32 |
-74.31 |
-47.80 |
|
Internet Indexes |
2 |
163.30 |
-25.35 |
-52.09 |
-29.32 |
|
Utility Indexes |
2 |
349.60 |
-6.21 |
35.23 |
57.61 |
| |
|
|
|
|
|
|
Sector Indexes |
|
|
|
|
|
|
Financial |
1 |
5.10 |
-8.91 |
N/A |
N/A |
|
Healthcare |
1 |
5.10 |
-17.89 |
N/A |
N/A |
| |
|
|
|
|
|
|
Foreign Stocks |
|
|
|
|
|
|
MSCI EAFE |
19 |
3,811.40 |
-13.74 |
-26.70 |
-15.66 |
|
MSCI EAFE GDP |
11 |
1,107.80 |
-12.62 |
-27.17 |
-16.85 |
|
Europe |
3 |
5,475.60 |
-15.79 |
-22.65 |
-8.18 |
|
Enhanced Europe |
2 |
14.10 |
-29.89 |
-51.41 |
-33.82 |
|
Europe & Pacific |
1 |
159.50 |
-13.76 |
N/A |
N/A |
|
MSCI Pacific Rim |
3 |
1,838.00 |
-9.17 |
-32.35 |
-25.74 |
|
Schwab International |
2 |
1,289.90 |
-14.00 |
-28.28 |
-17.55 |
|
DFA Foreign |
6 |
1,098.20 |
-7.20 |
-11.87 |
-4.85 |
|
Emerging Markets |
6 |
1,043.50 |
-23.93 |
-35.64 |
-13.17 |
|
Foreign Balanced Funds |
16 |
1,378.60 |
-6.41 |
-10.98 |
-3.14 |
| |
|
|
|
|
|
|
Bond Funds |
|
|
|
|
|
|
Lehman Brothers |
40 |
26,208.20 |
2.90 |
11.86 |
11.43 |
|
Salomon Brothers |
4 |
376.70 |
2.54 |
11.72 |
11.88 |
|
Capstone Funds |
2 |
26.60 |
2.90 |
9.43 |
7.50 |
|
Domestic Balanced Funds 8 |
4,589.70 |
-7.74 |
-13.02 |
-2.98 |
|
Total Funds |
TNA (Mil$) |
|
|
|
| |
510 |
354,098.70 |
|
|
|
|
Source: Lipper |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
U.S. Exchange Traded Funds |
|
| |
|
|
|
Cal Yr |
| |
Total Net Assets |
1st Qtr |
12 Mos |
2000 |
|
Name of Fund |
2/28/01 ($ Mil's) |
% Change |
% Change |
% Change |
|
iShares |
|
|
|
|
|
Australia |
48.50 |
-11.13 |
-14.58 |
-11.52 |
|
Austria |
11.90 |
4.80 |
3.12 |
-10.57 |
|
Belgium |
10.80 |
-11.57 |
-4.77 |
-16.10 |
|
Brazil |
15.70 |
-9.46 |
N/A |
N/A |
|
Canada |
19.10 |
-18.18 |
-19.21 |
7.66 |
|
EMU |
53.00 |
-16.29 |
N/A |
N/A |
|
France |
74.80 |
-17.44 |
-23.14 |
-5.09 |
|
Germany |
161.50 |
-14.80 |
-30.79 |
-15.97 |
|
Hong Kong |
68.30 |
-9.03 |
-19.71 |
-13.52 |
|
Italy |
40.30 |
-14.17 |
-14.39 |
-1.17 |
|
Japan |
572.70 |
-8.68 |
-35.21 |
-28.57 |
|
Malaysia Free |
94.20 |
-3.77 |
-33.60 |
-15.85 |
|
Mexico Free |
32.70 |
3.34 |
-21.85 |
-22.78 |
|
South Korea |
19.00 |
1.50 |
N/A |
N/A |
|
Netherlands |
35.50 |
-14.41 |
-17.08 |
-7.8 |
|
Singapore Free |
64.90 |
-18.78 |
-24.94 |
-25.06 |
|
Spain |
34.90 |
-0.94 |
-15.84 |
-13.62 |
|
Sweden |
16.50 |
-26.97 |
-51.78 |
-23.74 |
|
Switzerland |
40.70 |
-16.48 |
-6.76 |
5.87 |
|
Taiwan |
103.80 |
17.63 |
N/A |
N/A |
|
United Kingdom |
135.70 |
-12.56 |
-18.14 |
-11.67 |
| |
|
|
|
|
|
DJ US Basic Materials |
9.40 |
-6.30 |
N/A |
N/A |
|
DJ US Chemicals |
16.70 |
-6.26 |
N/A |
N/A |
|
DJ US Consumer Cyclical |
31.90 |
-0.43 |
N/A |
N/A |
|
DJ US Consumer Non-Cyclical |
12.80 |
-5.62 |
N/A |
N/A |
|
DJ US Energy |
39.50 |
-5.02 |
N/A |
N/A |
|
DJ US Financial Sector |
61.10 |
-9.01 |
N/A |
N/A |
|
DJ US Financial Services |
28.10 |
-8.49 |
N/A |
N/A |
|
DJ US Healthcare |
74.80 |
-16.96 |
N/A |
N/A |
|
DJ US Industrial |
26.80 |
-14.86 |
N/A |
N/A |
|
DJ US Internet |
17.50 |
-47.78 |
N/A |
N/A |
|
DJ US Real Estate |
41.30 |
-0.42 |
N/A |
N/A |
|
DJ US Technology |
92.90 |
-28.30 |
N/A |
N/A |
|
DJ US Telecommunications |
60.10 |
-4.34 |
N/A |
N/A |
|
DJ US Total Market |
66.20 |
-12.75 |
N/A |
N/A |
|
DJ US Utilities |
32.90 |
-8.04 |
N/A |
N/A |
| |
|
|
|
|
|
Russell 1000 |
223.00 |
-12.56 |
N/A |
N/A |
|
Russell 1000 Growth |
131.70 |
-20.90 |
N/A |
N/A |
|
Russell 1000 Value |
175.20 |
-5.90 |
N/A |
N/A |
|
Russell 2000 |
657.80 |
-6.53 |
N/A |
N/A |
|
Russell 2000 Growth |
128.90 |
-15.21 |
N/A |
N/A |
|
Russell 2000 Value |
255.50 |
0.94 |
N/A |
N/A |
|
Russell 3000 |
392.50 |
-12.15 |
N/A |
N/A |
|
Russell 3000 Growth |
22.80 |
-20.49 |
N/A |
N/A |
|
Russell 3000 Value |
33.50 |
-5.46 |
N/A |
N/A |
| |
|
|
|
|
|
S&P 100 |
112.30 |
-13.62 |
N/A |
N/A |
|
S&P 500 |
2,070.30 |
-11.85 |
N/A |
N/A |
|
S&P 500/Barra Growth |
140.20 |
-17.43 |
N/A |
N/A |
|
S&P 500/Barra Value |
380.70 |
-6.55 |
N/A |
N/A |
|
S&P Europe 350 |
116.50 |
-15.82 |
N/A |
N/A |
|
S&P Global 100 |
110.40 |
-12.54 |
N/A |
N/A |
|
S&P MidCap 400 |
178.90 |
-10.81 |
N/A |
N/A |
|
S&P MidCap 400/Barra Growth |
51.10 |
-18.21 |
N/A |
N/A |
|
S&P MidCap 400/Barra Value |
86.20 |
-3.51 |
N/A |
N/A |
|
S&P SmallCap 600 |
191.70 |
-6.59 |
N/A |
N/A |
|
S&P SmallCap 600/Barra Growth |
32.20 |
-13.19 |
N/A |
N/A |
|
S&P SmallCap 600/Barra Value |
63.00 |
-0.95 |
N/A |
N/A |
|
S&P/TSE 60 |
7.30 |
-17.35 |
N/A |
N/A |
| |
|
|
|
|
|
Select Sector SPDRs |
|
|
|
|
|
Basic Industries |
83.40 |
-6.15 |
-11.74 |
-17.89 |
|
|
|
|
|
|
|
|
U.S. Exchange Traded Funds
(continued) |
|
| |
|
|
Cal Yr |
|
|
Total Net Assets |
1st Qtr |
12 Mos |
2000 |
|
Name of Fund |
2/28/01 ($ Mil's) |
% Change |
% Change |
% Change |
|
Consumer Staples |
87.70 |
-12.88 |
18.81 |
25.85 |
| Consumer Services |
218.50 |
-1.14 |
-12.41 |
-11.76 |
| Cyclical/Transportation |
94.60 |
2.03 |
-9.89 |
-16.58 |
| Energy |
236.80 |
-7.44 |
6.28 |
24.31 |
| Financial |
749.10 |
N/A |
N/A |
25.50 |
| Industrial |
48.70 |
-15.21 |
-7.70 |
6.99 |
| Technology |
935.40 |
-20.70 |
-58.77 |
-42.20 |
| Utilities |
62.10 |
-4.90 |
21.66 |
21.13 |
|
| |
|
|
|
|
StreetTRACKS |
|
|
|
|
| DJ Global Titans |
29.00 |
N/A |
N/A |
N/A |
| DJ US Large Cap Growth |
25.40 |
-22.92 |
N/A |
N/A |
| DJ US Large Cap Value |
19.70 |
-7.80 |
N/A |
N/A |
| DJ US Small Cap Growth |
14.80 |
-17.89 |
N/A |
N/A |
| DJ US Small Cap Value |
24.20 |
-1.56 |
N/A |
N/A |
| FORTUNE 500 |
48.40 |
-10.35 |
N/A |
N/A |
| FORTUNE E-50 |
16.80 |
-29.87 |
N/A |
N/A |
| Morgan Stanley High Tech 35 |
65.70 |
-21.60 |
N/A |
N/A |
| Morgan Stanley Internet |
5.70 |
-41.58 |
N/A |
N/A |
|
|
TNA (Mil$) |
|
|
|
|
|
10,594.33 |
|
|
|
|
Source: Lipper |
|
|
|
|
|
| |
|
|
|
|
| |
|
|
|
|
| |
|
|
|
|
| |
|
|
|
|
| |
|
|
|
|
| |
|
|
|
|
| |
|
|
|
|
| |
|
|
|
|
| |
|
|
|
|
| |
|
|
|
|
| |
|
|
|
|
| |
|
|
|
|
U.S. Exchange Traded UIT Funds |
|
|
| |
|
|
Cal Yr |
|
|
Total Net Assets |
1st Qtr |
12 Mos |
2000 |
|
Name of Fund |
2/28/01 ($ Mil's) |
% Change |
% Change |
% Change |
| Dow Diamonds Trust Series 1 |
2,212.60 |
-1.57 |
4.98 |
-5.84 |
| Nasdaq-100 Index Tracking Stock |
21,805.60 |
-18.72 |
-55.47 |
-36.96 |
| S&P SPDR Trust Series 1 |
25,503.30 |
-5.16 |
-8.17 |
-9.79 |
| S&P MidCap SPDR Trust Series 1 |
4,129.40 |
-3.85 |
7.89 |
16.61 |
| Source: Standard & Poor’s |
|
|
|
|
| |
|
|
|
|
| |
