| HISTORICAL PERFORMANCE RETURNS |
| |
Total Return (%) |
Annualized Total Return (%) |
| Industry |
1-Month |
3-Month |
YTD |
2004 |
1-Year |
3-Year |
5-Year |
10-Year |
Since Inception |
| Basic Materials |
-0.77 |
-8.74 |
-6.87 |
13.05 |
4.97 |
6.71 |
9.18 |
5.27 |
7.17 |
| Consumer Goods |
-0.93 |
0.39 |
-0.77 |
13.02 |
4.28 |
7.47 |
8.31 |
9.54 |
9.38 |
| Consumer Services |
0.40 |
0.46 |
-3.11 |
10.27 |
5.83 |
6.51 |
-0.86 |
9.82 |
9.88 |
| Financials |
1.97 |
5.16 |
-1.64 |
13.39 |
8.47 |
9.85 |
9.13 |
14.99 |
14.97 |
| Health Care |
0.02 |
5.02 |
4.52 |
4.55 |
5.56 |
8.00 |
-0.32 |
13.29 |
10.35 |
| Industrials |
-1.62 |
-2.48 |
-4.32 |
17.25 |
4.56 |
9.43 |
-1.08 |
8.04 |
9.04 |
| Oil & Gas |
6.23 |
2.55 |
20.57 |
32.43 |
40.06 |
20.60 |
11.51 |
14.70 |
13.39 |
| Technology |
-1.94 |
2.37 |
-5.24 |
1.76 |
-2.87 |
9.53 |
-2.87 |
7.96 |
12.73 |
| Telecommunications |
1.47 |
3.62 |
-3.68 |
18.70 |
10.67 |
7.39 |
-13.08 |
2.93 |
4.91 |
| Utilities |
5.53 |
9.43 |
14.66 |
24.04 |
36.38 |
14.15 |
7.40 |
9.43 |
8.35 |
| DOW JONES U.S. INDUSTRY REPRESENTATION |
| |
| |
| |
 |
Market Cap |
|
|
Weight in U.S. |
|
|
Industry |
(USD Billions) |
|
Total Market Index |
|
|
|
Basic Materials |
|
352.18 |
|
|
2.74% |
|
|
Consumer Goods |
1,182.31 |
|
9.20% |
|
|
Consumer Services |
1,730.36 |
|
13.46% |
|
|
Financials |
2,667.55 |
|
20.76% |
|
|
Health Care |
1,658.83 |
|
12.91% |
|
|
Industrials |
1,534.88 |
|
11.94% |
|
|
Oil & Gas |
1,092.95 |
|
8.50% |
|
|
Technology |
1,793.55 |
|
13.96% |
|
|
Telecommunications |
372.25 |
|
2.90% |
|
|
Utilities |
467.02 |
|
3.63% |
| |
|
 |
|
| |
|
|
|
|
| CORRELATION COEFFICIENTS: U.S. INDUSTRY INDEXES VS. U.S. TOTAL MARKET AND SIZE INDEXES |
| Industry |
DJ U.S. Total Market Index |
DJ U.S. Large-Cap Index |
DJ U.S. Mid-Cap Index |
DJ U.S. Small-Cap Index |
| Basic Materials |
0.8082 |
0.7851 |
0.8098 |
0.7955 |
| Consumer Goods |
0.8199 |
0.8038 |
0.8052 |
0.7872 |
| Consumer Services |
0.9207 |
0.8987 |
0.9117 |
0.8967 |
| Financials |
0.9185 |
0.9160 |
0.8633 |
0.8417 |
| Health Care |
0.7370 |
0.7712 |
0.6227 |
0.5525 |
| Industrials |
0.9215 |
0.9131 |
0.8838 |
0.8583 |
| Oil & Gas |
0.5368 |
0.5119 |
0.5801 |
0.5126 |
| Technology |
0.9030 |
0.8964 |
0.8705 |
0.8161 |
| Telecommunications |
0.8124 |
0.8450 |
0.6998 |
0.6148 |
| Utilities |
0.6360 |
0.6123 |
0.6553 |
0.6273 |
| HISTORICAL DOW JONES U.S. INDUSTRY REPRESENTATIONS (%) |
| Industry |
2005 Q2 |
2004 |
2003 |
2002 |
2001 |
2000 |
199419 |
1998 |
1997 |
1996 |
1995 |
1994 |
1993 |
| Basic Materials |
2.74 |
2.95 |
2.74 |
2.67 |
2.28 |
1.98 |
2.47 |
2.34 |
3.53 |
4.31 |
5.02 |
6.28 |
5.82 |
| Consumer Goods |
9.20 |
9.17 |
9.40 |
10.22 |
8.44 |
8.14 |
8.34 |
11.63 |
13.79 |
14.72 |
15.09 |
15.62 |
16.28 |
| Consumer Services |
13.46 |
13.99 |
13.43 |
12.97 |
12.84 |
10.45 |
12.9 |
12.57 |
11.451 |
9.59 |
10.09 |
11.45 |
11.87 |
| Financials |
20.76 |
21.25 |
21.01 |
21.08 |
19.04 |
18.02 |
14.1 |
16.92 |
13.51 |
16.89 |
13.51 |
13.51 |
13.63 |
| Health Care |
12.91 |
12.17 |
13.33 |
14.56 |
14.28 |
14.23 |
9.21 |
12.44 |
11.35 |
11.08 |
11.11 |
9.90 |
9.36 |
| Industrials |
11.94 |
12.64 |
11.87 |
11.8 |
12.07 |
12.54 |
11.98 |
11.89 |
13.47 |
14.35 |
14.39 |
14.50 |
14.73 |
| Oil & Gas |
8.50 |
7.10 |
6.05 |
6.32 |
5.88 |
6.00 |
4.51 |
5.46 |
7.917 |
7.88 |
7.45 |
7.91 |
7.96 |
| Technology |
13.96 |
14.50 |
16.10 |
13.53 |
17.12 |
19.89 |
25.59 |
16.43 |
19.8 |
12.25 |
9.99 |
8.76 |
6.81 |
| Telecommunications |
2.90 |
3.00 |
3.09 |
3.81 |
5.03 |
5.19 |
6.96 |
7.20 |
7.297 |
5.36 |
7.29 |
7.24 |
7.57 |
| Utilities |
3.63 |
3.24 |
2.98 |
3.15 |
3.02 |
3.56 |
3.574 |
3.12 |
3.43 |
3.57 |
4.45 |
4.82 |
5.99 | |
