|
Written by Journal of Indexes Staff
|
Tuesday, 01 January 2008 00:00 | Related ETFs:
USD
|
| YTD | 2006
| 2005
| 2004
| 2003
| 2002
|
3-Yr |
5-Yr | 10-Yr
|
Sharp
| Std Dev |
| MSCI Brazil |
79.50 |
40.52 |
49.96 |
30.49 |
102.85 |
-33.78 |
-21.75 |
65.79 |
61.38 |
16.24 |
20.06 |
1.73 |
29.72 |
| MSCI Turkey |
78.81 |
-9.22 |
51.60 |
38.46 |
122.40 |
-36.49 |
-33.55 |
43.66 |
50.31 |
12.46 |
N/A |
1.10 |
35.60 |
| MSCI EM Latin America |
54.10 |
39.34 |
44.92 |
34.77 |
67.06 |
-24.79 |
-4.25 |
53.78 |
49.09 |
15.85 |
N/A |
1.84 |
22.78 |
| MSCI World/Metals&Mining |
53.22 |
34.56 |
33.66 |
13.88 |
64.33 |
-4.28 |
1.10 |
44.45 |
40.82 |
15.80 |
N/A |
1.65 |
21.42 |
| MSCI AC Far East Ex Japan |
49.44 |
28.47 |
17.86 |
14.23 |
40.77 |
-11.05 |
-4.14 |
36.06 |
28.86 |
9.74 |
6.89 |
1.83 |
15.32 |
| MSCI EM |
46.57 |
29.18 |
30.31 |
22.45 |
51.59 |
-7.97 |
-4.69 |
41.29 |
36.41 |
12.31 |
10.26 |
1.82 |
17.77 |
| BSE SENSEX LCL India |
43.89 |
46.70 |
42.34 |
13.08 |
72.89 |
3.52 |
-17.87 |
51.79 |
46.41 |
17.96 |
N/A |
1.84 |
20.77 |
| MSCI Hong Kong |
42.94 |
26.27 |
4.79 |
20.79 |
32.47 |
-20.63 |
-21.20 |
28.10 |
24.23 |
8.37 |
8.05 |
1.45 |
15.08 |
| Goldman Sachs Nat'l Res |
34.00 |
16.82 |
36.48 |
24.57 |
34.01 |
-13.26 |
-15.59 |
30.64 |
30.24 |
10.53 |
N/A |
1.29 |
19.01 |
| GSCI |
30.26 |
-15.09 |
25.55 |
17.28 |
20.72 |
32.07 |
-31.93 |
5.95 |
16.32 |
7.25 |
7.67 |
0.18 |
22.63 |
| AMEX Composite |
23.05 |
16.90 |
22.64 |
22.22 |
42.36 |
-2.74 |
-5.59 |
24.50 |
25.31 |
14.10 |
13.44 |
1.53 |
12.12 |
| Mstar Manfct Super Sec |
22.15 |
19.95 |
11.24 |
20.26 |
28.15 |
-15.56 |
-9.10 |
20.89 |
20.75 |
9.83 |
12.25 |
1.72 |
8.87 |
| MSCI EAFE Growth |
21.48 |
22.33 |
13.28 |
16.12 |
31.99 |
-16.02 |
-24.58 |
23.32 |
21.01 |
N/A |
N/A |
1.79 |
9.68 |
| DJ Utilities |
19.86 |
16.63 |
25.14 |
30.24 |
29.39 |
-23.38 |
-26.27 |
23.53 |
26.46 |
12.28 |
10.85 |
1.54 |
11.46 |
| MSCI Europe |
19.73 |
33.72 |
9.42 |
20.88 |
38.54 |
-18.38 |
-19.90 |
25.14 |
24.29 |
10.66 |
13.23 |
1.91 |
9.89 |
| MSCI World Ex US |
19.26 |
25.71 |
14.47 |
20.38 |
39.42 |
-15.80 |
-21.40 |
24.02 |
23.86 |
9.62 |
10.37 |
1.85 |
9.67 |
| S&P Mid 400 Grwth |
18.48 |
5.81 |
14.42 |
15.78 |
37.32 |
-19.67 |
-2.55 |
16.65 |
18.10 |
14.69 |
N/A |
1.08 |
10.86 |
| NASDAQ Composite |
18.38 |
9.52 |
1.37 |
8.59 |
50.01 |
-31.53 |
-21.05 |
13.12 |
16.55 |
6.02 |
10.91 |
0.73 |
12.11 |
| MSCI EAFE |
17.60 |
26.34 |
13.54 |
20.25 |
38.59 |
-15.94 |
-21.44 |
23.44 |
23.21 |
9.26 |
10.08 |
1.83 |
9.51 |
| Mstar Inform Super Sec |
16.72 |
16.90 |
-1.79 |
3.57 |
39.79 |
-36.74 |
-24.17 |
13.25 |
14.20 |
4.53 |
10.38 |
0.81 |
10.96 |
| Russell 1000 Growth |
16.51 |
9.07 |
5.26 |
6.30 |
29.75 |
-27.88 |
-20.42 |
12.87 |
12.61 |
4.81 |
9.15 |
0.97 |
8.53 |
| Russell 3000 Growth |
16.31 |
9.46 |
5.17 |
6.93 |
30.97 |
-28.04 |
-19.63 |
13.05 |
13.04 |
4.75 |
9.02 |
0.95 |
8.87 |
| MSCI AC World |
16.27 |
18.78 |
8.83 |
13.30 |
31.62 |
-20.51 |
-17.23 |
17.98 |
17.56 |
6.78 |
8.78 |
1.50 |
8.47 |
| NYSE Arca Tech 100 |
16.07 |
4.68 |
7.36 |
11.73 |
52.14 |
-33.33 |
-15.59 |
12.57 |
17.70 |
12.92 |
17.83 |
0.70 |
12.00 |
| S&P Small 600 Grwth |
15.14 |
10.54 |
7.07 |
24.29 |
38.50 |
-16.57 |
3.00 |
14.62 |
18.94 |
9.86 |
N/A |
0.86 |
11.83 |
| DJ-AIG Commodity |
14.68 |
2.07 |
21.36 |
9.15 |
23.93 |
25.91 |
-19.51 |
10.10 |
15.12 |
7.95 |
9.02 |
0.45 |
14.16 |
| Russell 2000 Growth |
14.27 |
13.35 |
4.15 |
14.31 |
48.54 |
-30.26 |
-9.23 |
14.87 |
18.57 |
4.76 |
8.36 |
0.74 |
14.43 |
| S&P Midcap 400 |
13.93 |
10.32 |
12.56 |
16.48 |
35.62 |
-14.53 |
-0.61 |
16.02 |
17.78 |
12.38 |
14.43 |
1.07 |
10.42 |
| MSCI EAFE Value |
13.77 |
30.38 |
13.80 |
24.33 |
45.30 |
-15.91 |
-18.52 |
23.51 |
25.36 |
N/A |
N/A |
1.82 |
9.58 |
| Dow Jones Industrial |
13.74 |
19.05 |
1.72 |
5.31 |
28.28 |
-15.01 |
-5.44 |
14.15 |
13.17 |
8.60 |
12.63 |
1.16 |
8.11 |
| MSCI EAFE Small Cap |
13.26 |
19.31 |
26.19 |
30.78 |
61.35 |
-7.82 |
N/A |
24.35 |
29.43 |
N/A |
N/A |
1.56 |
11.74 |
| S&P 500 Growth |
12.90 |
11.01 |
1.14 |
6.97 |
27.08 |
-28.10 |
-16.12 |
10.67 |
11.10 |
5.37 |
N/A |
0.80 |
7.76 |
| NYSE Composite |
12.83 |
17.86 |
6.95 |
12.16 |
29.28 |
-19.83 |
-10.21 |
15.50 |
15.58 |
7.32 |
10.09 |
1.31 |
8.04 |
| DJ Wilshire 4500 |
12.80 |
16.07 |
10.27 |
18.57 |
43.72 |
-17.81 |
-9.30 |
17.18 |
20.30 |
8.83 |
11.93 |
1.15 |
10.64 |
| DJ Wilshire 5000 |
11.42 |
15.88 |
6.32 |
12.62 |
31.64 |
-20.86 |
-10.97 |
14.19 |
15.31 |
7.44 |
11.31 |
1.16 |
8.08 |
| Russell 1000 |
11.21 |
15.46 |
6.27 |
11.41 |
29.89 |
-21.65 |
-12.45 |
13.82 |
14.54 |
7.40 |
11.35 |
1.18 |
7.68 |
| S&P 100 |
11.61 |
18.47 |
1.17 |
6.43 |
26.25 |
-22.59 |
-13.81 |
12.63 |
12.20 |
6.96 |
11.40 |
1.09 |
7.34 |
| S&P 500 |
10.87 |
15.79 |
4.91 |
10.88 |
28.69 |
-22.10 |
-11.89 |
13.16 |
13.88 |
7.10 |
11.20 |
1.12 |
7.53 |
| Russell 3000 |
10.77 |
15.72 |
6.12 |
11.95 |
31.06 |
-21.54 |
-11.46 |
13.81 |
14.83 |
7.39 |
11.29 |
1.13 |
8.02 |
| S&P Mid 400 Value |
9.46 |
14.62 |
10.77 |
17.18 |
33.80 |
-9.43 |
1.43 |
15.25 |
17.36 |
10.15 |
N/A |
1.02 |
10.27 |
| S&P 500 Value |
8.92 |
20.80 |
8.71 |
15.03 |
30.36 |
-16.59 |
-8.18 |
15.69 |
16.79 |
8.12 |
N/A |
1.39 |
7.70 |
| DJ Transportation |
8.57 |
9.81 |
11.65 |
27.73 |
31.84 |
-11.48 |
-9.30 |
13.16 |
18.10 |
6.04 |
10.42 |
0.61 |
15.41 |
| S&P SmallCap 600 |
8.56 |
15.12 |
7.68 |
22.65 |
38.79 |
-14.63 |
6.54 |
14.29 |
18.42 |
10.10 |
N/A |
0.81 |
12.26 |
| LB Global Aggregate |
7.75 |
6.64 |
-4.49 |
9.27 |
12.51 |
16.52 |
1.58 |
4.58 |
7.08 |
5.88 |
6.53 |
0.08 |
4.61 |
| LB US Treasury US TIPS |
7.55 |
0.41 |
2.84 |
8.46 |
8.40 |
16.57 |
7.90 |
4.07 |
6.16 |
7.07 |
N/A |
-0.04 |
4.13 |
| Russell 2000 |
6.12 |
18.37 |
4.55 |
18.33 |
47.25 |
-20.48 |
2.49 |
13.69 |
18.67 |
8.01 |
11.46 |
0.71 |
13.34 |
| Russell 1000 Value |
5.98 |
22.25 |
7.05 |
16.49 |
30.03 |
-15.52 |
-5.59 |
14.62 |
16.39 |
9.11 |
12.93 |
1.24 |
7.84 |
| Russell 3000 Value |
5.31 |
22.34 |
6.85 |
16.94 |
31.14 |
-15.18 |
-4.33 |
14.42 |
16.54 |
9.16 |
12.95 |
1.19 |
8.09 |
| LB US Aggregate |
4.78 |
4.33 |
2.43 |
4.34 |
4.10 |
10.26 |
8.44 |
3.88 |
4.42 |
5.91 |
6.44 |
-0.14 |
2.78 |
| CSFB Credit Suisse HY |
4.55 |
11.93 |
2.26 |
11.96 |
27.93 |
3.11 |
5.78 |
7.15 |
12.81 |
6.46 |
8.30 |
0.67 |
4.13 |
| S&P Small 600 Value |
2.73 |
19.57 |
8.36 |
21.09 |
39.20 |
-12.93 |
9.52 |
14.03 |
17.97 |
10.15 |
N/A |
0.75 |
12.94 |
| CPI |
2.71 |
2.58 |
3.40 |
3.30 |
1.87 |
2.42 |
1.60 |
2.97 |
2.83 |
2.58 |
2.60 |
-0.98 |
1.28 |
| LB Municipal |
2.42 |
4.84 |
3.51 |
4.48 |
5.31 |
9.61 |
5.13 |
3.72 |
4.46 |
5.29 |
6.03 |
-0.21 |
2.54 |
| Mstar Services Super Sec |
1.86 |
14.98 |
7.17 |
11.89 |
28.43 |
-17.77 |
-4.87 |
10.78 |
12.23 |
8.30 |
11.99 |
0.78 |
8.16 |
| MSCI Japan |
1.58 |
6.24 |
25.52 |
15.86 |
35.91 |
-10.28 |
-29.40 |
14.29 |
16.68 |
3.84 |
3.38 |
0.83 |
11.80 |
| Russell 2000 Value |
-1.64 |
23.48 |
4.71 |
22.25 |
46.03 |
-11.43 |
14.02 |
12.34 |
18.60 |
10.49 |
13.89 |
0.64 |
12.74 |
| DJ Wilshire REIT |
-6.19 |
36.15 |
13.99 |
33.18 |
36.18 |
3.58 |
12.35 |
22.29 |
19.26 |
13.93 |
14.84 |
1.12 |
15.67 |
| DJ US Financial |
-6.54 |
19.42 |
6.46 |
13.39 |
32.23 |
-12.35 |
-6.38 |
8.60 |
12.05 |
8.31 |
13.84 |
0.47 |
9.64 |
| JSE Gold USD South Africa |
-7.85 |
5.54 |
43.34 |
-27.75 |
11.47 |
130.33 |
29.65 |
7.15 |
7.24 |
7.58 |
2.03 |
0.25 |
39.59 |
| MSCI Ireland |
-9.56 |
43.86 |
-4.74 |
39.16 |
39.43 |
-28.07 |
-4.01 |
12.53 |
18.46 |
5.30 |
10.59 |
0.58 |
15.03 |
| YTD | 2006
| 2005
| 2004
| 2003
| 2002
|
3-Yr |
5-Yr | 10-Yr
|
Sharp
| Std Dev |
|