January / February 2008
Understanding China

IN THIS ISSUE
 


 
Stats          
Selected Major Indexes
Written by Journal of Indexes Staff   
Tuesday, 01 January 2008 00:00  |  Related ETFs: USD

Global Index Data Selected Major Indexes Sorted By YTD Returns
January / February 2008
Sorted By Year-To-Date Returns - Every market for itself...
Total Return % Annualized Return %
Index Name YTD 2006 2005 2004 2003 2002 2001 3-Yr 5-Yr 10-Yr 15-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
Index Name YTD 2006 2005 2004 2003 2002 2001 3-Yr 5-Yr 10-Yr 15-Yr Sharp Std Dev
Total Return % Annualized Return %
*Source: Morningstar. Data as of 8/30/2007. All returns are in dollars, unless noted. YTD is year-to-date. 3-, 5-, 10- and 15-year returns are annualized. Sharpe is Sharpe ratio. Std Dev is 3-year standard deviation.
 

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