IndexUniverse.com
  

Journal of Indexes: Active vs. Passive 2.0

March / April 2008
Selected Major Indexes
Print This Article
Global Index Data Selected Major Indexes Sorted By 2007 Returns
March/April 2008
   
  Total Return % Annualized Return %
Index Name 1-Mo 3-Mo 2007 2006 2005 2004 2003 2002 2001 3-Yr 5-Yr 10-Yr 15-Yr
MSCI Brazil USD 2.72 12.73 75.35 40.52 49.96 30.49 102.85 -33.78 -21.75 54.60 57.79 14.67 19.87
MSCI Turkey USD 2.90 5.79 70.04 -9.22 51.60 38.46 122.40 -36.49 -33.55 32.77 48.44 10.10 N/A
MSCI Indonesia USD 1.16 17.46 50.81 69.61 12.56 44.54 69.97 38.11 -9.92 42.26 47.89 15.38 5.13
BSE SENSEX LCL India 4.77 17.33 47.15 46.70 42.34 13.08 72.89 3.52 -17.87 45.38 43.13 18.68 N/A
MSCI EM Latin America USD 1.18 6.30 46.89 39.34 44.92 34.77 67.06 -24.79 -4.24 43.68 46.19 14.22 N/A
MSCI World/Metals&Mining USD -3.21 -5.28 40.06 34.56 33.66 13.88 64.33 -4.28 1.10 36.07 36.36 16.44 N/A
Morningstar Energy Sec TR 8.51 6.21 37.23 23.07 34.37 33.02 25.53 -13.80 -11.26 31.41 30.53 15.05 16.26
MSCI EM USD 0.28 3.38 36.48 29.18 30.31 22.45 51.59 -7.97 -4.69 31.95 33.65 11.70 9.62
Goldman Sachs Natural Resources 6.99 4.65 34.43 16.82 36.48 24.57 34.01 -13.26 -15.59 28.94 29.04 11.26 N/A
Goldman Sachs Commodity 5.77 11.64 32.67 -15.09 25.55 17.28 20.72 32.07 -31.93 12.25 14.90 9.33 7.88
MSCI Pacific Ex Japan NR USD -2.26 -1.66 30.73 32.02 13.82 28.46 45.77 -6.42 -9.88 25.24 29.76 13.30 11.40
Morningstar Manfct Super Sec TR 3.23 2.62 22.78 19.95 11.24 20.26 28.15 -15.56 -9.10 17.89 20.35 9.36 12.03
Morningstar Lng-Shrt Commdty TR 5.13 9.73 21.01 -3.46 10.04 17.89 7.53 8.87 3.52 8.73 10.26 14.24 12.52
Morningstar Indust Materl Sec TR 2.17 -1.03 20.52 17.65 2.87 18.82 35.91 -23.25 -7.45 13.41 18.69 7.95 11.47
DJ Utilities Average TR 0.24 6.92 20.11 16.63 25.14 30.24 29.39 -23.38 -26.27 20.58 24.19 10.89 10.75
AMEX Composite 2.11 -0.02 17.18 16.90 22.64 22.22 42.36 -2.74 -5.59 18.88 23.93 13.41 12.73
MSCI EAFE Growth NR USD -2.13 -0.28 16.45 22.33 13.28 16.12 31.99 -16.02 -24.58 17.29 19.86 N/A N/A
Dow Jones - AIG Commodity TR 4.63 4.73 16.23 2.07 21.36 9.15 23.93 25.91 -19.51 12.92 14.26 8.97 9.18
S&P MidCap 400/Citi Growth 0.13 -0.83 13.50 5.81 14.42 15.78 37.32 -19.67 -2.55 11.17 16.92 13.97 N/A
MSCI World Ex US NR USD -1.88 -1.62 12.44 25.71 14.47 20.38 39.42 -15.80 -21.40 17.40 22.12 8.99 9.84
Morningstar TIPS TR -0.16 5.12 11.77 0.43 2.95 7.48 8.18 16.90 8.14 4.94 6.09 N/A N/A
MSCI EAFE NR USD -2.25 -1.75 11.17 26.34 13.54 20.25 38.59 -15.94 -21.44 16.83 21.59 8.66 9.56
Morningstar Inform Super Sec TR 2.50 -2.16 10.47 16.90 -1.79 3.57 39.79 -36.74 -24.17 8.24 12.92 3.58 9.48
NASDAQ Composite -0.33 -1.82 9.81 9.52 1.37 8.59 50.01 -31.53 -21.05 6.83 14.71 5.38 9.53
MSCI AC World ID -1.19 -2.11 9.64 18.78 8.83 13.30 31.62 -20.51 -17.23 12.33 16.15 5.91 8.24
Morningstar Health Care Sec TR -1.47 1.26 9.57 7.89 8.15 3.93 19.12 -21.44 -11.78 8.54 9.62 7.11 11.69
LB Global Aggregate -0.30 3.26 9.48 6.64 -4.49 9.27 12.51 16.52 1.58 3.70 6.51 6.08 6.63
S&P 500/Citi Growth 0.17 -1.28 9.13 11.01 1.14 6.97 27.08 -28.10 -16.12 7.01 10.74 4.42 N/A
MSCI World NR USD -1.29 -2.42 9.04 20.07 9.49 14.72 33.11 -19.89 -16.82 12.75 16.96 7.00 9.71
Dow Jones Industrial -0.66 -3.91 8.89 19.05 1.72 5.31 28.28 -15.01 -5.44 9.66 12.24 7.43 12.08
DJ Composite Average -0.82 -2.03 8.88 15.71 9.49 15.58 29.40 -15.94 -11.78 11.32 15.59 7.56 11.49
S&P Midcap 400 TR -0.19 -2.73 7.98 10.32 12.56 16.48 35.62 -14.53 -0.61 10.27 16.20 11.19 13.36
Morningstar Mortgage TR 0.29 3.24 7.02 5.11 2.60 4.91 3.71 9.65 8.48 4.89 4.66 N/A N/A
LB US Aggregate 0.28 3.00 6.97 4.33 2.43 4.34 4.10 10.26 8.44 4.56 4.42 5.97 6.47
NYSE Composite -1.18 -2.98 6.58 17.86 6.95 12.16 29.28 -19.83 -10.21 10.34 14.27 6.07 9.38
MSCI EAFE Value NR USD -2.38 -3.30 5.96 30.38 13.80 24.33 45.30 -15.91 -18.52 16.27 23.21 N/A N/A
DJ Wilshire 4500 -0.43 -3.10 5.78 16.07 10.27 18.57 43.72 -17.81 -9.30 10.63 18.20 7.87 10.83
Russell 1000 TR -0.65 -3.23 5.77 15.46 6.27 11.41 29.89 -21.65 -12.45 9.08 13.43 6.20 10.58
DJ Wilshire 5000 -0.60 -3.08 5.73 15.88 6.32 12.62 31.64 -20.86 -10.97 9.21 14.07 6.34 10.49
S&P SmallCap 600/Citi Growth -0.50 -5.96 5.60 10.54 7.07 24.29 38.50 -16.57 3.00 7.72 16.56 9.06 N/A
S&P 500 TR -0.69 -3.33 5.49 15.79 4.91 10.88 28.69 -22.10 -11.89 8.62 12.83 5.91 10.49
MSCI Pacific NR USD -3.39 -4.63 5.30 12.20 22.64 18.98 38.48 -9.29 -25.40 13.16 19.01 6.83 4.99
Russell 3000 TR -0.61 -3.34 5.14 15.72 6.12 11.95 31.06 -21.54 -11.46 8.89 13.63 6.22 10.48
BLS CPI US 0.00 1.09 3.83 2.58 3.40 3.30 1.87 2.42 1.60 3.27 2.99 2.67 2.65
LB Municipal New York Exempt 0.37 1.50 3.63 4.73 3.31 4.28 5.30 9.67 4.84 3.89 4.25 5.20 N/A
LB Municipal 0.28 1.37 3.36 4.84 3.51 4.48 5.31 9.61 5.13 3.90 4.30 5.18 5.90
LB HY Corporate 2.62 0.33 3.21 11.85 2.74 11.13 N/A N/A N/A 7.44 N/A N/A N/A
LB Municipal California Exempt 0.26 1.06 2.82 5.13 4.14 5.50 4.86 8.45 5.21 4.03 4.49 5.23 N/A
CSFB Credit Suisse HY 0.05 -1.04 2.66 11.93 2.26 11.96 27.93 3.11 5.78 5.52 10.97 6.10 7.98
S&P MidCap 400/Citi Value -0.51 -4.60 2.65 14.62 10.77 17.18 33.80 -9.43 1.43 9.23 15.36 8.52 N/A
S&P 500/Citi Value -1.58 -5.37 1.99 20.80 8.71 15.03 30.36 -16.59 -8.18 10.23 14.97 6.68 N/A
LB US Corporate High Yield TR 0.29 -1.30 1.87 11.85 2.74 11.13 28.97 -1.41 5.28 5.39 10.90 5.51 7.52
MSCI World Ex US LCL -1.04 -3.08 1.70 13.93 25.76 10.29 17.81 -26.86 -17.49 13.37 13.62 4.36 6.32
MSCI EAFE Small Cap NR USD -3.48 -4.85 1.45 19.31 26.19 30.78 61.35 -7.82 N/A 15.16 26.37 N/A N/A
DJ Transportation Average -1.86 -5.17 1.43 9.81 11.65 27.73 31.84 -11.48 -9.30 7.54 15.93 4.63 9.39
MSCI EAFE LCL -1.22 -3.25 1.17 13.81 25.96 10.18 17.41 -27.45 -17.54 13.20 13.41 4.12 6.09
S&P Smallcap 600 TR -0.79 -6.45 -0.30 15.12 7.68 22.65 38.79 -14.63 6.54 7.32 16.04 9.03 N/A
Russell 2000 TR -0.06 -4.58 -1.57 18.37 4.55 18.33 47.25 -20.48 2.49 6.80 16.25 7.08 10.10
Morningstar Services Super Sec T -1.85 -5.32 -4.36 14.98 7.17 11.89 28.43 -17.77 -4.87 5.63 11.11 6.79 11.02
MSCI Argentina USD -4.86 -11.12 -5.36 66.07 59.69 24.57 98.53 -50.99 -22.11 35.90 44.07 5.17 7.58
S&P SmallCap 600/Citi Value -1.09 -6.93 -5.54 19.57 8.36 21.09 39.20 -12.93 9.52 6.97 15.58 8.81 N/A
Morningstar Consumer Srvcs Sec -2.25 -6.19 -6.33 9.84 1.13 16.37 34.57 -21.47 9.78 1.33 10.26 6.68 7.76
FTSE NAREIT Equity REITs -5.03 -12.67 -15.69 35.06 12.16 31.58 37.13 3.82 13.93 8.50 18.17 10.49 13.02
Morningstar Financ Srvcs Sec TR -2.67 -11.31 -15.92 21.46 6.75 14.06 32.53 -12.16 -6.36 2.92 10.51 6.60 12.69
DJ Wilshire REIT TR -5.32 -13.54 -17.56 35.97 13.82 33.16 36.18 3.58 12.35 8.46 18.27 11.05 12.94
Index Name 1-Mo 3-Mo 2007 2006 2005 2004 2003 2002 2001 3-Yr 5-Yr 10-Yr 15-Yr
  Total Return % Annualized Return %
*Source: Morningstar. Data as of 12/31/07. All returns are in dollars, unless noted. YTD is year-to-date. 3-, 5-, 10- and 15-year returns are annualized.
 

Discussion

Post a Comment
Comment
(Max. 2,000 characters)
Name:
E-mail:
Home page:

(optional)

Type in the
displayed characters:
CAPTCHA Image [ Different Image ]
Email follow-up comments to my e-mail address