IndexUniverse.com
  

Journal of Indexes: Inside Commodities

November / December 2008
Selected Major Indexes
Print This Article
Selected Major Indexes Sorted By YTD Returns November/December 2008
 

Total Return %

Annualized Return %

Index Name

YTD

2007

2006

2005

2004

2003

2002

3-Yr

5-Yr

10-Yr

15-Yr

Sharpe

Std Dev

Goldman Sachs Commodity 15.31 32.67 -15.09 25.55 17.28 20.72 32.07 4.84 15.36 14.79 9.11 0.14 22.40
DJ Transportation Average 12.68 1.43 9.81 11.65 27.73 31.84 -11.48 12.82 15.03 7.63 9.18 0.60 15.45
MSCI Argentina* 6.53 -5.36 66.07 59.69 24.57 98.53 -50.99 18.55 36.67 11.45 6.86 0.54 34.51
LB US Treasury US TIPS 5.20 11.64 0.41 2.84 8.46 8.40 16.57 5.64 6.67 7.75 N/A 0.32 4.88
Dow Jones - AIG Commodity 3.97 16.23 2.07 21.36 9.15 23.93 25.91 7.77 12.90 12.17 9.31 0.28 17.82
LB US Government 3.55 8.66 3.48 2.65 3.48 2.36 11.50 5.02 4.85 5.57 5.93 0.27 3.30
BLS CPI US 3.54 4.12 2.57 3.39 3.34 2.04 2.48 3.76 3.51 2.98 2.80 -0.25 1.32
LB Fixed Rate MBS 3.06 6.90 5.22 2.61 4.70 3.07 8.75 5.08 5.04 5.73 6.15 0.38 2.47
LB US Aggregate 2.00 6.97 4.33 2.43 4.34 4.10 10.26 4.26 4.61 5.58 5.98 0.06 2.70
LB Global Aggregate 1.96 9.48 6.64 -4.49 9.27 12.51 16.52 4.98 6.26 5.65 6.09 0.19 4.83
FTSE NAREIT Equity REITs 1.96 -15.69 35.06 12.16 31.58 37.13 3.82 5.85 14.27 13.14 11.61 0.18 17.10
LB US Govt/Credit 1.91 7.23 3.78 2.37 4.19 4.67 11.04 4.03 4.52 5.57 5.94 -0.02 3.04
DJ Wilshire REIT 1.68 -17.56 35.97 13.82 33.16 36.18 3.58 5.48 14.31 13.76 11.68 0.16 17.61
LB Municipal 1.57 3.36 4.84 3.51 4.48 5.31 9.61 3.27 4.43 4.87 5.37 -0.19 4.02
LB US Credit -0.28 5.11 4.26 1.96 5.24 7.70 10.53 2.65 4.05 5.55 6.01 -0.44 3.22
Russell 2000 Value -0.71 -9.78 23.48 4.71 22.25 46.03 -11.43 3.59 10.25 11.28 11.20 0.03 13.52
S&P SmallCap 600/Citi Growth -1.14 5.60 10.54 7.07 24.29 38.50 -16.57 5.17 11.22 11.93 N/A 0.14 12.54
S&P Smallcap 600 -1.21 -0.30 15.12 7.68 22.65 38.79 -14.63 4.72 10.78 11.48 N/A 0.10 12.60
S&P SmallCap 600/Citi Value -1.39 -5.54 19.57 8.36 21.09 39.20 -12.93 4.25 10.38 10.83 N/A 0.07 13.07
LB US Corporate High Yield -2.28 1.88 11.85 2.74 11.13 28.97 -1.41 3.53 6.70 5.34 6.51 -0.09 5.30
Russell 2000 -2.62 -1.57 18.37 4.55 18.33 47.25 -20.48 4.80 9.55 9.53 9.04 0.11 13.71
S&P MidCap 400/Citi Growth -3.15 13.50 5.81 14.42 15.78 37.32 -19.67 7.19 10.97 15.34 N/A 0.30 12.28
Goldman Sachs Natural Resources -3.60 34.44 16.85 36.61 24.59 34.40 -12.99 16.01 24.71 15.63 N/A 0.61 21.85
ML Converted Bonds All Qualities -3.99 3.95 12.03 -0.19 8.31 22.97 -3.12 4.33 5.53 7.51 7.81 0.06 6.45
S&P Midcap 400 -4.07 7.98 10.32 12.56 16.48 35.62 -14.53 5.97 10.80 12.55 12.34 0.20 12.00
Russell 2000 Growth -4.50 7.05 13.35 4.15 14.31 48.54 -30.26 5.87 8.67 6.97 6.25 0.18 14.69
S&P MidCap 400/Citi Value -4.89 2.65 14.62 10.77 17.18 33.80 -9.43 4.65 10.55 9.93 N/A 0.10 12.18
DJ US Health Care -4.96 8.36 6.88 8.32 4.55 19.43 -20.81 3.56 6.35 5.70 12.45 -0.01 9.98
DJ Utilities Average -8.25 20.11 16.63 25.14 30.24 29.39 -23.38 8.87 18.73 9.45 8.77 0.40 13.19
MSCI World/Metals&Mining -8.82 40.06 34.56 33.66 13.88 64.33 -4.28 28.18 27.78 18.24 N/A 1.00 23.91
S&P 500/Citi Growth -9.18 9.13 11.01 1.14 6.97 27.08 -28.10 3.78 5.37 3.09 N/A 0.02 10.16
Russell 3000 Growth -9.43 11.40 9.46 5.17 6.93 30.97 -28.04 4.51 6.30 2.92 7.56 0.09 10.77
Russell 1000 Growth -9.83 11.81 9.07 5.26 6.30 29.75 -27.88 4.39 6.09 2.59 7.74 0.08 10.58
MSCI EM Latin America -9.88 46.89 39.34 44.92 34.77 67.06 -24.79 29.81 35.37 20.39 N/A 1.01 25.25
DJ Wilshire 5000 -10.30 5.73 15.88 6.32 12.62 31.64 -20.86 4.26 7.91 5.69 9.06 0.06 10.31
Russell 3000 -10.39 5.14 15.72 6.12 11.95 31.06 -21.54 3.92 7.57 5.52 9.05 0.03 10.29
NASDAQ Composite -10.74 9.81 9.52 1.37 8.59 50.01 -31.53 3.23 5.51 4.68 8.03 0.01 14.10
MSCI Brazil* -10.78 75.35 40.52 49.96 30.49 102.85 -33.78 37.98 42.72 20.43 15.28 1.03 32.78
Russell 1000 -11.02 5.77 15.46 6.27 11.41 29.89 -21.65 3.85 7.41 5.21 9.13 0.02 10.14
S&P 500 -11.39 5.49 15.79 4.91 10.88 28.69 -22.10 3.66 6.92 4.68 9.02 0.00 10.06
Dow Jones Industrial -11.43 8.89 19.05 1.72 5.31 28.28 -15.01 5.76 6.59 6.52 10.29 0.20 10.33
Russell 3000 Value -11.54 -1.01 22.34 6.85 16.94 31.14 -15.18 3.17 8.67 7.25 9.90 -0.04 10.71
S&P 100 -12.37 6.12 18.47 1.17 6.43 26.25 -22.59 3.85 5.50 4.11 9.05 0.02 10.40
Russell 1000 Value -12.42 -0.17 22.25 7.05 16.49 30.03 -15.52 3.15 8.55 6.95 9.85 -0.04 10.65
S&P 500/Citi Value -13.76 1.99 20.80 8.71 15.03 30.36 -16.59 3.46 8.47 5.55 N/A 0.00 11.05
MSCI World -13.98 9.04 20.07 9.49 14.72 33.11 -19.89 5.99 10.21 5.31 7.13 0.22 10.88
MSCI Pacific -15.08 5.30 12.20 22.64 18.98 38.48 -9.29 5.92 11.13 7.27 1.08 0.19 13.74
MSCI EAFE Growth -15.56 16.45 22.33 13.28 16.12 31.99 -16.02 9.36 13.60 N/A N/A 0.46 12.64
MSCI AC World* -16.28 9.64 18.78 8.83 13.30 31.62 -20.51 4.93 9.03 4.28 5.56 0.12 11.61
MSCI World Ex US -16.34 12.44 25.71 14.47 20.38 39.42 -15.80 8.72 14.45 6.91 6.47 0.40 12.87
MSCI EAFE -17.31 11.17 26.34 13.54 20.25 38.59 -15.94 8.09 13.86 6.34 6.07 0.36 12.75
MSCI EAFE Small Cap -17.85 1.45 19.31 26.19 30.78 61.35 -7.82 3.73 14.68 N/A N/A 0.05 15.14
MSCI Europe -18.28 13.86 33.72 9.42 20.88 38.54 -18.38 9.12 15.11 6.08 9.94 0.42 13.23
MSCI EAFE Value -19.07 5.96 30.38 13.80 24.33 45.30 -15.91 6.71 14.01 N/A N/A 0.25 13.22
MSCI EM -21.67 39.78 32.59 34.54 25.95 56.28 -6.00 19.38 23.90 17.72 8.59 0.74 22.11
DJ US Financial -22.33 -17.66 19.42 6.46 13.39 32.23 -12.35 -6.15 0.82 4.72 9.28 -0.54 16.68
BSE SENSEX LCL India -28.21 47.15 46.70 42.34 13.08 72.89 3.52 23.11 27.96 17.38 N/A 0.66 26.67
MSCI Hong Kong* -28.74 37.48 26.27 4.79 20.79 32.47 -20.63 6.95 11.62 9.60 4.31 0.24 18.84
JSE Gold South Africa -32.38 -18.00 5.54 43.34 -27.75 11.47 130.33 -3.10 -7.57 6.67 -5.08 0.00 39.66
MSCI Ireland* -38.02 -21.87 43.86 -4.74 39.16 39.43 -28.07 -10.09 1.69 -1.94 4.09 -0.61 20.53
Index Name YTD 2007 2006 2005 2004 2003 2002 3-Yr 5-Yr 10-Yr 15-Yr Sharpe Std Dev
  Total Return % Annualized Return %

*Indicates price returns. All other indexes are total return. Source: Morningstar. Data as of 8/31/2008. All returns are in dollars, unless noted. 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