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Written by Journal of Indexes Staff
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Tuesday, 21 October 2008 00:00 |
Selected Major Indexes Sorted By YTD Returns November/December 2008
| 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 |
*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.
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