| |
Total Return(%) |
Annualized Total Return(%) |
| Industry |
1-Month |
3-Month |
YTD |
2008 |
1-Year |
3-Year |
5-Year |
10-Year |
Since Inception |
| Basic Materials |
-22.50 |
-31.64 |
-24.41 |
32.86 |
-21.07 |
8.37 |
11.52 |
7.16 |
7.56 |
| Consumer Goods |
-2.43 |
4.58 |
-8.76 |
9.69 |
-8.11 |
4.56 |
8.58 |
5.75 |
8.57 |
| Consumer Services |
-8.32 |
-2.64 |
-13.43 |
-7.18 |
-20.39 |
-1.98 |
1.83 |
2.68 |
7.43 |
| Financials |
-4.03 |
2.27 |
-25.46 |
-17.66 |
-35.32 |
-7.66 |
-0.18 |
4.02 |
10.36 |
| Health Care |
-6.26 |
1.20 |
-10.91 |
8.36 |
-10.70 |
1.59 |
4.93 |
3.86 |
8.70 |
| Industrials |
-12.77 |
-10.13 |
-19.71 |
13.57 |
-22.46 |
2.98 |
7.98 |
4.63 |
8.05 |
| Oil & Gas |
-12.45 |
-25.33 |
-17.24 |
34.84 |
-13.63 |
8.51 |
22.89 |
13.54 |
13.48 |
| Technology |
-13.01 |
-12.13 |
-23.47 |
15.70 |
-23.69 |
-0.06 |
3.03 |
0.71 |
10.54 |
| Telecommunications |
-13.06 |
-15.02 |
-29.73 |
10.04 |
-34.43 |
1.94 |
6.48 |
-3.86 |
4.27 |
| Utilities |
-12.16 |
-19.04 |
-20.67 |
17.76 |
-15.34 |
2.12 |
11.94 |
5.11 |
7.51 |
|
| |
| Industry |
Market Cap
(USD Billions) |
Weight in
DJ U.S. Index |
 |
| Basic Materials |
367.04 |
3.06% |
| Consumer Goods |
1,298.57 |
10.81% |
| Consumer Services |
1,304.69 |
10.86% |
| Financials |
1,982.21 |
16.50% |
| Health Care |
1,520.87 |
12.66% |
| Industrials |
1,594.48 |
13.27% |
| Oil & Gas |
1,443.76 |
12.02% |
| Technology |
1,680.62 |
13.99% |
| Telecommunications |
329.38 |
2.74% |
| Utilities |
490.92 |
4.09% |
|
| |
| Industry |
1000 |
3000 |
5000 |
8000 |
4000 |
2000 |
0001 |
9000 |
6000 |
7000 |
| Basic Materials |
0.6554 |
|
|
|
|
|
|
|
|
|
| Consumer Goods |
0.4354 |
1.0000 |
|
|
|
|
|
|
|
|
| Consumer Services |
0.3797 |
0.6930 |
1.0000 |
|
|
|
|
|
|
|
| Financials |
0.2101 |
0.6765 |
0.7484 |
1.0000 |
|
|
|
|
|
|
| Health Care |
0.4824 |
0.7688 |
0.5839 |
0.5635 |
1.0000 |
|
|
|
|
|
| Industrials |
0.4615 |
0.6876 |
0.8312 |
0.6211 |
0.5378 |
1.0000 |
|
|
|
|
| Oil & Gas |
0.6353 |
0.1634 |
0.1808 |
-0.0221 |
0.1825 |
0.3721 |
1.0000 |
|
|
|
| Technology |
0.5693 |
0.6625 |
0.7423 |
0.4989 |
0.5783 |
0.8422 |
0.5175 |
1.0000 |
|
|
| Telecommunications |
0.5614 |
0.5805 |
0.7376 |
0.5931 |
0.4788 |
0.7755 |
0.4049 |
0.7317 |
1.0000 |
|
| Utilities |
1.0000 |
0.4354 |
0.3797 |
0.2101 |
0.4824 |
0.4615 |
0.6353 |
0.5693 |
0.5614 |
1.0000 |
|
| |
| Industry |
DJ U.S.
Large-Cap
Market Cap |
DJ U.S.
Large-Cap
Weight |
DJ U.S.
Mid-Cap
Market Cap |
DJ U.S.
Mid-Cap
Weight |
DJ U.S.
Small-Cap
Market Cap |
DJ U.S.
Small-Cap
Weight |
DJ U.S.
TMI
Market Cap |
| Basic Materials |
243.58 |
2.67% |
90.43 |
4.35% |
33.03% |
4.07% |
397.04 |
| Consumer Goods |
1,025.40 |
11.24% |
199.50 |
9.60% |
73.67 |
9.09% |
1,298.57 |
| Consumer Services |
977.48 |
10.71% |
230.38 |
11.09% |
96.84 |
11.95% |
1,304.69 |
| Financials |
1,422.36 |
15.59% |
402.10 |
19.36% |
157.75 |
19.46% |
1,982.21 |
| Health Care |
1,245.28 |
13.65% |
174.05 |
8.38% |
101.55 |
12.53% |
1,520.87 |
| Industrials |
1,033.32 |
11.32% |
393.64 |
18.95% |
167.51 |
20.67% |
1,594.48 |
| Oil & Gas |
1,240.63 |
13.60% |
159.43 |
7.67% |
43.70 |
5.39% |
1,443.76 |
| Technology |
1,343.30 |
14.72% |
240.71 |
11.59% |
96.60 |
11.92% |
1,680.62 |
| Telecommunications |
274.59 |
.3.01% |
53.60 |
2.58% |
1.19 |
0.15% |
329.38 |
| Utilities |
318.58 |
3.49% |
133.65 |
6.43% |
38.69 |
4.77% |
490.92 |
| Total |
9,124.52 |
75.96% |
2,077.48 |
17.29% |
810.53 |
6.75% |
12,012.54 |
|
| Source: Dow Jones Indexes. Data Through 9/30/2008. The Correlation Coefficients table can be interpreted as a standard correlations crossing table, with the order of the sectors on the X axis (those numbers refer to the ICB industry codes for the relevant sectors). Correlations are monthly correlations measured over the trailing three years. |
|
