| |
Total Return(%) |
Annualized Total Return(%) |
| Industry |
1-Month |
3-Month |
YTD |
2008 |
1-Year |
3-Year |
5-Year |
10-Year |
Since Inception |
| Basic Materials |
2.95 |
-34.94 |
-50.82 |
32.86 |
-50.82 |
-8.40 |
-1.82 |
2.14 |
4.76 |
| Consumer Goods |
-0.64 |
-18.56 |
-25.69 |
9.69 |
-25.69 |
-2.16 |
1.56 |
1.73 |
7.14 |
| Consumer Services |
5.47 |
-20.08 |
-30.82 |
-7.18 |
-30.82 |
-9.78 |
-4.50 |
-2.52 |
5.91 |
| Financials |
1.55 |
-33.45 |
-50.40 |
-17.66 |
-50.40 |
-21.28 |
-10.05 |
-1.93 |
7.59 |
| Health Care |
7.04 |
-13.35 |
-22.80 |
8.36 |
-22.80 |
-3.66 |
0.25 |
1.00 |
7.65 |
| Industrials |
2.12 |
-24.71 |
-39.55 |
13.57 |
-39.55 |
-7.88 |
-0.80 |
-0.14 |
6.14 |
| Oil & Gas |
-4.17 |
-22.39 |
-35.77 |
34.84 |
-35.77 |
2.07 |
13.56 |
10.68 |
11.59 |
| Technology |
2.36 |
-25.35 |
-42.87 |
15.70 |
-42.87 |
-10.05 |
-5.21 |
-5.17 |
8.50 |
| Telecommunications |
0.68 |
-4.56 |
-32.93 |
10.04 |
-32.93 |
0.32 |
2.85 |
-6.72 |
3.92 |
| Utilities |
-2.02 |
-12.08 |
-30.25 |
17.76 |
-30.25 |
-0.13 |
7.34 |
3.45 |
6.59 |
|
| |
| Industry |
Market Cap
(USD Billions) |
Weight in
DJ U.S. Index |
 |
| Basic Materials |
234.04 |
2.56% |
| Consumer Goods |
975.80 |
10.67% |
| Consumer Services |
1,029.17 |
11.25% |
| Financials |
1,337.79 |
14.63% |
| Health Care |
1,291.02 |
14.12% |
| Industrials |
1,186.63 |
12.97% |
| Oil & Gas |
1,119.76 |
12.24% |
| Technology |
1,240.86 |
13.57% |
| Telecommunications |
310.73 |
3.40% |
| Utilities |
420.56 |
4.60% |
|
| |
| 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 |
158.45 |
2.25% |
52.80 |
3.52% |
22.79 |
3.75% |
234.04 |
| Consumer Goods |
777.68 |
11.05% |
152.21 |
10.16% |
45.91 |
7.55% |
975.80 |
| Consumer Services |
783.51 |
11.13% |
175.17 |
11.69% |
70.49 |
11.58% |
1,029.17 |
| Financials |
920.55 |
13.08% |
285.51 |
19.06% |
131.74 |
21.65% |
1,337.79 |
| Health Care |
1,098.05 |
15.60% |
116.86 |
7.80% |
76.10 |
12.51% |
1,291.02 |
| Industrials |
763.43 |
10.84% |
299.61 |
20.00% |
123.60 |
20.31% |
1,186.63 |
| Oil & Gas |
1,005.05 |
14.28% |
91.22 |
6.09% |
23.49 |
3.86% |
1,119.76 |
| Technology |
993.96 |
14.12% |
169.65 |
11.32% |
77.25 |
12.70% |
1,240.86 |
| Telecommunications |
271.36 |
3.85% |
37.46 |
2.50% |
1.91 |
0.31% |
310.73 |
| Utilities |
267.77 |
3.80% |
117.63 |
7.85% |
35.17 |
5.78% |
420.56 |
| Total |
7,039.80 |
76.97% |
1,498.12 |
16.38% |
608.44 |
6.65% |
9,146.36 |
|
| Source: Dow Jones Indexes. Data through 12/31/2008. The Correlation Coefficients table can be interpreted as a standard correlations crossing table, with the order of the sectors on the X axis corresponding to the numbers on the Y axis (those numbers refer to the ICB industry codes for the relevant sectors). Correlations are monthly correlations measured over the trailing three years. |
|
