Selected Major Indexes

July / August 2009
Risk Management

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Selected Major Indexes

Written by IndexUniverse Staff

Friday, 05 June 2009 00:00

Selected Major Indexes Sorted By YTD Returns

	Total Return %							Annualized Return %
Name	YTD	2008	2007	2006	2005	2004	2003	2002	3 Yr	5 Yr	10 Yr	15 Yr	Sharpe	Std Dev
MSCI Brazil*	33.06	-57.64	75.35	40.52	49.96	30.49	102.85	-33.78	2.04	26.73	13.01	10.33	0.17	39.12
MSCI Indonesia*	31.86	-57.57	50.81	69.61	12.56	44.54	69.97	38.11	0.00	15.43	10.09	-1.72	0.16	44.18
MSCI EM Latin America	23.20	-51.41	50.40	43.15	50.00	39.44	73.52	-22.50	1.07	22.97	14.02	-	0.12	33.66
Barcap High Yield Corp Bond	18.81	-26.16	1.88	11.85	2.74	11.13	28.97	-1.41	-1.16	2.34	3.56	5.65	-0.19	15.97
MSCI EM	17.75	-53.33	39.39	32.17	34.00	25.55	55.82	-6.17	-5.51	11.10	8.24	-	-0.12	31.24
S&P 500-Information Tech	16.91	-43.14	16.31	8.42	0.99	2.56	47.23	-37.41	-6.63	-1.35	-5.77	8.59	-0.30	23.77
NASDAQ 100*	15.08	-41.89	18.67	6.79	1.49	10.44	49.12	-37.58	-6.41	-0.10	-4.18	9.18	-0.30	23.48
Russell Mid Cap Growth	10.37	-44.33	11.43	10.66	12.10	15.48	42.71	-27.41	-11.16	-0.76	0.02	6.28	-0.53	23.26
JPM EMBI Global Diversified	9.60	-12.03	6.16	9.87	10.25	11.62	22.21	13.65	3.41	7.01	9.91	11.74	0.08	12.61
S&P MidCap 400/Citi Growth	8.24	-37.61	13.50	5.81	14.42	15.78	37.32	-19.67	-8.79	0.91	5.84	-	-0.43	22.83
Barcap Municipal	6.31	-2.47	3.36	4.84	3.51	4.48	5.31	9.61	3.88	4.12	4.78	5.67	0.14	5.43
Russell 1000 Growth	5.09	-38.44	11.81	9.07	5.26	6.30	29.75	-27.88	-8.49	-2.39	-4.40	5.46	-0.54	19.04
Russell Mid Cap	5.01	-41.46	5.60	15.26	12.65	20.22	40.06	-16.19	-11.62	0.01	3.00	8.22	-0.55	23.15
Russell 3000 Growth	5.00	-38.44	11.40	9.46	5.17	6.93	30.97	-28.04	-8.81	-2.32	-4.15	5.22	-0.55	19.35
S&P Midcap 400	4.93	-36.23	7.98	10.32	12.56	16.48	35.62	-14.53	-9.95	0.56	4.86	9.63	-0.49	22.59
MSCI EAFE Small Cap	4.33	-47.01	1.45	19.31	26.19	30.78	61.35	-7.82	-16.61	0.26	-	-	-0.74	24.54
Russell 2000 Growth	3.84	-38.54	7.05	13.35	4.15	14.31	48.54	-30.26	-12.10	-1.67	-1.06	3.31	-0.54	24.14
Barcap Mortgage-Backed	2.49	8.34	6.90	5.22	2.61	4.70	3.07	8.75	7.71	6.04	6.15	6.83	1.30	3.20
FTSE AW Ex US	2.18	-45.26	18.17	28.10	17.27	21.73	41.60	-14.33	-9.88	3.52	2.20	4.12	-0.45	23.90
S&P MidCap 400/Citi Value	1.72	-34.88	2.65	14.62	10.77	17.18	33.80	-9.43	-11.22	0.12	3.85	-	-0.55	22.73
S&P 500/Citi Growth	1.63	-34.92	9.13	11.01	1.14	6.97	27.08	-28.10	-7.89	-2.78	-4.00	6.69	-0.56	17.65
CS Tremont Hedge Fund	0.86	-19.07	12.56	13.87	7.61	9.64	15.44	3.04	-0.27	3.60	7.02	9.28	-0.44	7.81
Barcap Aggregate Bond	0.60	5.24	6.97	4.33	2.43	4.34	4.10	10.26	6.01	4.78	5.71	6.48	0.67	4.06
FTSE All World	0.39	-41.76	12.74	22.19	11.72	16.14	34.39	-18.86	-10.09	0.70	-0.12	5.00	-0.55	21.20
USTREAS Treasury Bill 3 Mon	0.07	1.51	4.77	5.07	3.34	1.43	1.05	1.68	3.26	3.16	3.21	3.88	-	0.57
Russell Mid Cap Value	-0.43	-38.45	-1.42	20.22	12.65	23.71	38.07	-9.65	-12.56	0.07	3.79	8.71	-0.58	23.69
USTreas Const Mat Treas 3 Yr	-0.69	8.45	9.27	3.75	0.76	0.26	0.98	7.83	6.83	4.42	4.89	5.45	1.12	3.11
S&P SmallCap 600/Citi Growth	-0.76	-32.95	5.60	10.54	7.07	24.29	38.50	-16.57	-11.26	-0.11	5.04	-	-0.53	23.26
MSCI EAFE Value	-0.94	-44.09	5.96	30.38	13.80	24.33	45.30	-15.91	-12.77	1.09	1.52	4.34	-0.59	23.65
Russell 1000	-1.39	-37.60	5.77	15.46	6.27	11.41	29.89	-21.65	-10.76	-2.32	-2.03	6.57	-0.67	19.06
Russell 3000	-1.42	-37.31	5.14	15.72	6.12	11.95	31.06	-21.54	-10.94	-2.26	-1.71	6.45	-0.67	19.35
Russell 2000	-1.81	-33.79	-1.57	18.37	4.55	18.33	47.25	-20.48	-12.72	-1.45	2.53	5.91	-0.58	23.79
S&P 1500	-1.93	-36.72	5.47	15.34	5.66	11.78	29.59	-21.31	-10.76	-2.33	-1.71	-	-0.67	19.03
Barcap Government	-2.30	12.39	8.66	3.48	2.65	3.48	2.36	11.50	7.71	5.61	6.04	6.61	0.91	4.74
S&P Smallcap 600	-2.33	-31.07	-0.30	15.12	7.68	22.65	38.79	-14.63	-11.85	-0.13	5.25	-	-0.55	23.58
Barcap Global Aggregate	-2.38	4.79	9.48	6.64	-4.49	9.27	12.51	16.52	5.47	4.87	5.32	6.15	0.34	6.98
S&P 500	-2.50	-37.00	5.49	15.79	4.91	10.88	28.69	-22.10	-10.77	-2.70	-2.48	6.46	-0.69	18.66
MSCI Europe	-2.64	-46.42	13.86	33.72	9.42	20.88	38.54	-18.38	-11.97	0.98	0.02	5.89	-0.56	23.54
MSCI EAFE	-2.92	-43.38	11.17	26.34	13.54	20.25	38.59	-15.94	-12.34	0.66	-0.03	2.80	-0.63	22.10
MSCI Pacific	-3.45	-36.42	5.30	12.20	22.64	18.98	38.48	-9.29	-13.25	-0.16	-0.22	-1.22	-0.76	20.12
S&P SmallCap 600/Citi Value	-3.83	-29.51	-5.54	19.57	8.36	21.09	39.20	-12.93	-12.54	-0.22	5.25	-	-0.56	24.22
Citi WGBI	-4.78	10.89	10.95	6.12	-6.88	10.35	14.91	19.50	6.83	5.55	5.80	6.19	0.46	8.24
MSCI EAFE Growth	-4.84	-42.70	16.45	22.33	13.28	16.12	31.99	-16.02	-12.00	0.16	-1.75	1.15	-0.65	21.09
S&P 100	-4.96	-35.31	6.12	18.47	1.17	6.43	26.25	-22.59	-9.79	-3.36	-3.16	6.61	-0.68	17.77
JPM GBI Global Ex US	-5.32	11.40	11.30	6.84	-9.24	12.05	18.63	22.09	6.81	5.64	5.56	6.13	0.41	9.20
Dow Jones - AIG Commodity	-5.63	-35.65	16.23	2.07	21.36	9.15	23.93	25.91	-11.58	-2.76	6.02	5.32	-0.58	22.48
Dow Jones Industrial	-5.86	-31.93	8.89	19.05	1.72	5.31	28.28	-15.01	-8.05	-2.00	-0.61	7.76	-0.60	17.08
MSCI World/Real Estate	-6.47	-48.09	-5.57	39.86	14.86	35.69	36.34	-6.39	-17.17	-0.47	1.33	-	-0.60	29.25
S&P 500/Citi Value	-6.85	-39.22	1.99	20.80	8.71	15.03	30.36	-16.59	-13.78	-2.78	-1.60	-	-0.77	20.67
Russell 2000 Value	-6.89	-28.92	-9.78	23.48	4.71	22.25	46.03	-11.43	-13.47	-1.42	5.51	7.91	-0.61	24.22
Russell 3000 Value	-7.76	-36.25	-1.01	22.34	6.85	16.94	31.14	-15.18	-13.25	-2.42	-0.08	7.03	-0.76	20.19
DJ Composite Average	-7.82	-27.94	8.88	15.71	9.49	15.58	29.40	-15.94	-7.80	1.40	0.70	7.61	-0.57	17.38
Russell 1000 Value	-7.85	-36.85	-0.17	22.25	7.05	16.49	30.03	-15.52	-13.21	-2.50	-0.50	7.02	-0.77	19.94
DJ Utilities Average	-8.64	-27.84	20.11	16.63	25.14	30.24	29.39	-23.38	-2.31	7.75	4.46	7.94	-0.26	16.40
FTSE NAREIT All REITs	-10.14	-37.34	-17.83	34.35	8.29	30.41	38.47	5.22	-17.43	-1.64	5.27	6.62	-0.44	35.84
DJ Transportation Average	-10.45	-21.41	1.43	9.81	11.65	27.73	31.84	-11.48	-11.07	3.03	-0.23	5.79	-0.46	25.45
S&P GSCI	-11.46	-46.49	32.67	-15.09	25.55	17.28	20.72	32.07	-20.16	-7.01	4.43	3.06	-0.71	29.67
S&P 500 Sec/Financials	-12.91	-55.32	-18.63	19.19	6.48	10.91	31.13	-14.64	-29.50	-14.93	-6.36	4.70	-0.93	34.05
USTreas Const Mat Treas 20 Yr	-13.11	27.08	10.50	0.99	7.77	8.31	1.10	17.69	9.83	7.76	7.43	8.34	0.49	14.67
DJ US Select Dividend	-14.63	-30.97	-5.16	19.56	3.78	18.14	30.16	-3.94	-14.15	-4.04	2.62	8.89	-0.76	21.28
Name	YTD	2008	2007	2006	2005	2004	2003	2002	3 Yr	5 Yr	10 Yr	15 Yr	Sharpe	Std Dev
	Total Return %							Annualized Return %

Source: Morningstar. Data as of April 30, 2009. All returns are in dollars, unless noted.YTD is year-to-date. 3-, 5-, 10- and 15-year returns are annualized. Sharpe is 12-month Sharpe ratio. Std Dev is 3-year standard deviation. *Indicates price returns. All other indexes are total return.