|
Written by Journal of Indexes Europe Staff
|
|
December 16, 2011 |
|
Source: MSCI. Data as of 31 October 2011. All returns are in Euro, unless noted. 3-, 5- and 10-year returns are annualised.
1AC = All Country (Developed Markets + Emerging Markets). 2EM = Emerging Markets. |
| MSCI World |
Price Return |
-8.53% |
17.16% |
23.02% |
-39.08% |
-3.41% |
5.51% |
-0.75% |
4.95% |
-4.78% |
-1.81% |
|
Net Return |
-6.82% |
19.53% |
25.94% |
-37.64% |
-1.66% |
7.40% |
1.40% |
7.29% |
-2.74% |
0.07% |
|
Gross Return |
-6.39% |
20.14% |
26.72% |
-37.24% |
-1.18% |
7.93% |
1.94% |
7.91% |
-2.20% |
0.58% |
| MSCI Europe |
Price Return |
-11.46% |
8.04% |
27.15% |
-45.52% |
0.07% |
16.49% |
-8.38% |
2.68% |
-7.31% |
-1.61% |
|
Net Return |
-9.00% |
11.10% |
31.60% |
-43.65% |
2.69% |
19.61% |
-5.57% |
5.96% |
-4.45% |
1.16% |
|
Gross Return |
-8.48% |
11.75% |
32.55% |
-43.29% |
3.17% |
20.18% |
-4.99% |
6.65% |
-3.87% |
1.68% |
| MSCI Euro |
Price Return |
-13.96% |
-2.25% |
22.50% |
-45.89% |
7.04% |
17.76% |
-14.66% |
-1.27% |
-9.13% |
-2.91% |
|
Net Return |
-11.45% |
0.68% |
26.87% |
-44.09% |
9.64% |
20.76% |
-11.86% |
2.00% |
-6.32% |
-0.30% |
|
Gross Return |
-10.65% |
1.61% |
28.24% |
-43.56% |
10.39% |
21.65% |
-10.97% |
3.03% |
-5.47% |
0.49% |
| MSCI AC¹ Far East |
Price Return |
-15.36% |
22.95% |
22.58% |
-37.00% |
-2.60% |
0.01% |
-6.21% |
7.13% |
-4.27% |
0.27% |
|
Net Return |
-13.50% |
25.51% |
25.04% |
-35.54% |
-0.99% |
1.54% |
-4.03% |
9.43% |
-2.29% |
2.01% |
|
Gross Return |
-13.29% |
25.77% |
25.29% |
-35.39% |
-0.82% |
1.70% |
-3.80% |
9.66% |
-2.09% |
2.21% |
| MSCI Far East |
Price Return |
-16.17% |
22.09% |
6.99% |
-30.35% |
-10.93% |
-3.94% |
-5.84% |
2.00% |
-7.31% |
-2.14% |
|
Net Return |
-14.31% |
24.54% |
9.12% |
-28.68% |
-9.62% |
-2.69% |
-3.61% |
4.17% |
-5.47% |
-0.57% |
|
Gross Return |
-14.20% |
24.69% |
9.24% |
-28.77% |
-9.55% |
-2.62% |
-3.48% |
4.29% |
-5.36% |
-0.46% |
| MSCI EM² Far East |
Price Return |
-14.10% |
24.19% |
61.16% |
-49.52% |
20.54% |
14.12% |
-6.75% |
17.77% |
2.66% |
7.80% |
|
Net Return |
-12.28% |
26.92% |
64.49% |
-48.18% |
23.10% |
16.77% |
-4.71% |
20.33% |
4.96% |
10.18% |
|
Gross Return |
-11.94% |
27.38% |
65.11% |
-47.94% |
23.60% |
17.60% |
-4.33% |
20.79% |
5.38% |
10.64% |
| MSCI North America |
Price Return |
-5.03% |
21.54% |
22.35% |
-36.10% |
-4.69% |
1.39% |
4.87% |
6.25% |
-3.07% |
-2.12% |
|
Net Return |
-3.90% |
23.31% |
24.43% |
-35.03% |
-3.43% |
2.73% |
6.41% |
7.94% |
-1.60% |
-0.76% |
|
Gross Return |
-3.44% |
24.04% |
25.32% |
-34.58% |
-2.89% |
3.30% |
7.05% |
8.65% |
-0.98% |
-0.19% |
| MSCI Emerging Markets |
Price Return |
-16.83% |
24.45% |
69.06% |
-52.12% |
23.09% |
15.55% |
-10.28% |
16.63% |
2.27% |
9.19% |
|
Net Return |
-14.91% |
27.14% |
72.94% |
-50.91% |
25.72% |
18.23% |
-8.05% |
19.38% |
4.64% |
11.82% |
|
Gross Return |
-14.66% |
27.48% |
73.44% |
-50.76% |
26.07% |
18.60% |
-7.76% |
19.73% |
4.95% |
12.15% |
| MSCI EM Asia |
Price Return |
-15.52% |
24.66% |
65.00% |
-51.71% |
24.73% |
16.11% |
-8.83% |
17.83% |
2.56% |
8.25% |
|
Net Return |
-13.83% |
27.25% |
68.23% |
-50.52% |
27.24% |
18.69% |
-6.92% |
20.26% |
4.73% |
10.56% |
|
Gross Return |
-13.53% |
27.65% |
68.78% |
-50.32% |
27.69% |
19.17% |
-6.60% |
20.65% |
5.10% |
10.98% |
| MSCI EM Eastern Europe |
Price Return |
-16.15% |
21.62% |
73.75% |
-68.00% |
11.54% |
28.48% |
-7.05% |
9.36% |
-6.91% |
9.54% |
|
Net Return |
-14.30% |
23.93% |
77.81% |
-67.49% |
13.34% |
30.88% |
-4.99% |
11.72% |
-5.12% |
11.66% |
|
Gross Return |
-13.95% |
24.35% |
78.54% |
-67.40% |
13.63% |
31.30% |
-4.60% |
12.16% |
-4.79% |
12.05% |
| MSCI EM Latin America |
Price Return |
-18.44% |
19.86% |
91.97% |
-50.34% |
32.48% |
24.64% |
-13.66% |
17.85% |
6.09% |
12.96% |
|
Net Return |
-16.18% |
22.62% |
97.42% |
-48.90% |
35.65% |
28.05% |
-10.82% |
21.30% |
9.02% |
16.38% |
|
Gross Return |
-16.01% |
22.87% |
97.83% |
-48.76% |
35.90% |
28.35% |
-10.59% |
21.60% |
9.27% |
16.60% |
| MSCI Austria |
Price Return |
-32.80% |
14.81% |
34.09% |
-67.36% |
-9.13% |
20.54% |
-27.25% |
-5.11% |
-19.65% |
0.97% |
|
Net Return |
-31.33% |
17.51% |
38.74% |
-66.77% |
-7.85% |
22.14% |
-25.66% |
-2.67% |
-17.85% |
2.86% |
|
Gross Return |
-30.83% |
18.42% |
40.32% |
-66.58% |
-7.42% |
22.67% |
-25.12% |
-1.85% |
-17.25% |
3.50% |
| MSCI Belgium |
Price Return |
-13.18% |
4.56% |
49.45% |
-65.79% |
-14.56% |
19.21% |
-16.86% |
7.05% |
-16.31% |
-4.57% |
|
Net Return |
-11.33% |
6.50% |
52.59% |
-64.75% |
-12.27% |
22.24% |
-15.03% |
9.27% |
-14.32% |
-2.03% |
|
Gross Return |
-10.71% |
7.15% |
53.64% |
-64.39% |
-11.49% |
23.27% |
-14.41% |
10.02% |
-13.65% |
-1.18% |
| MSCI Denmark |
Price Return |
-20.57% |
38.83% |
31.03% |
-45.47% |
12.04% |
22.40% |
-14.83% |
8.41% |
-1.02% |
4.83% |
|
Net Return |
-19.83% |
39.81% |
32.32% |
-44.84% |
13.28% |
24.13% |
-14.01% |
9.37% |
-0.05% |
6.14% |
|
Gross Return |
-19.54% |
40.20% |
32.82% |
-44.60% |
13.76% |
24.81% |
-13.69% |
9.74% |
0.33% |
6.65% |
| MSCI Finland |
Price Return |
-26.27% |
14.50% |
3.89% |
-54.17% |
30.79% |
13.73% |
-22.30% |
-8.09% |
-11.57% |
-6.40% |
|
Net Return |
-23.66% |
17.95% |
7.68% |
-52.84% |
34.07% |
16.23% |
-19.56% |
-4.97% |
-8.80% |
-3.98% |
|
Gross Return |
-22.66% |
19.31% |
9.18% |
-52.32% |
35.37% |
17.22% |
-18.50% |
-3.75% |
-7.71% |
-3.01% |
| MSCI France |
Price Return |
-14.33% |
-0.26% |
23.67% |
-42.06% |
0.02% |
17.79% |
-14.44% |
-0.59% |
-8.64% |
-2.38% |
|
Net Return |
-12.10% |
2.55% |
27.73% |
-40.33% |
2.13% |
20.29% |
-11.83% |
2.47% |
-6.08% |
-0.15% |
|
Gross Return |
-11.30% |
3.49% |
29.11% |
-39.75% |
2.84% |
21.14% |
-10.90% |
3.53% |
-5.21% |
0.61% |
| MSCI Germany |
Price Return |
-14.11% |
13.39% |
17.53% |
-44.51% |
19.53% |
19.00% |
-9.62% |
2.36% |
-4.35% |
0.06% |
|
Net Return |
-11.99% |
15.97% |
21.25% |
-43.07% |
21.95% |
21.64% |
-7.39% |
5.06% |
-1.96% |
2.26% |
|
Gross Return |
-11.32% |
16.91% |
22.61% |
-42.67% |
22.60% |
22.36% |
-6.68% |
6.00% |
-1.19% |
2.93% |
| MSCI Greece |
Price Return |
-53.71% |
-42.64% |
18.78% |
-65.36% |
16.56% |
17.72% |
-60.34% |
-35.65% |
-33.24% |
-14.14% |
|
Net Return |
-52.66% |
-41.04% |
21.15% |
-64.25% |
19.87% |
20.80% |
-59.26% |
-33.99% |
-31.43% |
-11.55% |
|
Gross Return |
-52.53% |
-40.89% |
21.42% |
-64.25% |
19.87% |
20.80% |
-59.13% |
-33.82% |
-31.33% |
-11.49% |
| MSCI Ireland |
Price Return |
-1.27% |
-14.13% |
6.49% |
-71.33% |
-29.53% |
28.68% |
6.69% |
-13.58% |
-27.63% |
-12.52% |
|
Net Return |
0.81% |
-12.43% |
8.78% |
-70.47% |
-27.93% |
31.33% |
8.93% |
-11.79% |
-25.93% |
-10.35% |
|
Gross Return |
1.33% |
-12.00% |
9.36% |
-70.25% |
-27.52% |
32.00% |
9.50% |
-11.34% |
-25.51% |
-10.03% |
| MSCI Italy |
Price Return |
-19.12% |
-11.90% |
18.80% |
-49.62% |
-7.40% |
14.55% |
-23.39% |
-8.19% |
-16.31% |
-5.82% |
|
Net Return |
-16.71% |
-9.10% |
22.63% |
-47.39% |
-4.35% |
18.51% |
-20.84% |
-5.17% |
-13.41% |
-2.81% |
|
Gross Return |
-15.85% |
-8.10% |
24.01% |
-46.57% |
-3.26% |
19.93% |
-19.93% |
-4.08% |
-12.36% |
-1.71% |
| MSCI Netherlands |
Price Return |
-12.48% |
6.28% |
33.57% |
-47.51% |
6.00% |
14.70% |
-9.32% |
5.18% |
-6.56% |
-2.77% |
|
Net Return |
-10.34% |
8.81% |
37.82% |
-45.54% |
8.76% |
17.52% |
-6.97% |
8.07% |
-3.83% |
-0.08% |
|
Gross Return |
-9.96% |
9.26% |
38.58% |
-45.18% |
9.26% |
18.48% |
-6.55% |
8.58% |
-3.34% |
0.61% |
| MSCI Norway |
Price Return |
-9.84% |
14.86% |
76.82% |
-63.42% |
15.83% |
26.62% |
0.45% |
14.11% |
-2.73% |
6.83% |
|
Net Return |
-7.01% |
18.66% |
81.24% |
-62.39% |
18.54% |
29.81% |
3.82% |
17.54% |
0.05% |
9.77% |
|
Gross Return |
-6.28% |
19.59% |
82.73% |
-62.04% |
19.45% |
30.89% |
4.64% |
18.48% |
0.88% |
10.70% |
| MSCI Portugal |
Price Return |
-17.51% |
-8.69% |
31.16% |
-51.25% |
9.17% |
28.30% |
-22.38% |
-1.29% |
-10.98% |
-3.53% |
|
Net Return |
-15.14% |
-5.15% |
36.04% |
-49.68% |
11.84% |
31.82% |
-20.02% |
2.16% |
-8.07% |
-0.76% |
|
Gross Return |
-14.08% |
-4.25% |
37.27% |
-49.28% |
12.51% |
32.72% |
-18.99% |
3.22% |
-7.23% |
0.07% |
| MSCI Spain |
Price Return |
-9.99% |
-20.20% |
32.21% |
-40.01% |
8.83% |
29.56% |
-19.55% |
-1.60% |
-8.66% |
0.65% |
|
Net Return |
-6.15% |
-16.53% |
39.01% |
-37.52% |
11.80% |
33.60% |
-15.21% |
3.38% |
-4.76% |
4.10% |
|
Gross Return |
-5.22% |
-15.65% |
40.55% |
-36.96% |
12.46% |
34.33% |
-14.16% |
4.55% |
-3.87% |
4.83% |
| MSCI Sweden |
Price Return |
-15.76% |
40.39% |
55.18% |
-48.92% |
-11.03% |
25.67% |
-6.69% |
19.59% |
-1.88% |
4.18% |
|
Net Return |
-13.95% |
43.04% |
59.05% |
-47.26% |
-9.25% |
28.26% |
-4.68% |
22.19% |
0.44% |
6.40% |
|
Gross Return |
-13.06% |
44.18% |
60.72% |
-46.54% |
-8.48% |
29.38% |
-3.70% |
23.36% |
1.46% |
7.37% |
| MSCI Switzerland |
Price Return |
-8.90% |
17.47% |
19.10% |
-28.02% |
-6.31% |
12.59% |
-0.79% |
4.72% |
-2.66% |
1.72% |
|
Net Return |
-6.64% |
19.56% |
21.41% |
-26.89% |
-5.04% |
13.96% |
1.67% |
6.89% |
-0.88% |
3.22% |
|
Gross Return |
-5.92% |
20.70% |
22.67% |
-26.27% |
-4.34% |
14.71% |
2.46% |
7.88% |
-0.02% |
3.97% |
| MSCI UK |
Price Return |
-6.57% |
12.47% |
33.06% |
-48.00% |
-5.55% |
12.89% |
-1.65% |
4.76% |
-7.03% |
-2.53% |
|
Net Return |
-3.74% |
16.31% |
38.84% |
-45.67% |
-2.27% |
16.83% |
1.74% |
8.82% |
-3.45% |
1.02% |
|
Gross Return |
-3.71% |
16.36% |
38.91% |
-45.65% |
-2.24% |
16.88% |
1.78% |
8.87% |
-3.41% |
1.05% |
| MSCI Australia |
Price Return |
-9.99% |
17.63% |
63.52% |
-49.83% |
12.75% |
13.69% |
-1.21% |
15.49% |
0.25% |
6.26% |
|
Net Return |
-6.75% |
22.48% |
70.94% |
-48.12% |
15.75% |
17.06% |
3.13% |
20.49% |
4.03% |
9.79% |
|
Gross Return |
-6.62% |
22.70% |
71.26% |
-47.37% |
17.06% |
18.53% |
3.30% |
20.82% |
4.72% |
10.82% |
| MSCI Hong Kong |
Price Return |
-16.52% |
27.99% |
50.37% |
-50.43% |
23.99% |
12.95% |
-11.63% |
14.49% |
1.34% |
2.98% |
|
Net Return |
-14.48% |
31.80% |
55.16% |
-48.68% |
27.35% |
16.60% |
-9.14% |
18.08% |
4.46% |
6.41% |
|
Gross Return |
-14.48% |
31.80% |
55.16% |
-48.68% |
27.35% |
16.60% |
-9.14% |
18.08% |
4.46% |
6.41% |
| MSCI Japan |
Price Return |
-16.23% |
21.24% |
1.18% |
-26.93% |
-14.70% |
-6.00% |
-4.73% |
0.00% |
-8.55% |
-2.97% |
|
Net Return |
-14.50% |
23.46% |
2.94% |
-25.54% |
-13.63% |
-4.96% |
-2.67% |
1.91% |
-6.94% |
-1.64% |
|
Gross Return |
-14.37% |
23.62% |
3.08% |
-25.44% |
-13.55% |
-4.88% |
-2.51% |
2.05% |
-6.81% |
-1.51% |
| MSCI New Zealand |
Price Return |
1.14% |
10.35% |
38.56% |
-53.95% |
-6.18% |
-1.59% |
8.61% |
11.14% |
-6.24% |
1.98% |
|
Net Return |
5.61% |
15.84% |
45.72% |
-51.40% |
-1.78% |
4.26% |
13.94% |
16.83% |
-1.43% |
6.88% |
|
Gross Return |
6.42% |
16.83% |
47.01% |
-50.94% |
-0.98% |
5.32% |
14.90% |
17.86% |
-0.56% |
8.13% |
| MSCI Singapore |
Price Return |
-14.66% |
26.68% |
62.08% |
-46.93% |
11.76% |
26.94% |
-9.03% |
18.02% |
2.64% |
6.29% |
|
Net Return |
-11.81% |
30.63% |
68.54% |
-44.62% |
15.76% |
31.23% |
-5.58% |
22.53% |
6.52% |
9.78% |
|
Gross Return |
-11.79% |
30.65% |
68.58% |
-44.61% |
15.78% |
31.25% |
-5.56% |
22.55% |
6.54% |
9.79% |
| MSCI Canada |
Price Return |
-13.06% |
26.41% |
47.95% |
-43.82% |
15.06% |
3.93% |
-2.36% |
10.58% |
0.70% |
6.27% |
|
Net Return |
-11.73% |
28.82% |
51.32% |
-42.69% |
16.86% |
5.38% |
-0.53% |
12.86% |
2.64% |
8.02% |
|
Gross Return |
-11.28% |
29.63% |
52.46% |
-42.31% |
17.46% |
5.87% |
0.09% |
13.64% |
3.29% |
8.61% |
| MSCI USA |
Price Return |
-4.12% |
21.04% |
20.33% |
-35.39% |
-6.12% |
1.24% |
5.68% |
5.91% |
-3.36% |
-2.57% |
|
Net Return |
-3.02% |
22.75% |
22.32% |
-34.34% |
-4.90% |
2.58% |
7.19% |
7.55% |
-1.93% |
-1.25% |
|
Gross Return |
-2.56% |
23.47% |
23.18% |
-33.88% |
-4.37% |
3.15% |
7.83% |
8.25% |
-1.31% |
-0.68% |
|
Source: MSCI. Data as of 31 October 2011. All returns are in Euro, unless noted. 3-, 5- and 10-year returns are annualised.
1AC = All Country (Developed Markets + Emerging Markets). 2EM = Emerging Markets. |
|
