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Written by Journal of Indexes Europe Staff
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December 16, 2011 |
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Source: Barclays. Data as of 31 October 2011. All returns are in Euro, unless noted.
3-, 5- and 10-year returns are annualised. ¹Returns are in US Dollars. |
| Pan-European Aggregate |
Price Return |
0.45% |
-0.90% |
1.89% |
1.38% |
-2.66% |
-4.13% |
-2.36% |
1.78% |
-0.23% |
-0.02% |
|
Total Return |
3.72% |
4.31% |
7.66% |
1.74% |
0.51% |
0.51% |
1.99% |
5.69% |
3.45% |
4.16% |
| Pan-European High Yield |
Price Return |
-6.29% |
7.36% |
67.49% |
-38.16% |
-8.46% |
3.78% |
-10.14% |
15.62% |
-0.81% |
0.87% |
|
Total Return |
-0.49% |
16.18% |
86.66% |
-34.90% |
-2.98% |
11.66% |
-3.23% |
25.05% |
6.76% |
9.00% |
| U.S. Aggregate |
Price Return |
3.75% |
2.82% |
1.39% |
-0.08% |
1.42% |
-1.01% |
1.48% |
4.72% |
1.79% |
0.61% |
|
Total Return |
2.69% |
13.94% |
2.63% |
10.69% |
-3.52% |
-6.67% |
4.64% |
5.47% |
4.54% |
0.94% |
| U.S. Corporate High Yield |
Price Return |
-2.14% |
6.10% |
43.75% |
-33.06% |
-5.89% |
3.37% |
-2.83% |
12.60% |
-0.93% |
0.25% |
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Total Return |
0.53% |
23.12% |
53.28% |
-22.33% |
-8.12% |
0.05% |
4.80% |
19.12% |
6.14% |
4.48% |
| Asian Pacific Aggregate |
Price Return |
0.41% |
0.96% |
-0.70% |
2.62% |
0.63% |
-1.01% |
-0.38% |
0.88% |
0.80% |
0.04% |
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Total Return |
1.71% |
25.30% |
-3.08% |
28.97% |
-1.73% |
-9.62% |
4.52% |
7.53% |
8.50% |
1.90% |
| Global Emerging Markets |
Price Return |
0.58% |
5.15% |
24.84% |
-21.07% |
-2.86% |
1.56% |
-3.12% |
13.28% |
0.37% |
2.44% |
|
Total Return |
2.67% |
18.64% |
31.38% |
-11.76% |
-4.55% |
-0.57% |
3.05% |
18.32% |
5.97% |
6.25% |
| EM Local Currency Government |
Price Return |
2.16% |
2.82% |
0.86% |
n/a |
n/a |
n/a |
0.78% |
4.09% |
n/a |
n/a |
|
Total Return |
1.02% |
20.36% |
13.62% |
n/a |
n/a |
n/a |
3.51% |
10.05% |
n/a |
n/a |
| Euro-Aggregate: Treasury |
Price Return |
-1.33% |
-2.68% |
0.14% |
4.69% |
-2.57% |
-4.34% |
-4.94% |
0.12% |
-0.65% |
-0.19% |
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Total Return |
1.89% |
1.14% |
4.30% |
9.28% |
1.67% |
-0.24% |
-1.20% |
4.14% |
3.49% |
4.24% |
| Sterling Gilts |
Price Return |
8.47% |
3.04% |
-5.53% |
7.61% |
0.03% |
-4.37% |
6.85% |
4.91% |
2.19% |
0.72% |
|
Total Return |
11.27% |
11.51% |
7.52% |
-14.14% |
-3.52% |
2.51% |
11.98% |
6.07% |
1.65% |
2.47% |
| U.S. Treasury |
Price Return |
5.59% |
2.84% |
-6.83% |
8.99% |
3.97% |
-1.63% |
2.50% |
3.06% |
2.65% |
0.85% |
|
Total Return |
3.84% |
13.23% |
-6.57% |
19.63% |
-1.68% |
-7.79% |
4.90% |
2.94% |
4.62% |
0.67% |
| Japan Govt Inflation-Linked |
Price Return |
2.27% |
26.83% |
1.98% |
14.80% |
-2.13% |
-14.10% |
6.50% |
10.07% |
7.08% |
n/a |
|
Total Return |
3.18% |
28.23% |
3.17% |
16.10% |
-1.21% |
-13.41% |
7.65% |
11.30% |
8.23% |
n/a |
| UK Govt Inflation-Linked |
Price Return |
9.06% |
10.96% |
13.62% |
-22.90% |
-2.72% |
2.36% |
13.18% |
5.84% |
0.11% |
1.51% |
|
Total Return |
10.37% |
12.77% |
15.74% |
-21.36% |
-0.65% |
4.59% |
14.84% |
7.60% |
1.95% |
3.64% |
| US Govt Inflation-Linked |
Price Return |
7.17% |
11.53% |
4.77% |
1.05% |
-1.56% |
-12.35% |
7.04% |
6.51% |
3.48% |
0.05% |
|
Total Return |
8.69% |
13.72% |
7.04% |
3.38% |
0.82% |
-10.11% |
8.93% |
8.60% |
5.69% |
2.59% |
| World Govt Inflation-Linked |
Price Return |
4.81% |
9.10% |
7.50% |
-4.58% |
-1.35% |
-6.39% |
5.24% |
6.00% |
2.28% |
1.30% |
|
Total Return |
6.34% |
11.17% |
9.68% |
-2.52% |
0.87% |
-4.20% |
7.12% |
8.02% |
4.36% |
3.69% |
| Euro Govt Inflation-Linked |
Price Return |
-3.00% |
-1.02% |
6.02% |
1.68% |
-0.23% |
-3.74% |
-6.16% |
2.59% |
0.33% |
2.51% |
|
Total Return |
-1.35% |
0.97% |
8.13% |
3.85% |
1.91% |
-1.67% |
-4.21% |
4.65% |
2.40% |
4.85% |
| North America Long-Credit 5y IG¹ |
Total Return |
-0.04% |
1.36% |
4.38% |
-2.99% |
3.33% |
6.24% |
0.58% |
2.05% |
1.37% |
n/a |
| North America Long-Credit 5y High Vol¹ |
Total Return |
-0.25% |
2.22% |
14.02% |
-7.28% |
-0.60% |
6.75% |
1.04% |
5.62% |
1.61% |
n/a |
| Europe Long-Credit 5y Main |
Total Return |
-0.81% |
0.11% |
5.71% |
-0.16% |
3.15% |
3.97% |
-0.87% |
1.50% |
1.70% |
n/a |
| Europe Long-Credit 5y Cross Over |
Total Return |
-1.13% |
7.20% |
26.26% |
-13.46% |
4.69% |
12.21% |
0.56% |
8.01% |
4.37% |
n/a |
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Source: Barclays. Data as of 31 October 2011. All returns are in Euro, unless noted.
3-, 5- and 10-year returns are annualised. ¹Returns are in US Dollars.
¹Returns are in US Dollars |
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