8617 fixed income index returns



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Fixed Income Index Returns

Written by Journal of Indexes Europe Staff

  
October 29, 2012

Source: Barclays. Data as of 31 August 2012. All returns are in euro, unless noted.
3-, 5- and 10-year returns are annualised. ¹Returns are in US Dollars.
Period Return % Return per annum %
Index Name Index Type YTD 2011 2010 2009 2008 2007 1-Yr 3-Yr 5-Yr 10-Yr
AGGREGATE (SERIES-L)
Pan-European Aggregate
Price Return
4,01%
0,94
-0,90%
1,89%
1,38%
-2,66%
4,23%
1,20%
1,39%
0,50%
Total Return
7,87%
5,54
4,31%
7,66%
1,74%
0,51%
10,38%
6,22%
5,41%
4,77%
Pan-European High Yield
Price Return
11,65%
-9,75
7,36%
67,49%
-38,16%
-8,46%
8,43%
6,36%
1,77%
3,67%
Total Return
18,08%
-2,39
16,18%
86,66%
-34,90%
-2,98%
18,69%
15,05%
9,94%
11,82%
U.S. Aggregate
Price Return
1,92%
4,27
2,82%
1,39%
-0,08%
1,42%
2,74%
2,95%
2,45%
0,87%
Total Return
6,95%
11,45
13,94%
2,63%
10,69%
-3,52%
20,83%
11,21%
8,35%
2,87%
U.S. Corporate High Yield
Price Return
5,00%
-3,03
6,10%
43,75%
-33,06%
-5,89%
5,20%
5,64%
0,49%
1,78%
Total Return
13,89%
8,49
23,12%
53,28%
-22,33%
-8,12%
30,08%
19,53%
11,33%
7,94%
Asian Pacific Aggregate
Price Return
0,89%
0,87
0,96%
-0,70%
2,62%
0,63%
1,31%
0,99%
1,03%
0,15%
Total Return
3,65%
10,88
25,30%
-3,08%
28,97%
-1,73%
14,61%
13,40%
11,98%
3,45%
Global Emerging Markets
Price Return
7,85%
-0,58
5,15%
24,84%
-21,07%
-2,86%
5,42%
5,67%
2,39%
3,92%
Total Return
15,47%
9,30
18,64%
31,38%
-11,76%
-4,55%
26,30%
17,06%
11,16%
9,37%
EM Local Currency Government
Price Return
4,09%
2,15
2,82%
0,86%
n/a
n/a
3,95%
3,47%
n/a
n/a
Total Return
11,28%
3,67
20,36%
13,62%
n/a
n/a
12,88%
14,26%
n/a
n/a
Euro-Aggregate: Treasury
Price Return
3,87%
-0,56
-2,68%
0,14%
4,69%
-2,57%
2,78%
-0,11%
0,98%
0,34%
Total Return
6,41%
3,36
1,14%
4,30%
9,28%
1,67%
6,65%
3,78%
5,08%
4,65%
Sterling Gilts
Price Return
1,60%
12,11
3,04%
-5,53%
7,61%
0,03%
9,48%
4,27%
4,16%
1,36%
Total Return
9,51%
19,69
11,51%
7,52%
-14,14%
-3,52%
26,46%
12,39%
5,35%
4,03%
U.S. Treasury
Price Return
0,86%
6,97
2,84%
-6,83%
8,99%
3,97%
2,69%
2,97%
3,00%
1,07%
Total Return
5,45%
13,48
13,23%
-6,57%
19,63%
-1,68%
20,06%
10,47%
8,10%
2,51%
INFLATION-LINKED (SERIES-B)
Japan Govt Inflation-Linked
Price Return
4,99%
11,84%
26,83%
1,98%
14,80%
-2,13%
17,17%
15,73%
11,45%
n/a
Total Return
5,71%
13,05%
28,23%
3,17%
16,10%
-1,21%
18,40%
16,98%
12,67%
n/a
UK Govt Inflation-Linked
Price Return
4,16%
21,71%
10,96%
13,62%
-22,90%
-2,72%
23,84%
12,15%
3,57%
3,12%
Total Return
5,04%
23,41%
12,77%
15,74%
-21,36%
-0,65%
25,42%
13,81%
5,30%
5,16%
US Govt Inflation-Linked
Price Return
8,10%
15,84%
11,53%
4,77%
1,05%
-1,56%
22,36%
12,95%
7,81%
1,85%
Total Return
9,11%
17,79%
13,72%
7,04%
3,38%
0,82%
24,15%
14,94%
9,92%
4,26%
World Govt Inflation-Linked
Price Return
6,64%
12,41%
9,10%
7,50%
-4,58%
-1,35%
17,86%
10,07%
5,85%
2,74%
Total Return
7,71%
14,35%
11,17%
9,68%
-2,52%
0,87%
19,68%
12,01%
7,86%
5,03%
Euro Govt Inflation-Linked
Price Return
7,61%
-2,93%
-1,02%
6,02%
1,68%
-0,23%
4,26%
1,31%
2,46%
2,88%
Total Return
8,89%
-0,94%
0,97%
8,13%
3,85%
1,91%
6,22%
3,32%
4,53%
5,12%
CREDIT (STRATEGY)
North America Long-Credit 5y IG¹
Total Return
1,74%
0,20%
1,36%
4,38%
-2,99%
3,33%
2,19%
1,51%
1,09%
n/a
North America Long-Credit 5y High Vol¹
Total Return
3,76%
-1,53%
2,22%
14,02%
-7,28%
-0,60%
2,52%
3,14%
1,59%
n/a
Europe Long-Credit 5y Main
Total Return
2,03%
-0,96%
0,11%
5,71%
-0,16%
3,15%
1,78%
0,71%
1,57%
n/a
Europe Long-Credit 5y Cross Over
Total Return
10,91%
-3,39%
7,20%
26,26%
-13,46%
4,69%
11,67%
8,69%
5,48%
n/a
Index Name
Index Type
YTD 2011 2010 2009 2008 2007 1-Yr 3-Yr 5-Yr 10-Yr
Period Return % Return per annum %
Source: Barclays. Data as of 31 August 2012. All returns are in euro, unless noted.
3-, 5- and 10-year returns are annualised.

¹Returns are in US Dollars

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