Journal of Indexes: Collateral Questions

Last Updated: 25 September 2023

Period Return % Return per annum %
Index Name Index Type YTD 2011 2010 2009 2008 2007 1-Yr 3-Yr 5-Yr 10-Yr
GLOBAL/REGIONAL
MSCI World Price Return 11.40% -4.53% 17.16% 23.02% -39.08% -3.41% 20.64% 10.29% -2.39% 1.83%
Net Return 13.28% -2.38% 19.53% 25.94% -37.64% -1.66% 23.50% 12.68% -0.21% 3.86%
Gross Return 13.77% -1.84% 20.14% 26.72% -37.24% -1.18% 24.24% 13.30% 0.36% 4.41%
MSCI Europe Price Return 8.19% -10.94% 8.04% 27.15% -45.52% 0.07% 11.87% 3.83% -6.87% 1.28%
Net Return 11.35% -8.08% 11.10% 31.60% -43.65% 2.69% 15.87% 7.11% -3.84% 4.27%
Gross Return 12.03% -7.51% 11.75% 32.55% -43.29% 3.17% 16.68% 7.78% -3.22% 4.84%
MSCI Euro Price Return 7.25% -16.49% -2.25% 22.50% -45.89% 7.04% 7.34% -2.17% -10.08% -0.16%
Net Return 10.57% -13.73% 0.68% 26.87% -44.09% 9.64% 11.36% 1.06% -7.10% 2.69%
Gross Return 11.66% -12.86% 1.61% 28.24% -43.56% 10.39% 12.67% 2.08% -6.17% 3.57%
MSCI AC¹ Far East Price Return 5.40% -13.74% 22.95% 22.58% -37.00% -2.60% 7.40% 5.05% -4.05% 1.84%
Net Return 7.21% -11.71% 25.51% 25.04% -35.54% -0.99% 10.08% 7.40% -1.94% 3.73%
Gross Return 7.41% -11.49% 25.77% 25.29% -35.39% -0.82% 10.36% 7.64% -1.72% 3.94%
MSCI Far East Price Return 4.34% -14.00% 22.09% 6.99% -30.35% -10.93% 6.84% 2.16% -5.66% -0.09%
Net Return 5.87% -11.89% 24.54% 9.12% -28.68% -9.62% 9.54% 4.43% -3.64% 1.62%
Gross Return 5.94% -11.77% 24.69% 9.24% -28.77% -9.55% 9.69% 4.56% -3.52% 1.73%
MSCI EM² Far East Price Return 6.93% -13.31% 24.19% 61.16% -49.52% 20.54% 8.18% 10.06% -1.30% 6.69%
Net Return 9.13% -11.42% 26.92% 64.49% -48.18% 23.10% 10.77% 12.52% 0.97% 9.14%
Gross Return 9.52% -11.07% 27.38% 65.11% -47.94% 23.60% 11.21% 12.94% 1.37% 9.62%
MSCI North America Price Return 14.38% 1.73% 21.54% 22.35% -36.10% -4.69% 28.84% 15.75% 0.72% 2.26%
Net Return 15.59% 3.27% 23.31% 24.43% -35.03% -3.43% 30.93% 17.49% 2.31% 3.72%
Gross Return 16.10% 3.92% 24.04% 25.32% -34.58% -2.89% 31.81% 18.22% 2.98% 4.34%
MSCI Emerging Markets Price Return 6.46% -17.75% 24.45% 69.06% -52.12% 23.09% 4.74% 8.71% -1.18% 9.45%
Net Return 8.76% -15.70% 27.14% 72.94% -50.91% 25.72% 7.60% 11.35% 1.21% 12.15%
Gross Return 9.08% -15.44% 27.48% 73.44% -50.76% 26.07% 7.96% 11.68% 1.51% 12.49%
MSCI EM Asia Price Return 7.37% -16.41% 24.66% 65.00% -51.71% 24.73% 7.05% 9.16% -1.49% 7.26%
Net Return 9.49% -14.68% 27.25% 68.23% -50.52% 27.24% 9.52% 11.49% 0.65% 9.64%
Gross Return 9.85% -14.39% 27.65% 68.78% -50.32% 27.69% 9.90% 11.86% 1.00% 10.06%
MSCI EM Eastern Europe Price Return 6.58% -20.76% 21.62% 73.75% -68.00% 11.54% -4.63% 7.57% -8.20% 8.27%
Net Return 10.46% -18.96% 23.93% 77.81% -67.49% 13.34% -0.82% 10.45% -6.02% 10.62%
Gross Return 11.20% -18.62% 24.35% 78.54% -67.40% 13.63% -0.10% 10.99% -5.61% 11.05%
MSCI EM Latin America Price Return 1.22% -19.31% 19.86% 91.97% -50.34% 32.48% -0.19% 6.95% 0.78% 15.11%
Net Return 3.31% -16.66% 22.62% 97.42% -48.90% 35.65% 2.84% 9.97% 3.62% 18.60%
Gross Return 3.46% -16.44% 22.87% 97.83% -48.76% 35.90% 3.09% 10.23% 3.86% 18.84%
COUNTRIES
MSCI Austria Price Return 0.47% -35.71% 14.81% 34.09% -67.36% -9.13% -17.83% -10.84% -21.15% 0.13%
Net Return 2.68% -34.31% 17.51% 38.74% -66.77% -7.85% -16.02% -8.80% -19.23% 2.04%
Gross Return 3.42% -33.83% 18.42% 40.32% -66.58% -7.42% -15.41% -8.11% -18.58% 2.68%
MSCI Belgium Price Return 28.24% -9.63% 4.56% 49.45% -65.79% -14.56% 30.50% 9.70% -11.08% -0.20%
Net Return 31.24% -7.63% 6.50% 52.59% -64.75% -12.27% 33.89% 12.09% -9.01% 2.44%
Gross Return 32.26% -6.95% 7.15% 53.64% -64.39% -11.49% 35.04% 12.90% -8.31% 3.33%
MSCI Denmark Price Return 26.45% -14.05% 38.83% 31.03% -45.47% 12.04% 37.84% 14.39% 1.21% 10.20%
Net Return 28.04% -13.21% 39.81% 32.32% -44.84% 13.28% 39.62% 15.52% 2.24% 11.60%
Gross Return 28.62% -12.89% 40.20% 32.82% -44.60% 13.76% 40.29% 15.95% 2.64% 12.14%
MSCI Finland Price Return -3.24% -32.02% 14.50% 3.89% -54.17% 30.79% -10.06% -8.85% -18.25% -3.51%
Net Return 0.54% -29.62% 17.95% 7.68% -52.84% 34.07% -6.47% -5.67% -15.47% -0.76%
Gross Return 2.11% -28.69% 19.31% 9.18% -52.32% 35.37% -5.01% -4.40% -14.35% 0.34%
MSCI France Price Return 8.63% -16.61% -0.26% 23.67% -42.06% 0.02% 4.98% -0.84% -8.60% 0.60%
Net Return 11.33% -14.09% 2.55% 27.73% -40.33% 2.13% 8.33% 2.05% -5.89% 3.06%
Gross Return 12.48% -13.19% 3.49% 29.11% -39.75% 2.84% 9.69% 3.11% -4.93% 3.91%
MSCI Germany Price Return 14.30% -17.38% 13.39% 17.53% -44.51% 19.53% 16.19% 5.02% -5.97% 3.20%
Net Return 17.61% -15.34% 15.97% 21.25% -43.07% 21.95% 19.56% 7.69% -3.45% 5.63%
Gross Return 18.68% -14.69% 16.91% 22.61% -42.67% 22.60% 20.65% 8.58% -2.62% 6.37%
MSCI Greece Price Return -13.43% -62.38% -42.64% 18.78% -65.36% 16.56% -44.49% -45.60% -39.34% -15.17%
Net Return -8.75% -61.53% -41.04% 21.15% -64.25% 19.87% -41.49% -43.63% -37.38% -12.49%
Gross Return -7.69% -61.42% -40.89% 21.42% -64.25% 19.87% -40.81% -43.30% -37.14% -12.33%
MSCI Ireland Price Return -1.22% 15.09% -14.13% 6.49% -71.33% -29.53% 22.62% 0.51% -24.92% -8.99%
Net Return 0.59% 17.51% -12.43% 8.78% -70.47% -27.93% 24.95% 2.70% -23.15% -6.76%
Gross Return 1.05% 18.12% -12.00% 9.36% -70.25% -27.52% 25.53% 3.26% -22.71% -6.38%
MSCI Italy Price Return 0.69% -23.27% -11.90% 18.80% -49.62% -7.40% -1.11% -10.99% -17.01% -4.76%
Net Return 3.46% -20.61% -9.10% 22.63% -47.39% -4.35% 2.77% -7.99% -14.07% -1.64%
Gross Return 4.16% -19.65% -8.10% 24.01% -46.57% -3.26% 3.90% -6.99% -13.06% -0.53%
MSCI Netherlands Price Return 9.15% -11.50% 6.28% 33.57% -47.51% 6.00% 16.32% 4.79% -6.59% 0.17%
Net Return 12.13% -9.18% 8.81% 37.82% -45.54% 8.76% 19.76% 7.58% -3.82% 3.02%
Gross Return 12.66% -8.76% 9.26% 38.58% -45.18% 9.26% 20.37% 8.08% -3.32% 3.71%
MSCI Norway Price Return 14.06% -9.93% 14.86% 76.82% -63.42% 15.83% 17.28% 14.65% -4.31% 8.83%
Net Return 17.93% -7.00% 18.66% 81.24% -62.39% 18.54% 21.72% 18.51% -1.35% 11.99%
Gross Return 18.97% -6.10% 19.59% 82.73% -62.04% 19.45% 23.01% 19.57% -0.47% 12.99%
MSCI Portugal Price Return -12.30% -23.24% -8.69% 31.16% -51.25% 9.17% -23.25% -12.55% -17.23% -2.80%
Net Return -8.93% -20.48% -5.15% 36.04% -49.68% 11.84% -19.75% -9.24% -14.18% 0.24%
Gross Return -7.80% -19.33% -4.25% 37.27% -49.28% 12.51% -18.59% -8.13% -13.26% 1.16%
MSCI Spain Price Return -13.06% -14.12% -20.20% 32.21% -40.01% 8.83% -15.01% -14.45% -12.98% 0.92%
Net Return -8.43% -9.35% -16.53% 39.01% -37.52% 11.80% -8.83% -9.63% -8.55% 4.89%
Gross Return -7.16% -8.19% -15.65% 40.55% -36.96% 12.46% -7.17% -8.42% -7.48% 5.76%
MSCI Sweden Price Return 12.10% -15.06% 40.39% 55.18% -48.92% -11.03% 17.25% 11.80% -1.61% 8.51%
Net Return 15.10% -13.17% 43.04% 59.05% -47.26% -9.25% 20.46% 14.34% 0.85% 10.95%
Gross Return 16.44% -12.27% 44.18% 60.72% -46.54% -8.48% 21.88% 15.49% 1.95% 12.03%
MSCI Switzerland Price Return 8.46% -6.02% 17.47% 19.10% -28.02% -6.31% 10.93% 8.82% -0.53% 4.15%
Net Return 11.25% -3.66% 19.56% 21.41% -26.89% -5.04% 13.83% 11.31% 1.55% 5.88%
Gross Return 12.28% -2.91% 20.70% 22.67% -26.27% -4.34% 14.91% 12.30% 2.48% 6.71%
MSCI UK Price Return 7.97% -2.98% 12.47% 33.06% -48.00% -5.55% 17.94% 8.71% -5.27% 0.64%
Net Return 11.32% 0.70% 16.31% 38.84% -45.67% -2.27% 22.86% 12.76% -1.49% 4.43%
Gross Return 11.35% 0.74% 16.36% 38.91% -45.65% -2.24% 22.92% 12.81% -1.45% 4.46%
MSCI Australia Price Return 10.90% -12.00% 17.63% 63.52% -49.83% 12.75% 11.16% 10.03% -0.84% 7.49%
Net Return 14.65% -7.98% 22.48% 70.94% -48.12% 15.75% 16.68% 14.82% 3.30% 11.32%
Gross Return 14.81% -7.81% 22.70% 71.26% -47.37% 17.06% 16.93% 15.03% 3.81% 12.30%
MSCI Hong Kong Price Return 13.26% -15.66% 27.99% 50.37% -50.43% 23.99% 10.48% 10.71% 0.78% 5.22%
Net Return 15.87% -13.21% 31.80% 55.16% -48.68% 27.35% 14.21% 14.12% 3.98% 8.71%
Gross Return 15.87% -13.21% 31.80% 55.16% -48.68% 27.35% 14.21% 14.12% 3.98% 8.71%
MSCI Japan Price Return 1.72% -13.41% 21.24% 1.18% -26.93% -14.70% 5.55% 0.45% -6.80% -0.99%
Net Return 2.93% -11.47% 23.46% 2.94% -25.54% -13.63% 7.95% 2.45% -5.03% 0.47%
Gross Return 3.02% -11.32% 23.62% 3.08% -25.44% -13.55% 8.13% 2.60% -4.90% 0.60%
MSCI New Zealand Price Return 15.84% 4.45% 10.35% 38.56% -53.95% -6.18% 13.71% 11.97% -3.04% 2.81%
Net Return 18.63% 9.07% 15.84% 45.72% -51.40% -1.78% 17.93% 17.26% 1.61% 7.75%
Gross Return 19.13% 9.90% 16.83% 47.01% -50.94% -0.98% 18.68% 18.21% 2.45% 8.95%
MSCI Singapore Price Return 23.16% -18.32% 26.68% 62.08% -46.93% 11.76% 15.70% 13.71% 1.85% 7.38%
Net Return 26.94% -15.18% 30.63% 68.54% -44.62% 15.76% 20.10% 17.77% 5.73% 11.11%
Gross Return 26.95% -15.16% 30.65% 68.58% -44.61% 15.78% 20.13% 17.79% 5.75% 11.12%
MSCI Canada Price Return 6.12% -11.50% 26.41% 47.95% -43.82% 15.06% 5.34% 9.90% 0.05% 8.47%
Net Return 7.65% -9.80% 28.82% 51.32% -42.69% 16.86% 7.68% 12.09% 2.08% 10.35%
Gross Return 8.16% -9.22% 29.63% 52.46% -42.31% 17.46% 8.47% 12.83% 2.77% 10.98%
MSCI USA Price Return 15.20% 3.23% 21.04% 20.33% -35.39% -6.12% 31.49% 16.36% 0.83% 1.95%
Net Return 16.39% 4.75% 22.75% 22.32% -34.34% -4.90% 33.55% 18.06% 2.37% 3.38%
Gross Return 16.89% 5.40% 23.47% 23.18% -33.88% -4.37% 34.44% 18.78% 3.03% 4.00%
Index Name Index Type YTD 2011 2010 2009 2008 2007 1-Yr 3-Yr 5-Yr 10-Yr
Period Return % Return per annum %
Source: MSCI. Data as of 31 August 2012. 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.
Author
  • Luke Handt

    Luke Handt is a seasoned cryptocurrency investor and advisor with over 7 years of experience in the blockchain and digital asset space. His passion for crypto began while studying computer science and economics at Stanford University in the early 2010s.

    Since 2016, Luke has been an active cryptocurrency trader, strategically investing in major coins as well as up-and-coming altcoins. He is knowledgeable about advanced crypto trading strategies, market analysis, and the nuances of blockchain protocols.

    In addition to managing his own crypto portfolio, Luke shares his expertise with others as a crypto writer and analyst for leading finance publications. He enjoys educating retail traders about digital assets and is a sought-after voice at fintech conferences worldwide.

    When he's not glued to price charts or researching promising new projects, Luke enjoys surfing, travel, and fine wine. He currently resides in Newport Beach, California where he continues to follow crypto markets closely and connect with other industry leaders.

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