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Journal of Indexes

Selected Major Indexes
By Journal of Indexes Staff

Related ETFs: USD
 
Global Index Data
Selected Major Indexes Sorted By YTD Returns
Sorted By Year-To-Date Returns
Every market for itself...
   
Data as of May / June 2007 YTD is year-to-date,. Average market cap in 5 millions. P/E is price/earnings ratio. Standard Deviation is 3-year. Yield is 1 year.
 

Total Return %

Annualized Return %

 

Index Name

3-Mo

YTD 2006 2005 2004 2003 2002 2001

3-Yr

5-Yr 10-Yr 15-Yr

Sharpe

Std Dev
 
MSCI Malaysia 13.54 25.20 20.11 13.29 -0.55 4.27 33.11 -1.52 11.81 23.12 -2.66 2.71 1.20 13.13
MSCI Turkey 11.69 19.90 -9.22 51.60 38.46 122.40 -36.49 -33.55 35.04 28.69 12.17   0.95 34.32
MSCI Chile 13.90 18.59 26.40 18.39 24.57 79.72 -21.67 -5.85 33.17 26.04 7.29 7.66 1.78 14.75
MSCI Germany 15.30 16.91 35.99 9.92 16.17 63.80 -33.18 -22.39 28.38 17.63 10.14 10.91 1.72 13.08
MSCI Australia 15.50 15.76 30.86 16.02 30.34 49.46 -1.34 1.68 31.98 26.82 13.09 12.14 1.91 13.19
MSCI Singapore 10.73 15.07 46.71 14.37 22.27 37.60 -11.05 -23.42 31.42 21.30 8.20 9.02 2.10 11.78
Dow Jones Utility 15.14 14.62 16.63 25.14 30.24 29.39 -23.38 -26.27 28.10 15.47 13.32 11.06 2.12 10.26
MSCI World Metals & Mining 12.45 13.71 34.56 33.66 13.88 64.33 -4.28 1.10 39.48 27.70     1.63 19.58
MSCI Pacific ex Japan 11.76 12.80 32.02 13.82 28.46 45.77 -6.42 -9.88 29.39 23.16 8.29 10.10 1.97 11.67
MSCI Brazil 10.68 11.45 40.52 49.96 30.49 102.85 -33.78 -21.75 54.46 31.82 9.08 13.50 1.61 27.38
MSCI EAFE Sm-Cap 8.80 11.08 19.31 26.19 30.78 61.35 -7.82   26.12 24.32     1.75 11.63
MSCI EM Latin America 9.18 10.86 39.34 44.92 34.77 67.06 -24.79 -4.25 47.17 29.21 11.83 10.85 1.77 21.31
Dow Jones Transportation 2.71 10.76 9.81 11.65 27.73 31.84 -11.48 -9.30 21.69 14.54 8.31 10.51 1.08 16.02
MSCI Europe 9.92 10.57 33.72 9.42 20.88 38.54 -18.38 -19.90 25.03 17.41 11.11 11.95 2.01 9.65
Dow Jones Small Growth 5.89 9.65 9.07 8.79 15.47 48.48 -38.89 -8.50 13.95 9.17 9.03 9.68 0.85 11.91
Dow Jones Midcap Growth 4.71 9.48 10.71 14.54 15.35 43.65 -32.71 -17.57 16.44 12.02 9.45 10.66 1.06 11.54
MSCI EAFE Growth 8.59 9.46 22.33 13.28 16.12 31.99 -16.02 -24.58 20.22 14.30     1.59 9.70
Goldman Sachs Nat Res 9.94 9.37 16.82 36.48 24.57 34.01 -13.26 -15.59 28.90 18.90 10.51   1.25 18.84
S&P Midcap 400 5.19 9.02 10.32 12.56 16.48 35.62 -14.53 -0.61 15.77 11.47 14.33 14.41 1.14 10.11
Morningstar Energy 10.21 8.96 23.07 34.37 33.02 25.53 -13.80 -11.26 30.69 20.05 14.25 14.68 1.27 19.76
MSCI World ex US 8.09 8.75 25.71 14.47 20.38 39.42 -15.80 -21.40 22.89 16.93 8.98 9.51 1.86 9.44
MSCI EAFE 7.97 8.70 26.34 13.54 20.25 38.59 -15.94 -21.44 22.51 16.64 8.72 9.34 1.85 9.35
Russell Midcap 4.81 8.35 15.26 12.65 20.22 40.06 -16.19 -5.62 18.64 14.20 12.85 13.78 1.48 9.42
Dow Jones Telecom 3.62 7.98 36.83 -4.00 18.70 7.33 -34.55 -12.77 17.35 10.58 4.45 7.06 1.25 10.47
MSCI EAFE Value 7.35 7.94 30.38 13.80 24.33 45.30 -15.91 -18.52 24.75 18.93     2.07 9.22
Morningstar Healthcare 4.07 7.44 6.40 6.75 2.65 17.52 -22.43 -12.65 6.51 4.45 8.13 9.85 0.34 8.79
MSCI World 5.77 7.02 20.07 9.49 14.72 33.11 -19.89 -16.82 17.10 12.17 8.00 9.71 1.62 7.72
AMEX Composite 3.37 6.75 16.90 22.64 22.22 42.36 -2.74 -5.59 21.84 18.72 14.79 12.20 1.54 10.89
NYSE Arca Tech 100 4.65 6.61 4.68 7.36 11.73 52.14 -33.33 -15.59 10.82 9.04 14.07 17.42 0.55 13.67
DJ Wilshire 4500 2.89 6.31 16.07 10.27 18.57 43.72 -17.81 -9.30 16.68 13.60 10.87 11.75 1.15 10.76
Russell 1000 Growth 3.30 5.95 9.07 5.26 6.30 29.75 -27.88 -20.42 9.09 6.23 5.32 8.75 0.62 8.73
Dow Jones Industrial 4.06 5.52 19.05 1.72 5.31 28.28 -15.01 -5.44 10.99 8.02 8.52 11.88 0.91 7.84
S&P SmallCap 600 3.38 5.51 15.12 7.68 22.65 38.79 -14.63 6.54 16.03 11.56 12.68   0.95 12.61
Russell 1000 3.47 5.47 15.46 6.27 11.41 29.89 -21.65 -12.45 12.94 9.09 8.48 11.18 1.22 7.26
DJ Wilshire 5000 3.32 5.40 15.88 6.32 12.62 31.64 -20.86 -10.97 13.35 9.67 8.71 11.10 1.19 7.77
NYSE Composite 4.03 5.35 17.86 6.95 12.16 29.28 -19.83 -10.21 14.35 9.66 8.12 9.66 1.35 7.47
Russell 3000 3.35 5.32 15.72 6.12 11.95 31.06 -21.54 -11.46 13.08 9.25 8.59 11.14 1.17 7.65
S&P 500 3.53 5.10 15.79 4.91 10.88 28.69 -22.10 -11.89 12.25 8.54 8.05 10.98 1.15 7.11
GSCI 7.37 4.92 -15.09 25.55 17.28 20.72 32.07 -31.93 5.08 12.51 5.68 6.11 0.17 22.93
NASDAQ Composite 2.48 4.55 9.52 1.37 8.59 50.01 -31.53 -21.05 9.56 8.39 7.19 10.32 0.48 13.01
Morningstar Inform Super Sec TR 2.27 4.25 16.90 -1.79 3.57 39.79 -36.74 -24.17 9.79 6.38 5.31 9.68 0.53 11.98
LB Corporate High Yield 2.83 3.97 11.85 2.74 11.13 0.00 0.00 0.00 9.31 0.00 0.00 0.00 1.37 3.87
Morningstar Consmr Srvcs Sec TR 0.23 3.85 10.96 1.95 17.25 35.51 -21.00 10.41 9.74 7.33 11.09 10.59 0.53 11.93
Morningstar Srvcs Super Sec TR 1.34 3.84 14.95 7.17 11.89 28.43 -17.77 -4.87 12.02 8.86 10.52 12.48 1.11 7.17
Russell 2000 2.07 3.78 18.37 4.55 18.33 47.25 -20.48 2.49 14.65 11.14 10.40 11.47 0.82 13.38
S&P 100 2.62 3.74 18.47 1.17 6.43 26.25 -22.59 -13.81 10.25 7.16 7.41 10.83 0.92 6.94
DJ Wilshire REIT -4.87 3.55 36.15 13.99 33.18 36.18 3.58 12.35 30.78 22.61 16.02 15.52 1.68 14.47
LB U.S. Treasury TIPS 3.10 3.24 0.41 2.84 8.46 8.40 16.57 7.89 4.94 6.98 6.93   0.29 4.13
Russell 2000 Value 1.00 2.51 23.48 4.71 22.25 46.03 -11.43 14.02 16.91 13.06 13.42 14.61 1.06 11.94
LB Global Aggregate 3.46 2.44 6.64 -4.49 9.27 12.51 16.52 1.58 5.08 7.92 6.07 6.68 0.30 4.43
LB Mortgage-Backed 2.00 2.07 5.22 2.61 4.70 3.07 8.75 8.22 4.85 4.68 6.20 6.48 0.48 2.23
LB Aggregate 2.09 2.05 4.33 2.43 4.34 4.10 10.26 8.44 4.41 5.06 6.35 6.69 0.23 2.81
3 Month T-Bill 1.31 1.75 5.07 3.34 1.43 1.05 1.68 3.67 3.76 2.74 3.76 4.01   0.40
CPI 0.98 1.16 2.58 3.40 3.30 1.87 2.42 1.60 3.04 2.73 2.52 2.61 -0.50 1.27
Dow Jones Financial -0.28 0.99 19.42 6.46 13.39 32.23 -12.35 -6.38 13.44 10.56 11.52 15.23 1.20 7.77
India (BSE Sensitive) IL -1.55 0.62 46.70 42.34 13.08 72.89 3.52 -17.87 34.87 32.96 13.70     21.70
Morningstar Media -2.18 0.39 21.12 -11.56 4.26 31.71 -30.97 -9.89 5.53 3.52 6.36 7.97 0.22 9.91
MSCI Argentina 1.88 0.39 66.07 59.69 24.57 98.53 -50.99 -22.11 50.62 47.26 6.63 3.65 1.26 34.50
MSCI Taiwan -0.70 -3.43 16.30 3.28 6.54 40.01 -25.38 9.19 6.35 3.98 -3.08 2.11 0.23 17.63
JSE Gold (USD) 2.03 -6.44 5.54 43.34 -27.75 11.47 130.33 29.65 13.87 6.83 3.94 0.69 0.42 38.12
Index Name

3-Mo

YTD 2006 2005 2004 2003 2002 2001

3-Yr

5-Yr 10-Yr 15-Yr

Sharpe

Std Dev
 

Total Return %

Annualized Return %

 

Data as of May / June 2007 YTD is year-to-date,. Average market cap in 5 millions. P/E is price/earnings ratio. Standard Deviation is 3-year. Yield is 1 year.
 

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