• Strategy indexes and peer group averages are shown
  • Benchmarks calculated by Valuehorizon are indicated
  • The price time-series is forward-filled
  • Returns are unannualized
  • 12M Returns is from the last date on/before 365 days ago
  • YTD Returns is from Jan. 1, 2017 to present
  • The total return versions are used where possible
  • The equal weighted versions are used where possible

Asian Benchmarks

Number of benchmarks: 3     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
S&P Asia 50 Equity ▲34.4% ▲39.01% 8,463.70 Oct. 16, 2017
S&P Pan Asia BMI Equity ▲23.91% ▲26.54% 359.40 Oct. 16, 2017
SSE Composite Index Equity ▲10.27% ▲8.86% 3,378.47 Oct. 16, 2017



Asia-Pacific & Oceania

Number of benchmarks: 0     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
Nikkei 225 Equity NA NA 21,366.39 Oct. 17, 2017
S&P/ASX 300 Equity ▲12.31% ▲6.97% 57,074.94 Oct. 16, 2017



Caribbean Benchmarks

Number of benchmarks: 19     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
Jamaica Standard Core Equity ▲85.83% ▲59.5% 2,328.19 Oct. 16, 2017
JSE Market Index Equity ▲63.47% ▲42.33% 273,664.81 Oct. 13, 2017
JSE All Jamaican Composite Index Equity ▲61.44% ▲42.94% 300,363.16 Oct. 13, 2017
JSE Combined Index Equity ▲57.61% ▲38.29% 283,448.41 Oct. 13, 2017
JSE Select Index Equity ▲49.74% ▲33.32% 8,537.55 Oct. 13, 2017
FM Latin America & Caribbean Index Standard Equity ▲45.17% ▲68.33% 2,704.92 Oct. 16, 2017
RG/BSX Index Equity ▲36.96% ▲11.39% 2,143.00 Oct. 16, 2017
TTSE Cross Listed Index Equity ▲36.13% ▲22.67% 95.89 Oct. 16, 2017
Valuehorizon Caribbean Liquid 40 Index Calculated Equity ▲35.41% NA 254.90 Dec. 31, 2015
JSE Junior Market Index Equity ▲21.8% ▲12.44% 2,916.40 Oct. 13, 2017
JSE US Equities Index Equity ▲21.23% ▲12.07% 184.36 Oct. 13, 2017
BSE Local Index Equity ▲20.93% ▲19.62% 3,108.72 Oct. 16, 2017
EFM Latin America & Caribbean Index Standard Equity ▲19.07% ▲27.26% 984.02 Oct. 16, 2017
Bermuda Insurance Index Equity ▲16.35% ▲8.5% 1,921.30 Oct. 16, 2017
BSE Composite Index Equity ▲14.03% ▲12.98% 736.44 Oct. 16, 2017
TTSE Composite Index Equity ▲5.8% ▲2.68% 1,241.92 Oct. 16, 2017
Trinidad and Tobago Standard Core Equity ▼-1.39% ▲5.53% 1,161.68 Oct. 16, 2017
TTSE All T&T Index Equity ▼-2.7% ▼-3.48% 1,770.45 Oct. 16, 2017
ECSE EC-Share Index Equity ▼-11.15% ▼-12.23% 137.04 Oct. 16, 2017
BSE Cross-List Index Equity ▼-27.44% ▼-27.79% 980.30 Oct. 16, 2017
BISX All Share Index Equity ▼-100.0% ▼-100.0% 0.00 Oct. 16, 2017
JSE Cross Listed Index Equity ▼-100.0% ▼-100.0% 0.00 July 31, 2017



European Benchmarks

Number of benchmarks: 10     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
DAX Index Equity ▲22.9% ▲13.26% 13,003.70 Oct. 16, 2017
MSCI EMU Index Equity ▲20.74% ▲12.74% 1,558.34 Oct. 16, 2017
FTSE 100 Index Equity ▲20.66% ▲4.1% 7,435.40 May 12, 2017
CAC 40 Index Equity ▲19.95% ▲10.29% 5,362.88 Oct. 16, 2017
MSCI Euro Index Equity ▲19.27% ▲10.6% 1,211.22 Oct. 16, 2017
S&P Europe 350 Equity ▲18.91% ▲11.18% 2,925.79 Oct. 16, 2017
EuroNext 100 Equity ▲18.64% ▲12.37% 1,049.39 Oct. 16, 2017
Stoxx Europe 50 Equity ▲13.16% ▲6.47% 3,205.30 Oct. 16, 2017
BofA Merrill Lynch Euro High Yield Index Debt ▲5.25% ▲8.34% 303.60 Oct. 13, 2017
S&P Eurozone Government Bond 10+ Years Index Debt ▼-4.51% ▼-0.05% 341.94 Oct. 16, 2017



Global Benchmarks

Number of benchmarks: 10     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
S&P BRIC 40 Equity ▲33.79% ▲40.36% 4,133.24 Oct. 16, 2017
BRIC Standard Core Equity ▲30.47% ▲36.96% 331.27 Oct. 16, 2017
MSCI Emerging Markets Index Equity ▲26.17% ▲31.26% 1,131.82 Oct. 16, 2017
S&P 700 Equity ▲25.39% ▲23.56% 3,345.49 Oct. 16, 2017
FM (Frontier Markets) Standard Equity ▲23.91% ▲23.07% 614.56 Oct. 16, 2017
S&P Global 1200 Equity ▲23.69% ▲19.19% 3,582.05 Oct. 16, 2017
S&P ADR Index Equity ▲22.18% ▲19.25% 2,838.69 Oct. 16, 2017
ACWI Index Equity ▲20.57% ▲17.53% 495.80 Oct. 16, 2017
S&P Global ex-U.S. Property Equity ▲18.82% ▲22.16% 427.63 Oct. 16, 2017
BofA Merrill Lynch Global Emerging Markets Sovereign & Credit Plus Debt ▲9.65% ▲13.22% 562.80 Oct. 13, 2017
BofA Merrill Lynch Global Broad Market Index Debt ▲2.97% ▲8.13% 264.40 Oct. 13, 2017
S&P Global Property Other ▲12.98% ▲13.87% 466.58 Oct. 16, 2017
S&P Global Property 40 Index Other ▲9.17% ▲9.37% 4,635.32 Oct. 16, 2017
S&P Global REIT Other ▲6.18% ▲6.36% 536.61 Oct. 16, 2017



Latin American Benchmarks

Number of benchmarks: 3     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
S&P Latin America 40 Equity ▲24.08% ▲30.87% 6,249.49 Oct. 16, 2017
S&P Latin America BMI Equity ▲22.42% ▲29.39% 550.08 Oct. 16, 2017
BofA Merrill Lynch USD Emerging Market Sovereign & Credit Latin America Debt NA NA None
BofA Merrill Lynch Broad Latin America Bond Index Debt NA NA None



North American Benchmarks

Number of benchmarks: 14     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
NASDAQ Composite Equity ▲27.04% ▲23.05% 6,624.00 Oct. 16, 2017
Dow Jones Industrial Average Equity ▲26.57% ▲16.16% 22,956.96 Oct. 16, 2017
Russell 3000 Index Equity ▲20.3% ▲13.92% 1,517.15 Oct. 16, 2017
The Wilshire 5000 Total Market Index Equity ▲20.03% ▲13.59% 26,610.21 Oct. 16, 2017
S&P 500 Equity ▲19.91% ▲14.24% 2,557.64 Oct. 16, 2017
NYSE Composite Index Equity ▲17.47% ▲11.78% 12,359.52 Oct. 16, 2017
AMEX Composite Equity ▲14.21% ▲15.05% 2,655.33 Oct. 16, 2017
S&P/TSX 60 Equity ▲12.61% ▲5.95% 2,495.69 Oct. 16, 2017
S&P/TSX Composite Equity ▲11.46% ▲5.67% 52,309.40 Oct. 16, 2017
S&P/BGCantor U.S. Treasury Bill Index Debt ▲0.67% ▲0.61% 228.77 Oct. 16, 2017
BofA Merrill Lynch 0-3 Month U.S. Treasury Bill Index Debt ▲0.66% ▲0.59% 188.57 Oct. 13, 2017
S&P Balanced Equity and Bond Index - Balanced Balanced ▲10.06% ▲9.57% 981.14 Oct. 16, 2017



Peer Group Indexes

Number of benchmarks: 8     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
Fixed Income Funds - TTD Average Benchmark Calculated Other NA NA None
Fixed Income Funds - EUR Average Benchmark Calculated Other NA NA None
Equity Funds - USD Average Benchmark Calculated Other NA NA None
Balanced Funds - TTD Average Benchmark Calculated Other NA NA None
Equity Funds - TTD Average Benchmark Calculated Other NA NA None
Balanced Funds - USD Average Benchmark Calculated Other NA NA None
Fixed Income Funds - USD Average Benchmark Calculated Other NA NA None
Property Funds - TTD Average Benchmark Calculated Other NA NA None



Sector Specific Benchmarks

Number of benchmarks: 5     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
S&P 500 Financials Equity ▲37.82% ▲14.47% 712.27 Oct. 16, 2017
S&P 500 Information Technology Equity ▲33.97% ▲31.53% 1,262.19 Oct. 16, 2017
S&P 500 Materials Equity ▲28.26% ▲18.85% 605.63 Oct. 16, 2017
S&P 500 Industrials Equity ▲26.71% ▲15.8% 970.86 Oct. 16, 2017
S&P 500 Health Care Equity ▲20.1% ▲20.8% 1,397.77 Oct. 16, 2017
S&P 500 Consumer Discretionary Equity ▲17.86% ▲13.51% 990.02 Oct. 16, 2017
S&P 500 Utilities Equity ▲17.08% ▲13.97% 692.98 Oct. 16, 2017
S&P 500 Consumer Staples Equity ▲7.55% ▲7.94% 973.93 Oct. 16, 2017
S&P Global 1200 Energy Equity ▲7.01% ▼-0.26% 3,831.19 Oct. 16, 2017
S&P Global Oil Equity ▲6.55% ▼-0.72% 2,764.17 Oct. 16, 2017
S&P Global Clean Energy Equity ▲4.93% ▲17.64% 731.21 Oct. 16, 2017
S&P 500 Energy Equity ▲1.12% ▼-6.81% 870.27 Oct. 16, 2017
S&P 500 Telecommunication Services Equity ▼-1.9% ▼-8.37% 368.20 Oct. 16, 2017