• 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, 2018 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 ▲36.52% ▲4.13% 9,197.38 Feb. 23, 2018
S&P Pan Asia BMI Equity ▲25.07% ▲2.45% 384.10 Feb. 23, 2018
SSE Composite Index Equity ▲0.85% ▼-0.55% 3,289.02 Feb. 23, 2018



Asia-Pacific & Oceania

Number of benchmarks: 0     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
Nikkei 225 Equity ▲12.53% ▼-4.5% 21,807.49 Feb. 23, 2018
S&P/ASX 300 Equity ▲8.22% ▼-0.55% 59,393.86 Feb. 23, 2018



Caribbean Benchmarks

Number of benchmarks: 19     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
Jamaica Standard Core Equity ▲44.97% ▼-1.08% 2,525.15 Feb. 23, 2018
Valuehorizon Caribbean Liquid 40 Index Calculated Equity ▲35.41% NA 254.90 Dec. 31, 2015
FM Latin America & Caribbean Index Standard Equity ▲33.7% ▼-1.83% 2,717.69 Feb. 23, 2018
RG/BSX Index Equity ▲30.98% ▲16.35% 2,562.00 Feb. 23, 2018
TTSE Cross Listed Index Equity ▲26.17% ▲4.06% 112.78 Feb. 23, 2018
JSE All Jamaican Composite Index Equity ▲25.1% ▲0.87% 319,258.66 Feb. 23, 2018
JSE Market Index Equity ▲25.07% ▲0.87% 290,880.73 Feb. 23, 2018
Trinidad and Tobago Standard Core Equity ▲21.3% ▲2.39% 1,365.72 Feb. 23, 2018
JSE Combined Index Equity ▲20.64% ▲1.5% 299,398.12 Feb. 23, 2018
EFM Latin America & Caribbean Index Standard Equity ▲18.4% ▲11.16% 1,051.16 Feb. 23, 2018
BSE Local Index Equity ▲17.72% ▼-0.27% 3,077.35 Jan. 12, 2018
JSE Select Index Equity ▲17.46% ▲3.16% 8,785.73 Feb. 23, 2018
BSE Composite Index Equity ▲16.34% ▼-0.24% 762.07 Jan. 12, 2018
BSE Cross-List Index Equity ▲7.8% ►0.0% 1,463.40 Jan. 12, 2018
TTSE Composite Index Equity ▲2.04% ▲0.19% 1,268.71 Feb. 23, 2018
Bermuda Insurance Index Equity ▲0.05% ▲2.0% 1,866.61 Feb. 23, 2018
ECSE EC-Share Index Equity ▼-1.27% ▼-2.29% 152.96 Feb. 7, 2018
TTSE All T&T Index Equity ▼-6.51% ▼-1.57% 1,701.57 Feb. 23, 2018
JSE Junior Market Index Equity ▼-7.41% ▲7.18% 2,928.28 Feb. 23, 2018
JSE US Equities Index Equity ▼-28.6% ▲1.21% 168.18 Feb. 23, 2018
BISX All Share Index Equity ▼-100.0% NA 0.00 Feb. 23, 2018
JSE Cross Listed Index Equity ▼-100.0% NA 0.00 July 31, 2017



European Benchmarks

Number of benchmarks: 10     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
FTSE 100 Index Equity ▲20.66% NA 7,435.40 May 12, 2017
CAC 40 Index Equity ▲8.61% ▲0.09% 5,317.37 Feb. 23, 2018
MSCI EMU Index Equity ▲8.17% ▼-0.59% 1,532.50 Feb. 23, 2018
EuroNext 100 Equity ▲8.15% ▼-0.58% 1,026.71 Feb. 23, 2018
MSCI Euro Index Equity ▲5.71% ▼-0.94% 1,178.76 Feb. 23, 2018
S&P Europe 350 Equity ▲5.0% ▼-2.04% 2,854.96 Feb. 23, 2018
DAX Index Equity ▲4.04% ▼-3.36% 12,483.79 Feb. 23, 2018
Stoxx Europe 50 Equity ▼-1.32% ▼-3.75% 3,058.64 Feb. 23, 2018
BofA Merrill Lynch Euro High Yield Index Debt ▲6.17% ►0.0% 304.46 Feb. 8, 2018
S&P Eurozone Government Bond 10+ Years Index Debt ▲4.11% ▼-0.26% 341.99 Feb. 23, 2018



Global Benchmarks

Number of benchmarks: 10     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
S&P BRIC 40 Equity ▲42.19% ▲10.71% 4,687.19 Feb. 23, 2018
BRIC Standard Core Equity ▲33.24% ▲7.88% 362.01 Feb. 23, 2018
MSCI Emerging Markets Index Equity ▲27.92% ▲5.0% 1,216.43 Feb. 23, 2018
FM (Frontier Markets) Standard Equity ▲23.8% ▲3.84% 662.07 Feb. 23, 2018
S&P 700 Equity ▲21.0% ▲1.15% 3,468.26 Feb. 23, 2018
S&P Global ex-U.S. Property Equity ▲20.04% ▼-0.1% 442.73 Feb. 23, 2018
S&P Global 1200 Equity ▲19.6% ▲2.23% 3,804.84 Feb. 23, 2018
ACWI Index Equity ▲17.51% ▲2.16% 524.12 Feb. 23, 2018
S&P ADR Index Equity ▲16.33% ▲0.91% 2,932.04 Feb. 23, 2018
BofA Merrill Lynch Global Emerging Markets Sovereign & Credit Plus Debt ▲10.44% ▼-0.93% 560.72 Feb. 8, 2018
BofA Merrill Lynch Global Broad Market Index Debt ▲6.08% ▼-1.32% 261.67 Feb. 8, 2018
S&P Global Property Other ▲7.09% ▼-4.1% 456.39 Feb. 23, 2018
S&P Global Property 40 Index Other ▲2.3% ▼-5.51% 4,463.10 Feb. 23, 2018
S&P Global REIT Other ▼-0.76% ▼-6.43% 512.82 Feb. 23, 2018



Latin American Benchmarks

Number of benchmarks: 3     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
S&P Latin America 40 Equity ▲22.49% ▲13.88% 6,903.19 Feb. 23, 2018
S&P Latin America BMI Equity ▲21.76% ▲11.68% 593.34 Feb. 23, 2018
BofA Merrill Lynch Broad Latin America Bond Index Debt NA NA None
BofA Merrill Lynch USD Emerging Market Sovereign & Credit Latin America Debt NA NA None



North American Benchmarks

Number of benchmarks: 14     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
NASDAQ Composite Equity ▲25.2% ▲6.29% 7,337.39 Feb. 23, 2018
Dow Jones Industrial Average Equity ▲21.83% ▲2.39% 25,309.99 Feb. 23, 2018
S&P 500 Equity ▲16.27% ▲2.76% 2,747.30 Feb. 23, 2018
Russell 3000 Index Equity ▲15.46% ▲2.46% 1,621.74 Feb. 23, 2018
The Wilshire 5000 Total Market Index Equity ▲15.11% ▲2.22% 28,410.10 Feb. 23, 2018
NYSE Composite Index Equity ▲11.55% ▲0.59% 12,884.11 Feb. 23, 2018
S&P/TSX 60 Equity ▲2.16% ▼-3.15% 2,504.62 Feb. 23, 2018
S&P/TSX Composite Equity ▲1.67% ▼-3.22% 52,261.39 Feb. 23, 2018
AMEX Composite Equity ▲1.28% ▼-5.9% 2,504.58 Feb. 23, 2018
S&P/BGCantor U.S. Treasury Bill Index Debt ▲0.91% ▲0.17% 229.64 Feb. 22, 2018
BofA Merrill Lynch 0-3 Month U.S. Treasury Bill Index Debt ▲0.9% ▲0.13% 189.23 Feb. 8, 2018
S&P Balanced Equity and Bond Index - Balanced Balanced ▲7.41% ▼-1.0% 993.14 Feb. 22, 2018



Peer Group Indexes

Number of benchmarks: 8     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
Fixed Income Funds - USD Average Benchmark Calculated Other NA NA None
Property Funds - TTD Average Benchmark Calculated Other NA NA None
Fixed Income Funds - EUR Average Benchmark Calculated Other NA NA None
Balanced Funds - USD Average Benchmark Calculated Other NA NA None
Equity Funds - TTD Average Benchmark Calculated Other NA NA None
Equity Funds - USD Average Benchmark Calculated Other NA NA None
Fixed Income Funds - TTD Average Benchmark Calculated Other NA NA None
Balanced 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 Information Technology Equity ▲35.85% ▲7.81% 1,436.31 Feb. 23, 2018
S&P 500 Consumer Discretionary Equity ▲23.25% ▲7.4% 1,152.02 Feb. 23, 2018
S&P 500 Financials Equity ▲20.37% ▲4.26% 792.63 Feb. 23, 2018
S&P 500 Materials Equity ▲18.39% ▲1.35% 639.57 Feb. 23, 2018
S&P 500 Health Care Equity ▲17.54% ▲3.32% 1,459.47 Feb. 23, 2018
S&P 500 Industrials Equity ▲17.43% ▲2.48% 1,039.91 Feb. 23, 2018
S&P Global Clean Energy Equity ▲10.99% ▲1.51% 763.37 Feb. 23, 2018
S&P Global Oil Equity ▲8.75% ▼-1.33% 2,904.75 Feb. 23, 2018
S&P Global 1200 Energy Equity ▲7.14% ▼-3.33% 3,939.63 Feb. 23, 2018
S&P 500 Utilities Equity ▲3.51% ▼-4.36% 651.94 Feb. 23, 2018
S&P 500 Consumer Staples Equity ▲1.81% ▼-4.63% 976.57 Feb. 23, 2018
S&P 500 Energy Equity ▲0.4% ▼-4.61% 881.81 Feb. 23, 2018
S&P 500 Telecommunication Services Equity ▼-3.83% ▼-5.4% 375.38 Feb. 23, 2018