• 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 ▲23.58% ▲2.76% 9,075.66 May 25, 2018
Hang Seng Index Equity ▲20.29% ▲2.24% 30,588.04 May 25, 2018
S&P Pan Asia BMI Equity ▲17.83% ▲0.99% 378.62 May 25, 2018
S&P BSE SENSEX Equity ▲16.85% ▲2.87% 49,944.58 May 25, 2018
SSE Composite Index Equity ▲2.52% ▼-5.02% 3,141.30 May 25, 2018



Asia-Pacific & Oceania

Number of benchmarks: 0     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
Nikkei 225 Equity ▲13.43% ▼-1.93% 22,394.51 May 25, 2018
S&P/ASX 300 Equity ▲9.48% ▲1.37% 60,541.26 May 25, 2018



Caribbean Benchmarks

Number of benchmarks: 19     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
BSE Cross-List Index Equity ▲45.86% ▼-0.34% 1,458.49 May 25, 2018
RG/BSX Index Equity ▲39.12% ▲26.29% 2,781.00 May 25, 2018
Trinidad and Tobago Standard Core Equity ▲38.01% ▲9.83% 1,464.98 May 25, 2018
Valuehorizon Caribbean Liquid 40 Index Calculated Equity ▲35.41% NA 254.90 Dec. 31, 2015
Jamaica Standard Core Equity ▲26.83% ▼-6.1% 2,396.89 May 25, 2018
JSE All Jamaican Composite Index Equity ▲25.19% ▲2.18% 323,425.19 May 25, 2018
JSE Market Index Equity ▲25.19% ▲2.18% 294,676.90 May 25, 2018
TTSE Cross Listed Index Equity ▲20.16% ▼-5.63% 102.28 May 25, 2018
JSE Combined Index Equity ▲20.03% ▲3.36% 304,885.22 May 24, 2018
JSE Select Index Equity ▲16.56% ▲3.32% 8,798.86 May 25, 2018
ECSE EC-Share Index Equity ▲6.79% ▼-5.28% 148.29 May 24, 2018
BISX All Share Index Equity ▲4.81% ▼-4.87% 1,963.00 May 25, 2018
EFM Latin America & Caribbean Index Standard Equity ▲3.09% ▼-7.11% 878.37 May 25, 2018
TTSE Composite Index Equity ▲2.42% ▼-1.74% 1,244.36 May 25, 2018
Bermuda Insurance Index Equity ▲1.24% ▲4.13% 1,905.54 May 25, 2018
TTSE All T&T Index Equity ▼-3.71% ▼-0.03% 1,728.15 May 25, 2018
BSE Composite Index Equity ▼-4.14% ▼-12.92% 665.17 May 25, 2018
BSE Local Index Equity ▼-9.49% ▼-14.78% 2,629.76 May 25, 2018
FM Latin America & Caribbean Index Standard Equity ▼-12.44% ▼-27.83% 1,997.92 May 25, 2018
JSE Junior Market Index Equity ▼-13.65% ▲6.68% 2,914.61 May 25, 2018
JSE US Equities Index Equity ▼-20.96% ▲3.65% 172.24 May 25, 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
EuroNext 100 Equity ▲4.28% ▲3.78% 1,071.81 May 25, 2018
CAC 40 Index Equity ▲3.77% ▲4.33% 5,542.55 May 25, 2018
FTSE 100 Index Equity ▲2.87% ▲0.55% 7,730.28 May 25, 2018
S&P Europe 350 Equity ▲2.86% ▲2.53% 2,988.32 May 25, 2018
DAX Index Equity ▲2.33% ▲0.16% 12,938.01 May 25, 2018
MSCI EMU Index Equity ▲1.84% ▲1.33% 1,562.22 May 25, 2018
MSCI Euro Index Equity ▲0.19% ▲1.23% 1,204.60 May 25, 2018
Stoxx Europe 50 Equity ▼-3.72% ▼-1.91% 3,117.13 May 25, 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 ▲3.47% ▲0.92% 346.03 May 25, 2018



Global Benchmarks

Number of benchmarks: 10     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
S&P BRIC 40 Equity ▲27.29% ▲2.85% 4,354.45 May 25, 2018
BRIC Standard Core Equity ▲20.64% ▼-0.06% 335.39 May 25, 2018
S&P Global ex-U.S. Property Equity ▲13.6% ▲0.28% 444.40 May 25, 2018
S&P Global 1200 Equity ▲13.45% ▲1.43% 3,774.93 May 25, 2018
MSCI Emerging Markets Index Equity ▲13.09% ▼-1.88% 1,136.62 May 25, 2018
ACWI Index Equity ▲10.91% ▲0.08% 513.45 May 25, 2018
S&P 700 Equity ▲10.8% ▼-0.12% 3,424.75 May 25, 2018
S&P ADR Index Equity ▲8.64% ▼-1.33% 2,866.80 May 25, 2018
FM (Frontier Markets) Standard Equity ▲4.73% ▼-8.37% 584.24 May 25, 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 ▲7.07% ▼-1.61% 468.23 May 25, 2018
S&P Global Property 40 Index Other ▲4.16% ▼-2.28% 4,615.95 May 25, 2018
S&P Global REIT Other ▲2.4% ▼-2.77% 532.87 May 25, 2018



Latin American Benchmarks

Number of benchmarks: 3     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
Ibovespa Equity ▲24.73% ▲3.27% 78,897.66 May 25, 2018
S&P Latin America 40 Equity ▲8.94% ▼-4.09% 5,813.87 May 25, 2018
S&P Latin America BMI Equity ▲6.94% ▼-4.97% 504.92 May 25, 2018
IPC Mexico Equity ▼-8.89% ▼-8.64% 45,091.99 May 25, 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 ▲20.62% ▲7.68% 7,433.85 May 25, 2018
Dow Jones Industrial Average Equity ▲17.8% ▲0.14% 24,753.09 May 25, 2018
Russell 3000 Index Equity ▲13.66% ▲2.23% 1,618.01 May 25, 2018
The Wilshire 5000 Total Market Index Equity ▲13.3% ▲1.95% 28,335.52 May 25, 2018
S&P 500 Equity ▲13.18% ▲1.78% 2,721.33 May 25, 2018
NYSE Composite Index Equity ▲8.72% ▼-1.36% 12,634.94 May 25, 2018
S&P/TSX 60 Equity ▲8.02% ▲0.35% 2,594.99 May 25, 2018
S&P/TSX Composite Equity ▲7.35% ▲0.27% 54,146.03 May 25, 2018
AMEX Composite Equity ▲2.95% ▲0.66% 2,679.10 May 25, 2018
S&P/BGCantor U.S. Treasury Bill Index Debt ▲1.2% ▲0.59% 230.60 May 24, 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 ▲6.3% ▼-0.18% 1,001.30 May 24, 2018



Peer Group Indexes

Number of benchmarks: 8     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
Property Funds - TTD Average Benchmark Calculated Other NA NA None
Balanced Funds - TTD Average Benchmark Calculated Other NA NA None
Fixed Income Funds - USD Average Benchmark Calculated Other NA NA None
Equity Funds - USD 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 - EUR Average Benchmark Calculated Other NA NA None
Fixed Income 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 ▲29.12% ▲11.14% 1,480.71 May 25, 2018
S&P 500 Financials Equity ▲20.18% ▲0.11% 761.06 May 25, 2018
S&P 500 Consumer Discretionary Equity ▲20.14% ▲8.05% 1,158.99 May 25, 2018
S&P Global Oil Equity ▲18.24% ▲5.94% 3,118.92 May 25, 2018
S&P Global 1200 Energy Equity ▲16.0% ▲4.03% 4,239.53 May 25, 2018
S&P Global Clean Energy Equity ▲15.39% ▲4.52% 786.01 May 25, 2018
S&P 500 Energy Equity ▲13.73% ▲4.04% 961.76 May 25, 2018
S&P 500 Materials Equity ▲13.52% ▼-2.02% 618.33 May 25, 2018
S&P 500 Industrials Equity ▲13.4% ▲0.36% 1,018.44 May 25, 2018
S&P 500 Health Care Equity ▲11.75% ▲0.95% 1,425.98 May 25, 2018
S&P 500 Telecommunication Services Equity ▼-0.86% ▼-9.47% 359.22 May 25, 2018
S&P 500 Utilities Equity ▼-1.51% ▼-3.35% 658.80 May 25, 2018
S&P 500 Consumer Staples Equity ▼-8.58% ▼-12.15% 899.60 May 25, 2018