• 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 ▲36.86% ▲40.86% 8,576.54 Dec. 12, 2017
S&P Pan Asia BMI Equity ▲26.03% ▲28.56% 365.11 Dec. 12, 2017
SSE Composite Index Equity ▲1.48% ▲5.71% 3,280.81 Dec. 12, 2017



Asia-Pacific & Oceania

Number of benchmarks: 0     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
Nikkei 225 Equity NA NA 22,862.95 Dec. 13, 2017
S&P/ASX 300 Equity ▲12.99% ▲10.66% 59,044.95 Dec. 12, 2017



Caribbean Benchmarks

Number of benchmarks: 19     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
Jamaica Standard Core Equity ▲76.63% ▲71.47% 2,502.91 Dec. 12, 2017
FM Latin America & Caribbean Index Standard Equity ▲75.46% ▲75.62% 2,822.05 Dec. 12, 2017
JSE All Jamaican Composite Index Equity ▲50.81% ▲44.0% 302,607.93 Dec. 12, 2017
JSE Market Index Equity ▲50.26% ▲43.39% 275,710.05 Dec. 12, 2017
JSE Combined Index Equity ▲44.79% ▲37.97% 282,789.65 Dec. 12, 2017
TTSE Cross Listed Index Equity ▲43.01% ▲41.22% 110.39 Dec. 12, 2017
Valuehorizon Caribbean Liquid 40 Index Calculated Equity ▲35.41% NA 254.90 Dec. 31, 2015
JSE Select Index Equity ▲34.43% ▲28.67% 8,239.49 Dec. 12, 2017
JSE US Equities Index Equity ▲22.27% ▲6.18% 174.66 Dec. 12, 2017
BSE Local Index Equity ▲18.49% ▲18.24% 3,072.90 Dec. 12, 2017
EFM Latin America & Caribbean Index Standard Equity ▲17.62% ▲17.87% 911.41 Dec. 12, 2017
BSE Composite Index Equity ▲16.79% ▲16.76% 761.11 Dec. 12, 2017
Trinidad and Tobago Standard Core Equity ▲15.56% ▲18.05% 1,299.50 Dec. 12, 2017
JSE Junior Market Index Equity ▲9.6% ▲3.46% 2,683.52 Dec. 12, 2017
BSE Cross-List Index Equity ▲7.28% ▲7.8% 1,463.40 Dec. 12, 2017
TTSE Composite Index Equity ▲6.14% ▲5.78% 1,279.40 Dec. 12, 2017
Bermuda Insurance Index Equity ▲6.1% ▲5.18% 1,862.44 Dec. 12, 2017
ECSE EC-Share Index Equity ▲1.02% ▲0.27% 156.55 Dec. 12, 2017
TTSE All T&T Index Equity ▼-5.08% ▼-5.13% 1,740.07 Dec. 12, 2017
RG/BSX Index Equity ▼-98.76% ▲15.5% 2,222.00 Dec. 12, 2017
BISX All Share Index Equity ▼-100.0% ▼-100.0% 0.00 Dec. 12, 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
FTSE 100 Index Equity ▲20.66% ▲4.1% 7,435.40 May 12, 2017
DAX Index Equity ▲17.67% ▲14.83% 13,183.53 Dec. 12, 2017
MSCI EMU Index Equity ▲16.25% ▲13.39% 1,567.36 Dec. 12, 2017
EuroNext 100 Equity ▲15.19% ▲12.62% 1,051.72 Dec. 12, 2017
MSCI Euro Index Equity ▲14.04% ▲11.24% 1,218.14 Dec. 12, 2017
CAC 40 Index Equity ▲13.92% ▲11.62% 5,427.19 Dec. 12, 2017
S&P Europe 350 Equity ▲13.52% ▲11.6% 2,936.84 Dec. 12, 2017
Stoxx Europe 50 Equity ▲8.73% ▲6.59% 3,208.97 Dec. 12, 2017
BofA Merrill Lynch Euro High Yield Index Debt ▲9.82% ▲8.61% 304.36 Dec. 11, 2017
S&P Eurozone Government Bond 10+ Years Index Debt ▲5.52% ▲2.39% 350.30 Dec. 12, 2017



Global Benchmarks

Number of benchmarks: 10     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
S&P BRIC 40 Equity ▲37.68% ▲40.28% 4,130.98 Dec. 12, 2017
BRIC Standard Core Equity ▲32.38% ▲34.59% 325.54 Dec. 12, 2017
FM (Frontier Markets) Standard Equity ▲27.56% ▲25.85% 628.46 Dec. 12, 2017
MSCI Emerging Markets Index Equity ▲26.72% ▲29.0% 1,112.37 Dec. 12, 2017
S&P 700 Equity ▲24.22% ▲24.41% 3,368.49 Dec. 12, 2017
S&P Global 1200 Equity ▲21.94% ▲22.6% 3,684.30 Dec. 12, 2017
S&P Global ex-U.S. Property Equity ▲21.58% ▲22.32% 428.19 Dec. 12, 2017
ACWI Index Equity ▲19.26% ▲20.02% 506.31 Dec. 12, 2017
S&P ADR Index Equity ▲18.7% ▲19.86% 2,853.22 Dec. 12, 2017
BofA Merrill Lynch Global Emerging Markets Sovereign & Credit Plus Debt ▲14.58% ▲13.72% 565.28 Dec. 11, 2017
BofA Merrill Lynch Global Broad Market Index Debt ▲8.87% ▲8.62% 265.62 Dec. 11, 2017
S&P Global Property Other ▲14.25% ▲14.04% 467.27 Dec. 12, 2017
S&P Global Property 40 Index Other ▲10.02% ▲10.42% 4,679.96 Dec. 12, 2017
S&P Global REIT Other ▲8.92% ▲7.48% 542.25 Dec. 12, 2017



Latin American Benchmarks

Number of benchmarks: 3     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
S&P Latin America 40 Equity ▲19.88% ▲22.03% 5,827.52 Dec. 12, 2017
S&P Latin America BMI Equity ▲19.73% ▲19.29% 507.13 Dec. 12, 2017
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 ▲26.04% ▲27.48% 6,862.32 Dec. 12, 2017
Dow Jones Industrial Average Equity ▲24.03% ▲24.0% 24,504.80 Dec. 12, 2017
S&P 500 Equity ▲17.91% ▲19.0% 2,664.11 Dec. 12, 2017
Russell 3000 Index Equity ▲16.92% ▲18.26% 1,574.92 Dec. 12, 2017
The Wilshire 5000 Total Market Index Equity ▲16.64% ▲17.9% 27,619.84 Dec. 12, 2017
NYSE Composite Index Equity ▲13.46% ▲14.84% 12,697.78 Dec. 12, 2017
AMEX Composite Equity ▲11.57% ▲11.02% 2,562.40 Dec. 12, 2017
S&P/TSX 60 Equity ▲9.36% ▲9.46% 2,578.48 Dec. 12, 2017
S&P/TSX Composite Equity ▲8.27% ▲8.19% 53,556.88 Dec. 12, 2017
S&P/BGCantor U.S. Treasury Bill Index Debt ▲0.79% ▲0.76% 229.11 Dec. 12, 2017
BofA Merrill Lynch 0-3 Month U.S. Treasury Bill Index Debt ▲0.77% ▲0.74% 188.85 Dec. 11, 2017
S&P Balanced Equity and Bond Index - Balanced Balanced ▲11.47% ▲11.74% 1,000.60 Dec. 11, 2017



Peer Group Indexes

Number of benchmarks: 8     
Benchmark Type 12M Return YTD Return Latest Value Last Updated
Equity Funds - TTD Average Benchmark Calculated Other NA NA None
Balanced 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 - 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
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 ▲37.9% ▲38.91% 1,333.05 Dec. 12, 2017
S&P 500 Health Care Equity ▲23.8% ▲23.16% 1,425.08 Dec. 12, 2017
S&P 500 Financials Equity ▲20.92% ▲22.9% 764.72 Dec. 12, 2017
S&P 500 Utilities Equity ▲19.22% ▲16.56% 708.74 Dec. 12, 2017
S&P 500 Materials Equity ▲17.85% ▲21.34% 618.30 Dec. 12, 2017
S&P 500 Consumer Discretionary Equity ▲17.64% ▲21.18% 1,056.94 Dec. 12, 2017
S&P 500 Industrials Equity ▲16.46% ▲18.92% 997.03 Dec. 12, 2017
S&P Global Clean Energy Equity ▲14.23% ▲14.51% 711.74 Dec. 12, 2017
S&P 500 Consumer Staples Equity ▲12.33% ▲12.05% 1,011.07 Dec. 12, 2017
S&P Global 1200 Energy Equity ▲2.89% ▲2.33% 3,930.78 Dec. 12, 2017
S&P Global Oil Equity ▲2.51% ▲1.93% 2,838.09 Dec. 12, 2017
S&P 500 Telecommunication Services Equity ▲1.85% ▼-2.23% 392.86 Dec. 12, 2017
S&P 500 Energy Equity ▼-5.74% ▼-5.04% 886.80 Dec. 12, 2017