2019 09 msci-ac-asia-index-net.pdf - MSCI AC ASIA INDEX(USD The MSCI AC Asia Index captures large and mid cap representation across Developed Markets

2019 09 msci-ac-asia-index-net.pdf - MSCI AC ASIA INDEX(USD...

This preview shows page 1 - 3 out of 3 pages.

MSCI AC ASIA INDEX (USD) MSCI AC ASIA INDEX The MSCI AC Asia Index captures large and mid cap representation across Developed Markets countries and Emerging Markets countries in Asia*. With 1,307 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in each country. CUMULATIVE INDEX PERFORMANCE - NET RETURNS (USD) (SEP 2004 – SEP 2019) Sep 04 Dec 05 Mar 07 Jun 08 Sep 09 Dec 10 Mar 12 Jun 13 Sep 14 Dec 15 Mar 17 Jun 18 Sep 19 50 100 200 300 MSCI AC Asia MSCI ACWI MSCI World 281.49 278.55 237.84 ANNUAL PERFORMANCE (%) Year MSCI AC Asia MSCI ACWI MSCI World 2018 -13.73 -9.41 -8.71 2017 33.41 23.97 22.40 2016 3.93 7.86 7.51 2015 -0.65 -2.36 -0.87 2014 0.54 4.16 4.94 2013 13.43 22.80 26.68 2012 15.77 16.13 15.83 2011 -15.93 -7.35 -5.54 2010 17.55 12.67 11.76 2009 31.73 34.63 29.99 2008 -40.30 -42.19 -40.71 2007 12.11 11.66 9.04 2006 14.50 20.95 20.07 2005 24.55 10.84 9.49 INDEX PERFORMANCE — NET RETURNS (%) ( SEP 30, 2019 ) ANNUALIZED 1 Mo 3 Mo 1 Yr YTD 3 Yr 5 Yr 10 Yr Since Dec 29, 2000 MSCI AC Asia 2.67 -1.36 -4.01 7.97 6.24 4.89 5.48 4.67 MSCI ACWI 2.10 -0.03 1.38 16.20 9.71 6.65 8.35 5.21 MSCI World 2.13 0.53 1.83 17.61 10.21 7.18 9.01 5.13 FUNDAMENTALS ( SEP 30, 2019 ) Div Yld (%) P/E P/E Fwd P/BV 2.57 13.69 12.80 1.38 2.52 17.73 15.19 2.29 2.46 18.56 15.76 2.43 INDEX RISK AND RETURN CHARACTERISTICS ( SEP 30, 2019 ) ANNUALIZED STD DEV (%) 2 SHARPE RATIO 2 , 3 MAXIMUM DRAWDOWN Turnover (%) 1 3 Yr 5 Yr 10 Yr 3 Yr 5 Yr 10 Yr Since Dec 29, 2000 (%) Period YYYY-MM-DD MSCI AC Asia 4.56 12.17 13.10 13.27 0.42 0.34 0.42 0.26 56.44 2007-11-01—2009-03-09 MSCI ACWI 2.96 11.32 11.71 13.21 0.73 0.51 0.62 0.30 58.38 2007-10-31—2009-03-09 MSCI World 2.37 11.30 11.63 13.03 0.77 0.56 0.68 0.30 57.82 2007-10-31—2009-03-09 1 Last 12 months 2 Based on monthly net returns data 3 Based on ICE LIBOR 1M * Developed Markets countries in the index include: Hong Kong, Japan and Singapore. Emerging Markets countries include: China, India, Indonesia, Korea, Malaysia, Pakistan, the Philippines, Taiwan and Thailand.
Image of page 1

Subscribe to view the full document.

SEP 30, 2019 MSCI AC ASIA INDEX INDEX CHARACTERISTICS MSCI AC Asia Number of Constituents 1,307 Mkt Cap ( USD Millions) Index 7,931,787.22 Largest 240,606.87 Smallest 61.78 Average 6,068.70 Median 2,428.01 TOP 10 CONSTITUENTS Country Float Adj Mkt Cap ( USD Billions) Index Wt. (%) Sector TENCENT HOLDINGS LI (CN) CN 240.61 3.03 Comm Srvcs ALIBABA GROUP HLDG ADR CN 237.81 3.00
Image of page 2
Image of page 3
  • Spring '11
  • Mr.X

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern

Ask Expert Tutors You can ask You can ask ( soon) You can ask (will expire )
Answers in as fast as 15 minutes