Thursday, January 17, 2008

6 Months Asset Class Returns

The following table shows returns from Mid-June (6 months) for some of the main asset classes and US value/growth segments. Commodities returned an impressive 21%, emerging markets are still positive after the last downturn:



Emerging MarketsEEM$130.86$135.283.38%

Large-Cap GrowthJKE$70.10$65.01-7.26%

World MarketsEFA$79.22$72.46-8.53%

Mid-Cap GrowthIWP$115.66$101.82-11.97%

Small-Cap GrowthIJT$143.23$124.14-13.33%

Large-Cap ValueJKF$88.93$74.97-15.70%

Mid-Cap ValueIWS$159.84$128.82-19.41%


Small-Cap ValueIJS$80.95$63.17-21.96%

Real EstateIYR$80.06$59.41-25.79%

Real-time updates here.

For 2008, I am going to introduce new Commodity and large-cap models. Also I am looking at ADR-based screens, given the relative strength of emerging and international markets.

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