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The MSCI Philippines Index is designed to measure the performance of the large and mid cap segments of the Philippines market. With 18 constituents, the index covers about 85% of the Philippines equity universe .
Cumulative Index Performance Net Returns (Dec 2000 Jul 2013) USD
MSCI Philippines MSCI Emerging Markets MSCI ACWI IMI 466.78
400
200 177.08
2002 2001
46.44 -0.89 33.91 65.62 -52.55 40.40 58.15 22.61 25.79 41.55 -29.46 -19.42
18.22 -18.42 18.88 78.51 -53.33 39.42 32.14 34.00 25.55 55.82 -6.17 -2.62
16.38 -7.89 14.35 36.41 -42.34 11.16 20.95 11.54 16.42 35.54 -17.58 -15.65
50 Dec 00 Jan 02 Feb 03 Mar 04 Apr 05 May 06 Jun 07 Jul 08 Aug 09 Sep 10 Oct 11 Nov 12
Sharpe Ratio2,3
Dec 29, 2000
3 Yr
5 Yr
10 Yr
Since
3 Yr
5 Yr
10 Yr
Since
Last 12 months
The MSCI Philippines Index was launched on December 31, 1988. The MSCI Emerging Markets Index was launched on December 31, 1987. MSCI ACWI IMI was launched on May 31, 2007. Data prior to these launch dates is back-tested data (i.e. calculations of how the index might have performed over that time period had the index existed).
Mkt Cap
Wt. (%)
Index
Sector
Sector
Wt. (%)
SM INVESTMENTS AYALA LAND PHIL LONG DISTANCE TEL BDO UNIBANK UNIVERSAL ROBINA CORP AYALA CORP SM PRIME HOLDINGS ABOITIZ EQUITY VENTURES ICTSI INT'L CONTAINER BANK OF PHIL ISLANDS Total
5.97 3.81 3.00 2.67 2.50 2.48 2.46 2.24 1.64 1.54 28.31
15.87 10.14 7.99 7.10 6.64 6.58 6.55 5.95 4.36 4.10 75.29
Industrials Financials Telecom Srvcs Financials Cons Staples Financials Financials Industrials Industrials Financials
49.5 25.8 70.7 18.1 100.0 16.8 16.7 18.6 13.6 10.4
Sector Weights
11.31% 6.71% 32.08% 6.64% 3.97%
39.29%
Index Methodology
The index is based on the MSCI Global Investable Indices (GIMI) Methodologya comprehensive and consistent approach to index construction that allows for meaningful global views and cross regional comparisons across all market capitalization size, sector and style segments and combinations. This methodology aims to provide exhaustive coverage of the relevant investment opportunity set with a strong emphasis on index liquidity, investability and replicability. The index is reviewed quarterlyin February, May, August and Novemberwith the objective of reflecting change in the underlying equity markets in a timely manner, while limiting undue index turnover. During the May and November semi-annual index reviews, the index is rebalanced and the large and mid capitalization cutoff points are recalculated.
About MSCI
www.msci.com | clientservice@msci.com
MSCI Inc. is a leading provider of investment decision support tools to investors globally, including asset managers, banks, hedge funds and pension funds. MSCI products and services include indices, portfolio risk and performance analytics, and governance tools. The company's flagship product offerings are: the MSCI indices with close to USD 7 trillion estimated to be benchmarked to them on a worldwide basis ; Barra multi-asset class factor models, portfolio risk and performance analytics; RiskMetrics multi-asset class market and credit risk analytics; IPD real estate information, indices and analytics; MSCI ESG (environmental, social and governance) Research screening, analysis and ratings; ISS governance research and outsourced proxy voting and reporting services; and FEA valuation models and risk management software for the energy and commodities markets. MSCI is headquartered in New York, with research and commercial offices around the world.
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As of September 30, 2012, as published by eVestment, Lipper and Bloomberg on January 31, 2013.
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