Transcript MSCI Netherlands IMI

MSCI NETHERLANDS IMI (USD)
The MSCI Netherlands Investable Market Index (IMI) is designed to measure the performance of the large, mid and small cap segments
of the Netherlands market. With 57 constituents, the index covers approximately 99% of the free float-adjusted market capitalization in
Netherlands.
CUMULATIVE INDEX PERFORMANCE - GROSS RETURNS
300
ANNUAL PERFORMANCE (%)
(USD) (JAN 2002 – JAN 2017)
Year
MSCI Netherlands IMI
MSCI World IMI
MSCI ACWI IMI
2016
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
290.50
288.53
257.99
200
100
50
Jan 02
May 03
Jul 04
Oct 05
Jan 07
Apr 08
Jul 09
Oct 10
INDEX PERFORMANCE — GROSS RETURNS
Jan 12
Apr 13
Jul 14
Oct 15
Jan 17
MSCI
Netherlands
IMI
MSCI
World IMI
MSCI ACWI IMI
5.04
2.09
-5.38
31.22
20.98
-13.79
3.74
45.38
-47.89
21.17
33.38
14.61
14.22
31.16
8.82
-0.26
5.07
28.09
16.75
-5.53
14.10
32.35
-40.46
8.99
20.65
10.78
16.43
35.46
8.96
-1.68
4.36
24.17
17.04
-7.43
14.87
37.18
-42.01
11.66
21.49
12.06
16.93
36.18
FUNDAMENTALS
(%) ( JAN 31, 2017 )
( JAN 31, 2017 )
ANNUALIZED
1 Mo
3 Mo
1 Yr
YTD
3 Yr
5 Yr
10 Yr
Since
May 31, 1994
Div Yld (%)
P/E
P/E Fwd
P/BV
MSCI Netherlands IMI
1.93
2.27
10.39
1.93
3.02
9.61
2.99
7.97
2.65
19.83
14.87
1.92
MSCI World IMI
2.42
6.86
18.82
2.42
6.55
10.63
4.79
7.24
2.38
23.10
16.66
2.21
MSCI ACWI IMI
2.73
6.18
19.39
2.73
6.05
9.49
4.54
6.97
2.39
21.97
16.02
2.11
INDEX RISK AND RETURN CHARACTERISTICS
( JAN 31, 2017 )
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
May 31, 1994
(%)
Period YYYY-MM-DD
MSCI Netherlands IMI
6.75
13.90
15.20
22.65
0.26
0.66
0.20
0.35
63.99
2007-10-11—2009-03-09
MSCI World IMI
2.21
10.95
11.10
16.75
0.61
0.95
0.30
0.35
57.69
2007-10-31—2009-03-09
2.67
11.04
11.20
17.21
0.56
0.84
0.29
0.33
58.28
2007-10-31—2009-03-09
MSCI ACWI IMI
1
Last 12 months
2
Based on monthly gross returns data
3
Based on ICE LIBOR 1M
The MSCI Netherlands IMI was launched on Jun 05, 2007. Data prior to the launch date is back-tested data (i.e. calculations of how the index might have performed over that time period had the index existed).
There are frequently material differences between back-tested performance and actual results. Past performance -- whether actual or back-tested -- is no indication or guarantee of future performance.
MSCI NETHERLANDS IMI
JAN 31, 2017
INDEX CHARACTERISTICS
TOP 10 CONSTITUENTS
MSCI Netherlands IMI
Number of
Constituents
57
UNILEVER NV (NL) CERT
ING GROEP
ASML HLDG
NXP SEMICONDUCTORS
KONINKLIJKE PHILIPS
AHOLD DELHAIZE
HEINEKEN NV
AKZO NOBEL
RELX (NL)
KONINKLIJKE DSM
Total
Mkt Cap ( USD Millions)
Index
Largest
Smallest
Average
Median
453,796.41
65,832.06
181.10
7,961.34
2,357.95
Float Adj Mkt Cap
( USD Billions)
Index
Wt. (%)
Sector
65.83
55.53
44.74
28.78
27.81
27.27
17.24
16.80
16.80
11.57
312.37
14.51
12.24
9.86
6.34
6.13
6.01
3.80
3.70
3.70
2.55
68.84
Cons Staples
Financials
Info Tech
Info Tech
Industrials
Cons Staples
Cons Staples
Materials
Industrials
Materials
SECTOR WEIGHTS
18.62%
6.97%
19.31%
2.74%
2.17%
1.62%
1.07%
19.53%
Consumer Staples 27.97%
27.97%
Financials 19.53%
Information Technology 18.62%
Materials 6.97%
Telecommunication Services 2.17%
Energy 1.62%
Industrials 19.31%
Consumer Discretionary 2.74%
Real Estate 1.07%
INDEX METHODOLOGY
The index is based on the MSCI Global Investable Market Indexes (GIMI) Methodology —a 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 quarterly—in February, May, August and November—with
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, mid and small capitalization cutoff points are recalculated.
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MSCI NETHERLANDS IMI