The MSCI North America Index is designed to measure the performance of the large and mid cap segments of the US and Canada markets. With 713 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in the US and Canada.
300
200
100
MSCI North America
MSCI World
MSCI ACWI IMI
(USD) (AUG 2001 – AUG 2016)
268.68
260.93
245.04
50
Aug 01 Nov 02 Feb 04 May 05 Aug 06 Nov 07 Feb 09 May 10 Aug 11 Nov 12 Feb 14 May 15 Aug 16
(%)
Year
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
MSCI North
America
-0.27
12.57
30.39
15.57
0.55
15.98
29.35
-37.80
7.67
15.48
6.93
11.29
30.13
-22.34
MSCI World MSCI ACWI IMI
-0.32
5.50
27.37
16.54
-5.02
12.34
30.79
-40.33
9.57
20.65
10.02
15.25
33.76
-19.54
-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
-17.26
(%) ( AUG 31, 2016 )
MSCI North America
MSCI World
MSCI ACWI IMI
1 Mo
0.16
0.13
0.38
3 Mo 1 Yr YTD 3 Yr
ANNUALIZED
5 Yr 10 Yr
4.22
11.78
8.28
11.34
13.40
7.28
3.27
7.32
5.45
7.99
10.14
5.13
4.18
7.97
6.66
7.39
9.03
5.21
Since
May 31, 1994
9.37
7.07
6.88
( AUG 31, 2016 )
Div Yld (%)
2.13
2.56
2.48
P/E
23.13
21.30
21.21
P/E Fwd
17.31
16.24
16.00
P/BV
2.81
2.17
2.03
( AUG 31, 2016 )
MSCI North America
MSCI World
MSCI ACWI IMI
ANNUALIZED STD DEV (%) 2
Turnover
(%) 1
3 Yr
2.48
2.51
10.97
11.48
3.17
11.66
1
Last 12 months
5 Yr
11.94
12.74
10 Yr
15.54
16.54
3 Yr
1.02
0.71
13.21
17.23
0.65
2
Based on monthly gross returns data
SHARPE RATIO 2 , 3
5 Yr
1.10
0.81
0.70
10 Yr
Since
May 31, 1994
0.45
0.31
na na
0.31
0.32
3
Based on BBA LIBOR 1M
(%)
55.08
57.46
58.28
MAXIMUM DRAWDOWN
Period YYYY-MM-DD
2007-10-09—2009-03-09
2007-10-31—2009-03-09
2007-10-31—2009-03-09
The MSCI North America Index was launched on Mar 31, 1986. 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 NORTH AMERICA INDEX

AUG 31, 2016
Number of
Constituents
Index
Largest
Smallest
Average
Median
MSCI North America
713
Mkt Cap ( USD Millions)
20,979,628.71
588,280.26
1,236.24
29,424.44
12,782.01
APPLE
MICROSOFT CORP
EXXON MOBIL CORP
JOHNSON & JOHNSON
AMAZON.COM
GENERAL ELECTRIC CO
FACEBOOK A
AT&T
JPMORGAN CHASE & CO
WELLS FARGO & CO
Total
Mkt Cap
( USD Billions)
588.28
431.75
361.87
329.30
307.83
291.49
289.44
251.46
247.74
245.00
3,344.16
Index
Wt. (%)
2.80
2.06
1.72
1.57
1.47
1.39
1.38
1.20
1.18
1.17
15.94
9.63%
12.65%
9.28%
7.61%
3.49%
3.13%
2.68%
13.87%
20.11%
17.55%
Information Technology 20.11%
Consumer Discretionary 12.65%
Energy 7.61% Materials 3.49%
Financials 17.55% Health Care 13.87%
Consumer Staples 9.63% Industrials 9.28%
Utilities 3.13% Telecommunication Services 2.68%
94.43%
United States 94.43% Canada 5.57%
Sector
Info Tech
Info Tech
Energy
Health Care
Cons Discr
Industrials
Info Tech
Telecom Srvcs
Financials
Financials
5.57%
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 and mid capitalization cutoff points are recalculated.
ABOUT MSCI
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MSCI NORTH AMERICA INDEX