MSCI Netherlands IMI

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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 51 constituents, the index covers approximately
99% of the free float-adjusted market capitalization in Netherlands.
Cumulative Index Performance — Gross Returns (Dec 1999 – Dec 2014) — USD
200
Annual Performance (%)
MSCI
MSCI
Netherlands
World IMI
IMI
Year
MSCI Netherlands IMI
MSCI World IMI
MSCI ACWI IMI
-5.38
31.22
20.98
-13.79
3.74
45.38
-47.89
21.17
33.38
14.61
14.22
31.16
-19.40
-21.96
2014
2013
184.47
181.81
164.43
2012
2011
2010
150
2009
2008
2007
100
2006
2005
2004
2003
50
0
Dec 99
2002
2001
Mar 01
Jun 02
Sep 03
Dec 04
Mar 06
Jun 07
Sep 08
Dec 09
Mar 11
Jun 12
Sep 13
Fundamentals (December 31, 2014)
Annualized
MSCI Netherlands IMI
MSCI World IMI
MSCI ACWI IMI
3 Mo
1 Yr
YTD
-3.36
-1.28
-1.61
-1.52
1.35
0.70
-5.38
5.07
4.36
-5.38
5.07
4.36
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
-15.39
Dec 14
Index Performance — Gross Returns (%) (December 31, 2014)
1 Mo
5.07
28.09
16.75
-5.53
14.10
32.35
-40.46
8.99
20.65
10.78
16.43
35.46
-17.92
-16.15
MSCI
ACWI IMI
3 Yr
5 Yr
10 Yr
14.52 6.08
16.25 11.11
14.90 10.03
6.54
6.87
6.91
Since
Div Yld (%)
P/E
P/E Fwd
P/BV
8.34
7.45
7.21
2.15
2.35
2.41
23.50
18.75
18.08
14.48
15.81
15.09
1.93
2.15
2.06
May 31, 1994
Index Risk and Return Characteristics (December 31, 2014)
Annualized Std Dev (%)2
Turnover
(%)1
MSCI Netherlands IMI
MSCI World IMI
MSCI ACWI IMI
1
3.44
2.50
2.92
Sharpe Ratio2,3
Maximum Drawdown
Since
3 Yr
5 Yr
10 Yr
3 Yr
5 Yr
10 Yr
May 31,
1994
(%)
Period YYYY-MM-DD
15.47
10.46
10.71
20.31
14.48
14.72
22.28
16.24
16.77
0.94
1.48
1.34
0.38
0.79
0.71
0.32
0.38
0.38
0.35
0.35
0.33
63.99
57.69
58.28
2007-10-11—2009-03-09
2007-10-31—2009-03-09
2007-10-31—2009-03-09
Last 12 months
2
Based on monthly gross returns data
3
Based on BBA 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
December 31, 2014
Index Characteristics
Top 10 Constituents
MSCI Netherlands IMI
Number of
Constituents
Mkt Cap
(USD Billions)
51
Mkt Cap
(USD Millions)
Index
Largest
Smallest
Average
Median
64.34
50.55
38.72
27.96
16.93
16.79
16.44
15.97
13.81
10.56
272.06
UNILEVER NV CERT
ING GROEP
ASML HLDG
PHILIPS (KON.)
AKZO NOBEL
REED ELSEVIER (NL)
HEINEKEN NV
AHOLD (KON.)
AEGON
KONINKLIJKE DSM
Total
374,693.63
64,338.69
288.24
7,346.93
2,294.72
Index
Sector
Sector
17.17
13.49
10.33
7.46
4.52
4.48
4.39
4.26
3.69
2.82
72.61
Cons Staples
Financials
Info Tech
Industrials
Materials
Cons Discr
Cons Staples
Cons Staples
Financials
Materials
59.2
61.8
79.8
50.7
58.1
49.5
15.1
14.7
16.9
36.3
Wt. (%)
Wt. (%)
Sector Weights
12.95%
9.05%
7.77%
14.71%
2.72%
1.98%
21.83%
28.99%
Consumer Staples 28.99%
Financials 21.83%
Information Technology 12.95%
Telecommunication Services 2.72%
Industrials 14.71%
Consumer Discretionary 9.05%
Materials 7.77%
Energy 1.98%
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.
www.msci.com | [email protected]
About MSCI
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 indexes, portfolio risk and performance analytics,
and ESG data and research.
1
The company's flagship product offerings are: the MSCI indexes with approximately USD 9 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, indexes and analytics; MSCI ESG (environmental, social and governance) Research screening, analysis and ratings; 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.
1
As of March 31, 2014, as reported on June 25, 2014 by eVestment, Lipper and Bloomberg.
The information contained herein (the "Information") may not be reproduced or redisseminated in whole or in part without prior written permission from MSCI. The Information may not be used to verify or correct other data, to create indexes, risk
models, or analytics, or in connection with issuing, offering, sponsoring, managing or marketing any securities, portfolios, financial products or other investment vehicles. Historical data and analysis should not be taken as an indication or guarantee of
any future performance, analysis, forecast or prediction. None of the Information or MSCI index or other product or service constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading
strategy. Further, none of the Information or any MSCI index is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. The Information is
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