Investor Presentaiton
Rolling Correlations (USD Returns)
The exhibit below shows the 3-year pairwise rolling correlations between weekly gross USD
index returns of the MSCI Israel Index against select standard regional indexes.
3-Year Pairwise Rolling Correlations of Israel Against Select Regional Indexes
MSCI
Correlation
0.7
Reclassification to DM
0.6
0.5
0.4
0.3
0.2
0.1
0.0
'10
'11
'12
'13
'14
'15
'16
'17
'18.
'19
'20
'21
World
Europe
Pacific
EM GCC Countries
Data from November 30, 2006 to November 30, 2021 in USD index returns
The GCC Countries International Indexes were launched on June 4, 2015, with index levels history since June 2014.
Rolling correlations in local index returns are available in the appendix.
Please see the disclosure at the end of this document regarding simulated and back tested data.
Information Classification: GENERAL
16View entire presentation