Investor Presentaiton
Key Metrics
Key metrics
MSCI Israel Index
MSCI Europe & Middle East Index
MSCI Europe Index
MSCI Pacific Index
Total return* (%)
Total risk (%)
Return/risk
2.1
7.9
8.0
7.2
18.9
16.9
16.9
13.6
0.11
0.47
0.47
0.53
Sharpe ratio
0.08
0.44
0.44
0.49
Active return (%)
0.0
5.8
5.9
5.1
Tracking error (%)
0.0
16.4
16.6
15.6
Information Ratio
0.35
0.36
0.33
Historical beta
1.00
0.52
0.52
0.42
Number of constituents***
11
455
444
462
Turnover** (%)
6.5
2.3
2.2
2.3
Price to book***
1.6
1.7
1.7
1.4
Price to earnings***
Dividend yield*** (%)
15.5
2.2
16.3
16.3
16.3
3.4
3.4
2.7
Period: May 31, 2010 to November 30, 2021. * Gross returns annualized in USD ** Annualized one-way index turnover over index reviews *** Monthly averages
The MSCI Europe & Middle East Index was launched on May 27, 2010.
MSCI
Please see the disclosure at the end of this document regarding simulated and back tested data.
MSCI IndexMetrics®.
Information Classification: GENERAL
9View entire presentation