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Detail for International Index Portfolios formed on B/M, E/P, CE/P, and D/P

Monthly Returns:   January 1975-December 2014
     
Annual Returns:   1975-2014
     
Construction:   The returns on the index portfolios are constructed by averaging the returns on the country portfolios. ( See the detail for the country portfolios.) Each country is added to the index portfolios when the return data for the country begin; the country start dates can be inferred from the country return files. We weight countries in the index portfolios in proportion to their EAFE weights.

Country (inception) Major
Markets
Europe
x/UK

Europe
w
/UK

UK Scandinavia Asia
Pacific
 Australia (1975)        
 Austria (1987)      
 Belgium (1975)      
 Switzerland (1975)      
 Germany (1975)      
 Denmark (1989)        
 Spain (1975)      
 Finland (1988)        
 France (1975)      
 Great Britain (1975)      
 Greece (2008-2013)      
 Hong Kong (1975)        
 Ireland (1991)      
 Israel (2011)          
 Italy (1975)      
 Japan (1975)        
 Malaysia
(1994-2001)
         
 Netherlands (1975)      
 Norway (1975)        
 New Zealand (1988)        
 Portugal (2008)      
 Sweden (1975)        
 Singapore (1975)        


 

Copyright Kenneth R. French