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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 2013
     
Annual Returns:   1975-2013
     
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)      
 Hong Kong (1975)        
 Ireland (1991)      
 Italy (1975)      
 Japan (1975)        
 Malaysia (1994)          
 Netherlands (1975)      
 Norway (1975)        
 New Zealand (1988)        
 Sweden (1975)        
 Singapore (1975)        


 

Copyright Kenneth R. French