Detail
for International Index Portfolios formed on B/M, E/P, CE/P, and D/P
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Monthly
Returns: |
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January
1975-December 2023 |
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Annual
Returns: |
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1975-2023 |
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Construction: |
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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 + Canada weights. |
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