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by Karl C. Mergenthaler, CFA, William Pometto and Jessica Lin
karl.c.mergenthaler@jpmorgan.com, william.x.pometto@jpmorgan.com, jessica.c.lin@jpmorgan.com
AS OF JUNE 2012
| Index |
Monthly Return |
Trailing 3 Months |
Year to Date |
1
Year |
2
Year |
3
Year |
5
Year |
10
Year |
| Russell 3000 (Gross) |
3.92 |
(3.15) |
9.32 |
3.84 |
17.24 |
16.73 |
0.39 |
5.81 |
| MSCI EAFE (Net) |
7.01 |
(7.13) |
2.96 |
(13.83) |
5.98 |
5.96 |
(6.10) |
6.14 |
| MSCI Emerging Markets (Net) |
3.86 |
(8.89) |
3.93 |
(15.95) |
3.64 |
9.77 |
(0.09) |
(0.09) |
| Barclays U.S. Aggregate Bond Index |
0.04 |
2.06 |
2.37 |
7.47 |
5.67 |
6.93 |
6.79 |
5.63 |
| Merrill High Yield Index |
2.02 |
1.88 |
7.02 |
6.62 |
10.88 |
16.08 |
8.10 |
9.73 |
| J.P. Morgan GBI Emerging Markets Bond Index |
7.35 |
(1.17) |
9.13 |
(3.70) |
6.99 |
8.72 |
3.98 |
9.44 |
| NAREIT Index |
5.97 |
4.00 |
14.91 |
12.48 |
22.81 |
32.40 |
2.60 |
10.32 |
| Goldman Sachs Commodity Index (Gross) |
1.20 |
(12.38) |
(7.23) |
(10.74) |
6.10 |
6.10 |
(5.68) |
3.36 |
View larger image.
U.S. EQUITY
- U.S. equities began the year positive but were down 3.15%
during Q2. The Russell 3000 index is still up 9.32% for the year.
- The Russell 3000 was up 3.84% for the past year, and 5.81%
over the most recent 10 year period.
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FIXED INCOME
- The Barclays U.S. Aggregate index produced an overall return
of 7.47% for the past year.
- The Merrill High Yield index generated a return of 7.02% year to
date.
- The J.P. Morgan GBI Emerging Market Bond Index experienced
a 3.70% loss for 1 year while 3, 5, and 10 year returns remain
positive.
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INTERNATIONAL EQUITY
- The MSCI EAFE Index experienced a 7.13% decline during the second quarter, attributable to the ongoing stress posed by the European sovereign debt crisis, but posted a 2.96% return this year.
- The MSCI Emerging Market Index experienced a decline of 15.95% for the past year, but returned 3.93% for 2012 thus far.
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REAL ESTATE AND OTHER
- The NAREIT index returned 12.48% over the past 12 months,outperforming the broader U.S. equity market and overcoming the macroeconomic turmoil.
- The Goldman Sachs Commodities Index was down 12.38% for Q2 and still down 10.74% for the past year.
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