FTSE Global Small Cap Index

Transcription

1 FTSE FACTSHEET FTSE Global Small Cap Index bmktitle1 The FTSE Global Small Cap Index is derived from FTSE's flagship Global Equity Series universe, which comprises around 7,000 securities worldwide, giving the international investor unparalleled access to stock markets around the world. The FTSE Global Small Cap Index covers around 4,400 liquid small cap stocks in 47 countries. 5-Year Performance - Total Return (USD) Jun-2011 Jun-2012 Jun-2013 Jun-2014 Jun-2015 Jun-2016 Data as at month end FTSE Global Small Cap FTSE Dev Small Cap FTSE Emerging Small Cap FTSE Global All Cap Performance and Volatility - Total Return Index (USD) Return % Return pa %* Volatility %** 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR FTSE Global Small Cap FTSE Dev Small Cap FTSE Emerging Small Cap FTSE Global All Cap * Compound annual returns measured over 3 and 5 years respectively ** Volatility 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data Year-on-Year Performance - Total Return Index % (USD) FTSE Global Small Cap Data as at: 30 June 2016 FEATURES Coverage The small cap segment within the FTSE Global Equity Index universe. Objective The index is designed for use in the creation of index tracking funds, derivatives and as a performance benchmark. Investability Stocks are selected and weighted to ensure that the index is investable. Liquidity Stocks are screened to ensure that the index is tradable. Transparency The index uses a transparent, rules-based construction process. Index Rules are freely available on the FTSE website. Availability The index is calculated based on price and total return methodologies. Industry Classification Benchmark Index constituents are categorized in accordance with the Industry Classification Benchmark (ICB), the global standard for industry sector analysis. FTSE Dev Small Cap FTSE Emerging Small Cap FTSE Global All Cap Return/Risk Ratio and Drawdown - Total Return Index (USD) Return/Risk Ratio Drawdown (%) 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE Global Small Cap FTSE Dev Small Cap FTSE Emerging Small Cap FTSE Global All Cap Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data Source: FTSE Russell as at 30 June Past performance is no guarantee of future results. Please see disclaimer for important legal information. 1 of 5

2 Top 10 Constituents - FTSE Global Small Cap Index Constituent Country ICB Sector Net MCap (USDm) Wgt % Waste Connections Inc Canada Support Services 12, Global Payments Inc USA Support Services 10, Albemarle USA Chemicals 8, Resmed Inc USA Health Care Equipment & Services 8, Vantiv USA Support Services 8, Valspar Cp USA Construction & Materials 8, Ingredion USA Food Producers 8, Cooper Cos Inc USA Health Care Equipment & Services 8, Idexx Labs USA Health Care Equipment & Services 8, Atmos Energy USA Gas Water & Multiutilities 8, Totals 91, INFORMATION Index Universe FTSE Global Equity Index Series Index Launch 1 September 2003 Base Date 31 December 2002 Base Value 200 Investability Screen Actual free float applied and liquidity screened Index Calculation 2200 GMT Distribution End of day Currency USD, EUR, GBP, JPY, Local Review Dates Semi-annually in March and September History Available from 1993 Source: FTSE Russell as at 30 June Past performance is no guarantee of future results. Please see disclaimer for important legal information. 2 of 5

3 Country Breakdown FTSE Global Small Cap FTSE Global All Cap Country No. of Cons Net MCap (USDm) Wgt % No. of Cons Net MCap (USDm) Wgt % Australia , , Austria 21 16, , Belgium & Lux , , Brazil 55 21, , Canada , ,307, Chile 9 5, , China , , Colombia 2 1, , Czech Rep , Denmark 20 21, , Egypt 13 1, , Finland 23 25, , France 62 52, ,134, Germany 73 73, ,099, Greece 11 2, , Hong Kong , , Hungary , India , , Indonesia 37 15, , Ireland 7 8, , Israel 28 6, , Italy 67 49, , Japan , ,282, Korea , , Malaysia 53 20, , Mexico 23 9, , Netherlands 24 31, , New Zealand 21 15, , Norway 34 26, , Pakistan 12 5, , Peru , Philippines 18 10, , Poland 14 3, , Portugal 10 5, , Russia 8 1, , Singapore 58 28, , South Africa 32 11, , Spain 32 34, , Sweden 67 76, , Switzerland 55 58, ,167, Taiwan , , Thailand 63 25, , Turkey 40 5, , UAE 6 1, , UK , ,619, USA ,739, ,768, Totals ,749, ,607, Source: FTSE Russell as at 30 June Past performance is no guarantee of future results. Please see disclaimer for important legal information. 3 of 5

4 30 June 2016 FTSE Global Small Cap Index Data as at: 30 June 2016 ICB Supersector Breakdown ICB Code ICB Supersector No. of Cons Net MCap (USDm) Wgt % 0500 Oil & Gas , Chemicals , Basic Resources , Construction & Materials , Industrial Goods & Services , Automobiles & Parts , Food & Beverage , Personal & Household Goods , Health Care , Retail , Media , Travel & Leisure , Telecommunications 37 37, Utilities , Banks , Insurance , Real Estate , Financial Services , Technology , Totals ,749, Index Characteristics Attributes FTSE Global Small Cap FTSE Global All Cap Number of constituents Net MCap (USDm) 4,749,262 40,607,032 Dividend Yield % Constituent Sizes (Net MCap USDm) Average 1,020 5,257 Largest 12, ,642 Smallest 0 0 Median 555 1,081 Weight of Largest Constituent (%) Top 10 Holdings (% Index MCap) Data definitions available from info@ftse.com To learn more, visit index@russell.com, info@ftse.com; or call your regional Client Services Team office: EMEA +44 (0) North America Asia-Pacific Hong Kong Tokyo Sydney +61 (0) Source: FTSE Russell as at 30 June Past performance is no guarantee of future results. Please see disclaimer for important legal information. 4 of 5

5 bmkimage1 bmkimage2 bmkimage London Stock Exchange Group plc and its applicable group undertakings (the LSE Group ). The LSE Group includes (1) FTSE International Limited ( FTSE ), (2) Frank Russell Company ( Russell ), (3) FTSE TMX Global Debt Capital Markets Inc. and FTSE TMX Global Debt Capital Markets Limited (together, FTSE TMX ) and (4) MTSNext Limited ( MTSNext ). All rights reserved. FTSE Russell is a trading name of FTSE, Russell, FTSE TMX and MTS Next Limited. FTSE, Russell, FTSE Russell MTS, FTSE TMX, FTSE4Good and ICB and all other trademarks and service marks used herein (whether registered or unregistered) are trade marks and/or service marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell, MTSNext, or FTSE TMX. All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any errors or for any loss from use of this publication or any of the information or data contained herein. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the FTSE Global Small Cap or the fitness or suitability of the FTSE Global Small Cap for any particular purpose to which they might be put. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing in this document should be taken as constituting financial or investment advice. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any representation regarding the advisability of investing in any asset. A decision to invest in any such asset should not be made in reliance on any information herein. Indexes cannot be invested in directly. Inclusion of an asset in an index is not a recommendation to buy, sell or hold that asset. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a licensed professional. No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group index data and the use of their data to create financial products require a licence from FTSE, Russell, FTSE TMX, MTSNext and/or their respective licensors. Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are based on the same methodology that was in effect when the index was officially launched. However, back- tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the underlying economic data used in the calculation of the index. Source: FTSE Russell as at 30 June Past performance is no guarantee of future results. Please see disclaimer for important legal information. 5 of 5