2011 Index Returns
| 2010 | 2009 | 2008 | 3 Yr. | 5 Yr. | 10 Yr. | 15 Yr. | Standard Deviation |
DJ UBS Precious Metals | 42.7 | 29.2 | -4.1 | 20.9 | 23.1 | 18.1 | 10.2 | 25 |
Alterian MLP (energy) | 35.8 | 76.4 | -36.9 | 14.8 | 16.5 | 18.2 | -- | 24 |
AMEX Gold Miners | 33.9 | 37.3 | -26.7 | 10.4 | 13.9 | -- | -- | 48 |
S&P MidCap 400/Citi Growth | 30.5 | 41.0 | -37.6 | 4.7 | 6.6 | 6.9 | 13.5 | 26 |
Russell 2000 Growth | 29.0 | 34.4 | -38.5 | 2.1 | 5.3 | 3.7 | 4.8 | 28 |
Russell Micro Cap | 28.8 | 27.4 | -39.7 | -0.3 | 1.1 | 7.3 | -- | 29 |
Wilshire 4500 Completion | 28.4 | 36.9 | -39.0 | 2.3 | 5.4 | 6.1 | 8.3 | 26 |
S&P SmallCap 600/Citi Growth | 27.9 | 28.3 | -32.9 | 3.2 | 5.1 | 7.3 | 8.8 | 27 |
Russell 2000 | 26.8 | 27.1 | -33.7 | 2.2 | 4.4 | 6.3 | 7.6 | 28 |
DJ Transportation Average | 26.7 | 18.5 | -21.4 | 5.7 | 5.6 | 7.1 | 7.9 | 28 |
S&P MidCap 400 | 26.6 | 37.3 | -36.2 | 3.5 | 5.7 | 7.1 | 11.4 | 26 |
S&P SmallCap 600 | 26.3 | 25.5 | -31.0 | 3.0 | 4.6 | 7.6 | 9.6 | 28 |
S&P SmallCap 600/Citi Value | 24.7 | 22.8 | -29.5 | 2.6 | 4.0 | 7.8 | 10.1 | 29 |
Russell 2000 Value | 24.5 | 20.5 | -28.9 | 2.1 | 3.5 | 8.4 | 9.8 | 29 |
S&P MidCap 400/Citi Value | 22.7 | 33.7 | -34.8 | 2.2 | 4.7 | 7.2 | 9.3 | 27 |
MSCI EAFE Small Cap | 22.0 | 46.7 | -47.0 | -1.7 | 2.8 | 9.4 | -- | 29 |
NASDAQ 100 | 20.1 | 54.6 | -41.5 | 2.7 | -- | -- | -- | 26 |
MSCI EM | 18.8 | 78.5 | -53.3 | -0.3 | 12.7 | 15.8 | -- | 33 |
Russell 3000 Growth | 17.6 | 37.0 | -38.4 | -0.2 | 3.8 | 0.3 | 5.6 | 23 |
MSCI AC Asia Pacific | 17.0 | 37.5 | -41.8 | -2.1 | 4.5 | 6.3 | -- | 26 |
Russell 3000 | 16.9 | 28.3 | -37.3 | -2.0 | 2.7 | 2.1 | 7.0 | 23 |
DJ UBS Commodity | 16.8 | 18.9 | -35.6 | -3.6 | 1.1 | 5.8 | 6.3 | 25 |
Russell 1000 Growth | 16.7 | 37.2 | -38.4 | -0.4 | 3.7 | 0.0 | 5.7 | 22 |
S&P 1500 | 16.3 | 27.2 | -36.7 | -2.1 | 2.6 | 2.0 | 7.1 | 23 |
Russell 3000 Value | 16.2 | 19.7 | -36.2 | -3.9 | 1.4 | 3.6 | 7.7 | 24 |
Russell 1000 | 16.1 | 28.4 | -37.6 | -2.3 | 2.5 | 1.8 | 7.0 | 23 |
Russell 1000 Value | 15.5 | 19.6 | -36.8 | -4.4 | 1.2 | 3.2 | 7.6 | 24 |
Barclays US Corporate HiYield | 15.1 | 58.2 | -26.1 | 10.3 | 8.9 | 8.8 | 7.3 | 17 |
S&P 500/Citi Value | 15.1 | 21.1 | -39.2 | -5.3 | 0.8 | 1.6 | 6.4 | 24 |
S&P 500 | 15.0 | 26.4 | -37.0 | -2.8 | 2.2 | 1.4 | 6.7 | 22 |
S&P 500/Citi Growth | 15.0 | 31.5 | -34.9 | -0.5 | 3.6 | 0.9 | 6.7 | 21 |
Barclays Global High Yield | 14.8 | 59.4 | -26.8 | 10.2 | 9.4 | 10.0 | 9.0 | 18 |
DJ Industrial Average | 14.0 | 22.6 | -31.9 | -1.6 | 4.3 | 3.1 | 7.9 | 20 |
MSCI AC World | 12.6 | 34.6 | -42.2 | -4.2 | 3.4 | 3.2 | -- | 25 |
S&P 100 | 12.5 | 22.2 | -35.3 | -3.8 | 2.2 | 0.1 | 6.4 | 21 |
MSCI EAFE Growth | 12.2 | 29.3 | -42.7 | -5.9 | 3.4 | 2.6 | 3.3 | 25 |
JPM EMBI Global | 12.0 | 28.1 | -10.9 | 8.5 | 8.3 | 10.2 | 11.4 | 13 |
MSCI Kokusai | 11.3 | 33.1 | -41.9 | -4.8 | 3.0 | 2.4 | 6.7 | 25 |
Barclays US Treasury 20+ Yr | 9.3 | -21.4 | 33.7 | 4.7 | 5.0 | 6.4 | 6.7 | 18 |
S&P GSCI | 9.0 | 13.4 | -46.4 | -12.8 | -5.7 | 1.7 | 4.2 | 32 |
Barclays US Corporate Inv Grade | 9.0 | 18.6 | -4.9 | 7.1 | 6.0 | 6.5 | 6.2 | 9 |
MSCI EAFE | 7.7 | 31.7 | -43.3 | -7.0 | 2.4 | 3.5 | 4.7 | 27 |
MSCI BRIC | 7.2 | 88.7 | -60.2 | -6.9 | 13.9 | 14.7 | 10.9 | 36 |
Barclays US Aggregate Bond | 6.5 | 5.9 | 5.2 | 5.9 | 5.8 | 5.8 | 6.0 | 4 |
Dow Jones Utilities Average | 6.4 | 12.4 | -27.8 | -4.7 | 3.8 | 3.7 | 8.1 | 17 |
Barclays US Treasury US TIPS | 6.3 | 11.4 | -2.3 | 4.9 | 5.3 | 7.0 | -- | 9 |
S&P Global 100 | 5.7 | 26.7 | -36.4 | -5.2 | 2.7 | 1.3 | 7.1 | 23 |
Barclays Global Aggregate | 5.5 | 6.9 | 4.7 | 5.7 | 6.6 | 6.7 | 5.7 | 8 |
MSCI China | 4.6 | 62.2 | -50.8 | -5.8 | 20.4 | 14.1 | -- | 35 |