Home Data Content Sets on FactSet Benchmark Constituent and Returns

Benchmark Constituent and Returns

Database Approximate Number of Companies or Issues Length of History Update Cycle

Citigroup Fixed Income Indices

3,561 Indices

Since 1978

Daily/Monthly

Dow Jones Global Indexes

2,500 Indices

Since 1992

Daily

Dow Jones Internet Indexes

3 Indices

Since January 2003

Daily

Dow Jones Islamic Indexes

8 Indices

Since June 2002

Daily

Dow Jones STOXX Indexes

1,100 Indices

Since June 1998/1992

Daily

Dow Jones Wilshire U.S. Indices

190 Indices

Since 1970

Daily

EuroMTS Indices     Daily
FactSet Aggregates Indices     Daily

FTSE All World Indices

4,820 Indices

Since July 2000

Daily

FTSE EPRA/NAREIT Global Real Estate Index Series

40 Indices

Since 1989

Daily

FTSE Euromid Indices

48 Indices

Since January 2003

Daily

FTSE European Indices

601 Indices

Since 1985

Daily

FTSE Eurotop Indices     Daily

FTSE 4 Good Indices

8 Indices

Since January 2003

Daily

FTSE Gilts

80 Indices

Since 1997

Daily

FTSE Global Indices

19,000 Indices

Varies

Daily

FTSE Global Small Cap Indices

1900 Indices

Since September 2003

Daily

FTSE Global Style Indices

100 Indices

Since January 2003

Daily

FTSE Gold Mines Index Series

4 Indices

Since January 2001

Daily

FTSE GWA Index Series

14 Indices

Since June 2005

Daily

FTSE HK MPF Indices

16 Indices

Since May/July 2003

Daily

FTSE Islamic Indices

4 Indices

Since July 2000

Daily

FTSE JSE Indices

89 Indices

Since April 2002

Daily

FTSE Multinational Indices

861 Indices

Since 1986

Daily

FTSE MPF Indices     Daily

FTSE NAREIT U.S. Real Estate Index Series

24 Indices

NAREIT full data set available daily from March 2006;
Constituent data from January 1999 to February 2006 available monthly;
Index data from December 1971 to December 1998 available monthly (All Reits, Equity Reits, Hybrid Reits, Mortgage Reits);
Price and total return data in USD & LOC currency for all indices available from January 1999 to March 2006

Daily

FTSE RAFI Index Series

44 Indices

Since October 2005 (constituents);
Since October 1965 (indices)

Daily

FTSE UK Indices

938 Indices

Since 1985

Daily

FTSE World Indices

3019 Indices

Since 1986

Daily

FTSE Xinhua Indices

51 Indices

Since mid-2001

Daily

Global Property Research

96 Indices

Since July 2001

Daily

Global Exchange Indices

40 Markets

Varies

Daily

Hang Seng Indices     Daily

HSBC Investment Bank plc-Global

703 Indices

Since Dec 1997

Monthly

HSBC Investment Bank plc-Smaller European

4 Indices

Since Jan 2001

Daily

iBOXX Indices

715 Indices

Since January 1998

Daily/Monthly

IIA Global Style Indices

350 Indices

Since January 1975

Monthly

JP Morgan Emerging Markets Bond Indices

300 Indices

Since 1996

Daily

JP Morgan Fixed Income Indices     Daily

JP Morgan Government Bond Indices

1,000 Indices

Since 1987

Daily

KLD U.S. Series

7 Indices

Since 2001

Daily

KLD Global Series 7 Indices Since June 2005 Daily

Lehman Brothers Fixed Income Indices

2,200 Indices

Since 1989/1973

Daily/Monthly

Lipper Equity Indices     Daily
Lipper Fixed Income Indices     Daily
Lipper Holding Based Index     Monthly
Lipper International Active Indices     Monthly

Merrill Lynch Global Fixed Income

20,000 Constituents; 2,800 Indices

Since 2002

Daily/Monthly

Merrill Lynch Portfolio Strategy Group

 

Since 1997

Daily

MSCI Asia Pacific Markets Indices

1,300 Indices

Since 1969 (DM)/1988(EM)

Daily

MSCI Developed Market Indices

2,000 Indices

Since 1969

Daily/Monthly

MSCI DM Americas Intra-day     Daily
MSCI DM Europe Intra-day     Daily

MSCI Emerging Market Indices

300 Indices

Since 1988

Daily/Monthly

MSCI Enhanced Indices

150 Indices

Since 1969

Daily/Monthly

MSCI Special Items     Monthly

MSCI US Equity Indices

475 Indices

Since 1992

Daily/Monthly

MSCI US REIT Index

1 Index

Since Dec 1994

Daily/Monthly

PSN Mutual Fund Indices     Quarterly

Russell Indexes

28 Indices

Since 1978

Daily/Monthly

Russell Global Indexes     Daily/Monthly

S&P/Citigroup Global Equity Indices

3,230 Indices

Since 1989

Daily

S&P Emerging Markets (IFC)

162 Indices

Since 1975

Daily/Monthly

S&P Global Indices     Intraday
S&P North American Sector Indices     Daily

S&P Historical

 

 

Daily

SDB Spain Exchange Indices     Daily

Standard & Poor’s Indices

40 Indices

Since 1974

Monthly

Swiss Bond Indices     Daily

TOPIX Total Return Indices

44 Indices

Since 1989

Daily

UOB SGS Index

1 index

Constituents: Since March 2006
Index: Since October 1998

Monthly

 
 
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