Sentences with phrase «local currency index»

Local currency investing is looking significantly less attractive than dollar investing going forward, though the local currency index has outperformed the hard dollar index by about 5 % year to date.

Not exact matches

One of the consequences of a weaker rand has been stronger gold priced in the local currency and higher South African gold mining stocks, as measured by the FTSE / JSE Africa Gold Mining Index.

The government's elevated gross borrowing requirements estimated at around 17 % of GDP per year between 2017 and 2019 are mainly driven by sizeable maturing government bonds — in particular, local currency USD - indexed bonds — on top of fiscal deficits averaging around 3.8 % of GDP.

Today, Singapore's Straits Times Index nudged higher, boosting this year's gain to 6.2 per cent in local currency terms, and took the top spot from Vietnam's VN Index, which plunged 2 per cent.

When GEM is in bonds, investors would use either their local country's aggregate bond index or a currency - hedged version of the US Aggregate Bond Iindex or a currency - hedged version of the US Aggregate Bond IndexIndex.

The S&P Indonesia Bond Index tracks the performance of local currency denominated government and corporate bonds from Indonesia and with a Read more -LSB-...]

While products in the asset class have become more diverse, focusing on both local currency and corporate issuance, there is currently no widely accepted aggregate index reflecting the broader opportunity set available, although the asset class is evolving.

The iShares International Treasury Bond ETF tracks a market weighted index of local currency non-US government issued debt.

On the other hand, the S&P Pan Asia Sovereign Bond Index, which seeks to track the performance of local - currency - denominated sovereign bonds in 10 countries, continued its plunge this quarter, dropping 2.26 % for the month and 0.15 % YTD as of Dec. 21, 2016.

The S&P Pan Asia Bond Index, which seeks to track local currency bonds in 10 countries and is calculated in USD, continued to be weighed down by the weakness of local currencies in 2016, dropping 1.86 % for the year.

The S&P Pan Asia Bond Index tracks the performance of the local currency bonds in the 10 Pan Asian countries.

The size of Asia's local currency bond markets, as measured by the S&P Pan Asia Bond Index, gained 20 % to reach USD 10.3 trillion in 2016, reflecting steady market expansion.

Despite the weakness in local currencies, the S&P Pan Asia Bond Index, which is designed to track local currency bonds in 10 countries and is calculated in USD, delivered a total return of 1.45 % for 2015.

It is 1.7 times the size of the local currency bond market in China, as measured by the S&P China Bond Index.

As tracked by the S&P Japan Bond Index, a broad base benchmark that measures the performance of the government and corporate local currency bonds in Japan, the total outstanding par amount have reached over 1,070 trillion Yen this August.

For example, in October 2008 the MSCI All Country World Index fell 17 % in local currency terms, but in Canadian dollars the decline was only half as bad at -8 %.

The size of the local currency bond market in Japan (tracked by the S&P Japan Bond Index) stood at JPY 1,154 trillion as of Jan. 27, 2016, which is equivalent to USD 9.7 trillion.

EM Debt is represented by the JP Morgan GBI Emerging Markets Global Diversified Index, which is a comprehensive global, local emerging - markets index, and consists of liquid, fixed - rate, domestic - currency government bIndex, which is a comprehensive global, local emerging - markets index, and consists of liquid, fixed - rate, domestic - currency government bindex, and consists of liquid, fixed - rate, domestic - currency government bonds.

Here XIN's benchmark really does make more sense, since the EAFE index includes many different currencies, so no investor could possibly achieve local returns in all of them.

The competing international index funds from TD and RBC track the MSCI EAFE index with returns measured in their local currencies.

The S&P Japan Bond Index is designed to track the performance of local - currency - denominated bonds issued by Japanese entities.

A volatility analysis was run on the local currency denominated bonds of the 10 countries that tracked by the S&P Pan Asia Bond Index, which are China, Hong Kong, India, Indonesia, Korea, Singapore, Malaysia, Philippines, Taiwan and Thailand.

Looking at the country level, the S&P China Bond Index rose 3.24 % YTD as of June 29, 2015, compared to the 1.95 % YTD gain of the S&P Pan Asia Bond Index, which tracks the performance of local - currency - denominated government and corporate bonds from 10 countries in the Pan Asia region.

Global and international equity market indices (in local currency) moved higher in the 4th quarter despite increasing equity market volatility caused in part by the continued rapid decline in oil prices.

The local currency bond market, as tracked by the S&P China Bond Index, grew over 19 % in the past year.

Exhibit 1 lists the yield - to - worst of the ten local currency bond markets tracked by the S&P Pan Asia Bond Index.

We use a five - year bond as representative of the approximate duration risk an investor faces in a broad emerging markets local currency bond index.

For instance, over the 24 months through 31 January 2018, EM assets delivered cumulative returns of 78.11 % for equities, 31.88 % for local bonds and 20.21 % for currencies (as proxied by the MSCI EM index for equities, JPMorgan GBI - EM Global Diversified Composite (Unhedged) index for local debt and JPMorgan ELMI + Composite for currencies).

JPMorgan Government Bond Index - Emerging Markets Global Diversified Index (Unhedged) is a comprehensive global local emerging markets index, and consists of regularly traded, liquid fixed - rate, domestic currency government bonds to which international investors can gain expoIndex - Emerging Markets Global Diversified Index (Unhedged) is a comprehensive global local emerging markets index, and consists of regularly traded, liquid fixed - rate, domestic currency government bonds to which international investors can gain expoIndex (Unhedged) is a comprehensive global local emerging markets index, and consists of regularly traded, liquid fixed - rate, domestic currency government bonds to which international investors can gain expoindex, and consists of regularly traded, liquid fixed - rate, domestic currency government bonds to which international investors can gain exposure.

Based on par amount outstanding of J.P. Morgan EMBI Global (USD - denominated debt) and J.P. Morgan GBI - EM (local currency debt) indexes.

The size of Asia's local currency bond markets, as measured by the S&P Pan Asia Bond Index increased 21 % to USD 8.40 trillion in 2015, which reflected the continuous market expansion.

The S&P 500 Bond Index market value is larger than China's and Japan's corporate bond markets; it's even larger than the sum of all Pan Asia local currency corporate bond markets.

Fortunately, MSCI Barra reports the returns of MSCI EAFE and other MSCI indices in local currencies on their website.

The following table shows the annual total returns of MSCI EAFE Index in its local currencies (column 2) with XIN (column 3).

I've updated it with the data for the past two years on the performance of the iShares MSCI EAFE CAD - Hedged Index Fund (TSX: XIN) relative to MSCI EAFE local currency returns.

The S&P Indonesia Sovereign Bond Index, which seeks to track the local currency denominated sovereign bonds, jumped 15.24 % Read more -LSB-...]

Inflation - indexed bonds are those bonds wherein the principal amount and interest paid for the bond are adjusted according to the inflation or deflation of the local currency on a daily basis.

When GEM is in bonds, investors would use either their local country's aggregate bond index or a currency - hedged version of the US Aggregate Bond Iindex or a currency - hedged version of the US Aggregate Bond IndexIndex.

Does anyone know where I can obtain returns for the MSCI EAFE Index in local currency?

The S&P Indonesia Bond Index tracks the performance of local currency denominated government and corporate bonds from Indonesia and with a total market value of IDR 1,511 trillion.

The S&P Indonesia Bond Index tracks the performance of local currency denominated government and corporate bonds from Indonesia and with a Read more -LSB-...]

It would be interesting to check out the tracking error between XIN and MSCI EAFE Index (local currency).

The long - term return of the index shown in local currency is indeed astonishing.

The overall local currency bond market in Indonesia, as represented by the S&P Indonesia Bond Index, rose 14.05 % YTD, and it was the best - performing country within Pan Asian bond universe.

The size of Asia's local currency bond markets, as measured by the S&P Pan Asia Bond Index, continued to expand and grew 17 % to reach USD 12.1 trillion in 2017.

The S&P Indonesia Sovereign Bond Index, which seeks to track the local currency denominated sovereign bonds, jumped 15.24 % YTD as of Dec. 7, 2017.

The total local currency new issuances in the index was only around one - third of last year's rate, as Indonesian sovereigns continued to tap into different foreign currency markets; for example, they raised USD 4 billion from its global bond issuance in the first week of December.

This ETF tracks the Barclays EM Local Currency Government Diversified Index which is a fixed - rate local currency sovereign debt of emerging market countLocal Currency Government Diversified Index which is a fixed - rate local currency sovereign debt of emerging market coCurrency Government Diversified Index which is a fixed - rate local currency sovereign debt of emerging market countlocal currency sovereign debt of emerging market cocurrency sovereign debt of emerging market countries.

The Markit iBoxx Asian Local Bond Index tracks the total return performance of a bond portfolio consisting of local - currency denominated, high quality and liquid bonds in Asia ex-JLocal Bond Index tracks the total return performance of a bond portfolio consisting of local - currency denominated, high quality and liquid bonds in Asia ex-Jlocal - currency denominated, high quality and liquid bonds in Asia ex-Japan.

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