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StyleADVISOR
includes data on over 10,000 indices, plus mutual fund and separate account manager
data. There are also other optional databases that can be used in StyleADVISOR.
Below is a list of all the databases available in StyleADVISOR.
Index and
Custom Databases:
Managers in
Home Directory was created for users to input or import their own data using
File/Series, Fund, Style Basis or the Database Creator. Click here (Create
Series and Create Database.pdf) to see the sections of the manual that explain
how to create a series or a database.
Fund Definitions
in Home Directory includes all user-created funds. Click here (Creating
a Fund.pdf) for information on blending managers or benchmarks to create a
fund.
Custom Universes
includes all groups of managers or indices that have been saved as a set. This
includes both User-Defined Universes and Zephyr Universes. Click here (Creating
a Set.pdf) to see the sections of the manual that explain how to create a
set or universe.
Indices Supplied
with StyleADVISOR includes a wide range
of the most commonly used indices. Click here for an alphabetical
listing of all indices available in this database and associated information
about how they are constructed.
Canadian Indices
includes Canadian equity and fixed income indices. Click here for an alphabetical
listing of all indices available in this database and associated information
about how they are constructed.
User Created
Indices includes all data series that have an *.ind extension. Indices that
have been removed from the Indices Supplied with StyleADVISOR
database (like the Prudential sector indices, which are no longer created) will
still exist in this database. This database also includes series created by selecting
Export/Style Benchmark as Series on the Asset Allocation Graph.
Citigroup Domestic
Fixed Income contains the Citigroup domestic fixed income indices, Government,
Corporate, Sector, Mortgage, STRIPS and more.
Citigroup International
Fixed Income contains the Citigroup corporate and government bond indexes
for countries and regions, including emerging markets.
S&P/Citigroup Global
Equity Indexes For more information, go to the Salomon Smith Barney Global
Equity Index website at www.ssbgei.com.
S&P/Citigroup Global
Equity Style Indexes contains the Citigroup style indexes for countries and
regions. They construct growth and value indices for the large-cap, small cap,
and combined segments of the 23 developed countries and 18 major regions of the
Citigroup World Equity Index. We measure growth and value with three and four
variables, respectively, not just book to price. Stocks can be pure growth, pure
value, or a mixture of growth and value.
S&P/Citigroup GICS US
Sectors includes small cap, large cap and broad market indexes for 12 domestic
sectors which are further broken down into 42 industries.
S&P/Citigroup GICS Global
Sectors includes small cap, large cap and broad market indexes for 12 sectors
which are further broken down into 42 industries for 26 countries.
Surz Style Indexes includes US, Global and Foriegn regions further split into small, mid, and large capitalizations and then into growth, value and core styles.
Dow Jones Global
Indexes contain some 45 country and regions subdivided into 11 sectors which
include Basic Materials, Composite, Consumer-Cyclical, Consumer-Noncyclical, Energy,
Financial, Healthcare, Industrial, Technology, Telecommunications, and Utilities.
S&P Emerging
Markets Database (formerly the International Finance Corporation Indices)
includes both overall equity indices and investable equity indices for emerging
markets countries and regions.
Morgan Stanley
Capital International includes equity, fixed income and hedged indexes. Equity
indexes are further divided into net and gross returns.
- The MSCI database
of indexes include equity, fixed income and hedged indexes. Equity indexes are
further divided into net and gross returns.
- Information regarding
all MSCI indices may be found at the following website: http://www.msci.com
- As of Jan. 2001
MSCI will use a new methodology to calculate their gross and net dividend returns.
In short, dividends are now reinvested on the day of their disbursement. They
used to calculate them by annualizing these dividends and then dividing into 12
months and adding to the return. For more complete information download this .pdf
document from MSCI: DTRMethodology.pdf
- Global Capital Markets Methodology
Economic Indicators
Percentage Change includes the monthly percentage change of select economic
variables from the Federal Reserve of St. Louis. Information regarding the economic
indicators database may be found in the file named "Economicinfo.txt"
in your Style/Ecn directory.
Exchange Traded
Funds(ETF):
Optional
Databases for use in StyleADVISOR:
Index
Data:
Global Financial
Data, Inc. Long Term Indexes includes index data going back to 1921. For now
the database includes 10 stock and bond indices. Using the US T-Bills, we create
risk premium time series for the remaining 9 indices.
Separate
Account Manager Data:
PSN Databases
include the Plan Sponsor Network quarterly total returns for over 6,700 separate
account composites.
PSN Monthly
Databases include the Plan Sponsor Network monthly total returns for over
4,700 separate account composites.
Nelson's Databases
include the quarterly returns for over 17,000 mutual funds and separate account
composites.
Nelson's Monthly
Databases include the quarterly returns for over 16,000 mutual funds and separate
account composites.
Mobius Databases
include the quarterly returns for over 5,000 separate account composites. Please
see the CheckFree Investment Services website for more information.
eVestment Alliance Databases (Quarterly & Monthly available) include
the eASE Database total returns and additional firm and product data for over
5,500 institutional investment vehicles. eASE Database performance information
is typically 80%+ complete within 15 business days following quarter-end.
Mutual Fund
Data:
Beecher After
Tax Universe includes monthly after-tax total returns for 34 mutual funds.
Morningstar
Equity includes monthly total returns for all domestic and international equity
mutual funds in Morningstar.
Morningstar
Fixed Balanced includes monthly total returns for all fixed income and balanced
mutual funds in Morningstar.
Morningstar
Closed End Mutual Funds contains monthly NAV and Market returns for over 600
closed end mutual funds.
Lipper databases
include monthly total returns for all mutual funds in Lipper. For more information
visit the Lipper website.
Fundata
Canadian mutual fund data includes monthly total returns for over 4000 products.
For more information visit the Fundata website.
Hedge Fund
Data:
Hedge Fund Research
includes monthly total returns for over 7000 domestic and foreign hedge funds.
For more information visit the Hedge Fund Research website.
Hedgefund.net
includes monthly total returns for over 7700 hedge funds, funds-of-funds and CTAs.
For more information visit the Hedgefund.net website.
Barclay's Global
HedgeSource includes monthly total returns for over 5000 hedge funds. For
more information visit the Barclay's website.
Barclay's Commodity
Trading Advisors database includes monthly total returns for over 800 CTAs.
For more information visit the Barclay's website.
Stock Market
Data:
Zacks Stock
Database includes monthly total returns for over 7,000 stocks.
Variable
Annuity Data:
Morningstar
Variable Annuities/Life contains monthly total returns for over 50,000 variable
annuity/life products.
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