Fixed Income Index Returns

October 29, 2012

Source: Barclays. Data as of 31 August 2012. All returns are in euro, unless noted.
3-, 5- and 10-year returns are annualised. ¹Returns are in US Dollars.
Period Return % Return per annum %
Index Name Index Type YTD 2011 2010 2009 2008 2007 1-Yr 3-Yr 5-Yr 10-Yr
AGGREGATE (SERIES-L)
Pan-European Aggregate
Price Return
4,01%
0,94
-0,90%
1,89%
1,38%
-2,66%
4,23%
1,20%
1,39%
0,50%
Total Return
7,87%
5,54
4,31%
7,66%
1,74%
0,51%
10,38%
6,22%
5,41%
4,77%
Pan-European High Yield
Price Return
11,65%
-9,75
7,36%
67,49%
-38,16%
-8,46%
8,43%
6,36%
1,77%
3,67%
Total Return
18,08%
-2,39
16,18%
86,66%
-34,90%
-2,98%
18,69%
15,05%
9,94%
11,82%
U.S. Aggregate
Price Return
1,92%
4,27
2,82%
1,39%
-0,08%
1,42%
2,74%
2,95%
2,45%
0,87%
Total Return
6,95%
11,45
13,94%
2,63%
10,69%
-3,52%
20,83%
11,21%
8,35%
2,87%
U.S. Corporate High Yield
Price Return
5,00%
-3,03
6,10%
43,75%
-33,06%
-5,89%
5,20%
5,64%
0,49%
1,78%
Total Return
13,89%
8,49
23,12%
53,28%
-22,33%
-8,12%
30,08%
19,53%
11,33%
7,94%
Asian Pacific Aggregate
Price Return
0,89%
0,87
0,96%
-0,70%
2,62%
0,63%
1,31%
0,99%
1,03%
0,15%
Total Return
3,65%
10,88
25,30%
-3,08%
28,97%
-1,73%
14,61%
13,40%
11,98%
3,45%
Global Emerging Markets
Price Return
7,85%
-0,58
5,15%
24,84%
-21,07%
-2,86%
5,42%
5,67%
2,39%
3,92%
Total Return
15,47%
9,30
18,64%
31,38%
-11,76%
-4,55%
26,30%
17,06%
11,16%
9,37%
EM Local Currency Government
Price Return
4,09%
2,15
2,82%
0,86%
n/a
n/a
3,95%
3,47%
n/a
n/a
Total Return
11,28%
3,67
20,36%
13,62%
n/a
n/a
12,88%
14,26%
n/a
n/a
Euro-Aggregate: Treasury
Price Return
3,87%
-0,56
-2,68%
0,14%
4,69%
-2,57%
2,78%
-0,11%
0,98%
0,34%
Total Return
6,41%
3,36
1,14%
4,30%
9,28%
1,67%
6,65%
3,78%
5,08%
4,65%
Sterling Gilts
Price Return
1,60%
12,11
3,04%
-5,53%
7,61%
0,03%
9,48%
4,27%
4,16%
1,36%
Total Return
9,51%
19,69
11,51%
7,52%
-14,14%
-3,52%
26,46%
12,39%
5,35%
4,03%
U.S. Treasury
Price Return
0,86%
6,97
2,84%
-6,83%
8,99%
3,97%
2,69%
2,97%
3,00%
1,07%
Total Return
5,45%
13,48
13,23%
-6,57%
19,63%
-1,68%
20,06%
10,47%
8,10%
2,51%
INFLATION-LINKED (SERIES-B)
Japan Govt Inflation-Linked
Price Return
4,99%
11,84%
26,83%
1,98%
14,80%
-2,13%
17,17%
15,73%
11,45%
n/a
Total Return
5,71%
13,05%
28,23%
3,17%
16,10%
-1,21%
18,40%
16,98%
12,67%
n/a
UK Govt Inflation-Linked
Price Return
4,16%
21,71%
10,96%
13,62%
-22,90%
-2,72%
23,84%
12,15%
3,57%
3,12%
Total Return
5,04%
23,41%
12,77%
15,74%
-21,36%
-0,65%
25,42%
13,81%
5,30%
5,16%
US Govt Inflation-Linked
Price Return
8,10%
15,84%
11,53%
4,77%
1,05%
-1,56%
22,36%
12,95%
7,81%
1,85%
Total Return
9,11%
17,79%
13,72%
7,04%
3,38%
0,82%
24,15%
14,94%
9,92%
4,26%
World Govt Inflation-Linked
Price Return
6,64%
12,41%
9,10%
7,50%
-4,58%
-1,35%
17,86%
10,07%
5,85%
2,74%
Total Return
7,71%
14,35%
11,17%
9,68%
-2,52%
0,87%
19,68%
12,01%
7,86%
5,03%
Euro Govt Inflation-Linked
Price Return
7,61%
-2,93%
-1,02%
6,02%
1,68%
-0,23%
4,26%
1,31%
2,46%
2,88%
Total Return
8,89%
-0,94%
0,97%
8,13%
3,85%
1,91%
6,22%
3,32%
4,53%
5,12%
CREDIT (STRATEGY)
North America Long-Credit 5y IG¹
Total Return
1,74%
0,20%
1,36%
4,38%
-2,99%
3,33%
2,19%
1,51%
1,09%
n/a
North America Long-Credit 5y High Vol¹
Total Return
3,76%
-1,53%
2,22%
14,02%
-7,28%
-0,60%
2,52%
3,14%
1,59%
n/a
Europe Long-Credit 5y Main
Total Return
2,03%
-0,96%
0,11%
5,71%
-0,16%
3,15%
1,78%
0,71%
1,57%
n/a
Europe Long-Credit 5y Cross Over
Total Return
10,91%
-3,39%
7,20%
26,26%
-13,46%
4,69%
11,67%
8,69%
5,48%
n/a
Index Name
Index Type
 YTD 2011 2010 2009 2008 2007 1-Yr 3-Yr 5-Yr 10-Yr
Period Return % Return per annum %
Source: Barclays. Data as of 31 August 2012. All returns are in euro, unless noted.
3-, 5- and 10-year returns are annualised.

¹Returns are in US Dollars

Author

  • Luke Handt

    Luke Handt is a seasoned cryptocurrency investor and advisor with over 7 years of experience in the blockchain and digital asset space. His passion for crypto began while studying computer science and economics at Stanford University in the early 2010s.

    Since 2016, Luke has been an active cryptocurrency trader, strategically investing in major coins as well as up-and-coming altcoins. He is knowledgeable about advanced crypto trading strategies, market analysis, and the nuances of blockchain protocols.

    In addition to managing his own crypto portfolio, Luke shares his expertise with others as a crypto writer and analyst for leading finance publications. He enjoys educating retail traders about digital assets and is a sought-after voice at fintech conferences worldwide.

    When he's not glued to price charts or researching promising new projects, Luke enjoys surfing, travel, and fine wine. He currently resides in Newport Beach, California where he continues to follow crypto markets closely and connect with other industry leaders.

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