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SOURCES AND DESCRIPTIONS OF DATAJuly 1981-present: Dimensional UK Small Cap Index simulated by Dimensional from StyleResearch securities data. Includes UK securities in the bottom 10% range of market-capitalisation weighted; rebalanced semi-annually 1956-June 1981: Hoare Govett Smaller companies index provided by the London Business School and ABN AMRO. Includes securities of the London Stock Exchange in the bottom 10% of market capitalisation of ully listed UK shares; market-capitalisation weighted; rebalanced annually at the end of December. Published with the permission of FTSE. Includes 98%-99% of the UK market capitalisation and is an aggregation of the FTSE 100, FTSE 250, and FTSE Small Cap indices. FTSE™ is a trade mark of the London Stock Exchange plc and The Financial Times Limited and is used by FTSE International Limited under License. [To Top] Fama/French UK Value Index provided by Fama/French. Simulated strategy of UK companies in the upper 30% book-to-market range.[To Top] UK GROWTH STOCKS Fama/French UK Growth Index provided by Fama/French. Simulated Strategy of UK companies in the lower 30% book-to-market range.To Top] UK TREASURY BILLS 1975 - present: UK One-Month Treasury Bills provided by the. Financial Times Ltd 1955-1974: UK Three-Month Treasury Bills provided by the London Share Price Database.[To Top] UK LONG-TERM GOVERNMENT BONDS (GILTS) Citigroup United Kingdom Government Bond Index Hedged Range 1-30+, provided by Citigroup, formerly Saloman Smith Barney.[To Top] MSCI World exUK Index, (net dividends). Copyright MSCI 2008, all rights reserved. Without prior written permission of MSCI, this information and any other MSCI intellectual property may only be used for your internal use, may not be reproduced or redisseminated in any form and may not be used to create any financial instruments or products or any indices. This information is provided on an “as is” basis, and the user of this information assumes the entire risk of any use made of this information. Neither MSCI nor any third party involved in or related to the computing or compiling of this data makes any express or implied warranties, representations or guarantees concerning the MSCI index-related data, and in no event will MSCI or any third party have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) relating to any use of this information. MSCI World excluding UK Value index (net dividends) copyright MSCI 2008, all rights reserved.[To Top] Fama/French US Small Cap Index provided by Fama/French from CRSP1 securities data. Simulated strategy of lower-half range in market cap of NYSE securities (plus AMEX equivalents since July 1962 and NASDAQ equivalents since 1973).2[To Top] Provided by Standard & Poor’s Index Services Group. “Standard & Poor’s®”, “S&P®”, “Standard & Poor’s 500®”, and “500” are trademarks of the McGraw-Hill Companies Inc and have been licensed for use by Dimensional Fun Advisors. [To Top]
US REAL ESTATE SECURITIES Dow Jones Wilshire REIT Index provided by Dow Jones Indexes. Includes US real estate Investment trusts. EUROPE EX UK LARGE COMPANY STOCKS MSCI Europe excluding United Kingdom Index (net dividends) copyright MSCI 2008 all rights reserved. EUROPE EX UK SMALL COMPANY STOCKS Dimensional Continental Small Cap Index simulated by Dimensional from StyleResearch securities data. Includes securities of MSCI EAFE Continental Europe countries, market capitalisation weighted, each country capped at 50%. Includes securities in the bottom 10% of market capitalisation, excluding the bottom 1%; rebalanced semi-annually. [To Top] July 1981 - present: Dimensional Japan Small Cap Index simulated by Dimensional from StyleResearch securities data. Includes Japanese securities in the bottom 110% of market capitalisation, excluding the bottom 1%; market-capitalisation weighted; rebalanced semi-annually. 1970 - June 1981: Nomura Japanese Small Companies Index provided by Nomura Securities Investment Trust Management Company, Ltd, Tokyo. Includes the smaller half of the first section of Tokyo Stock Exchange securities. [To Top] MSCI Japan Index (net dividends) copyright MSCI 2008 all rights reserved. [To Top] PACIFIC BASIN EX JAPAN SMALL COMPANY STOCKS Dimensional Asia Pacific Small Cap Index simulated by Dimensional from StyleResearch securities data. Includes securities of MSCI Pacific excluding Japan countries, market-capitalisation weighted, each country capped at 50%. Includes securities in the bottom 10% of market capitalisation, excluding the bottom 1%; rebalanced semi-annually. [To Top] MSCI PACIFIC BASIN EX JAPAN LARGE COMPANY STOCKS MSCI Pacific Rim excluding Japan Index (net dividends) copyright MSCI 2008 all rights reserved. [To Top] MSCI Emerging Markets Index (gross dividends) copyright MSCI 2008 all rights reserved.[To Top] EMERGING MARKETS VALUE STOCKS Fama/French Emerging Markets Value Index provided by Fama/French from IFC securities data. Simulated strategy of IFC investable universe countries in the upper 30% book-to-market range; companies weighted by float-adjusted market cap; countries weighted by country float-adjusted market cap; rebalanced monthly. IFC data provided by International Fin;ance Corporation. UK INFLATION: CHANGES IN THE RETAIL PRICE INDEX United Kingdom Retail Price Index provided by theOffice for National Statistics; Crown copyright material is reproduced with the permission of the Controller of HMSO.[To Top] 1993-present: Provided by Provident Financial Processing Corporation(PFPC). Includes returns on the closing spot at 16:00 GMT. 1956-1992: Calculated from London Stock Exchange data.[To Top]
1. CRSP is the Center for Research in Security Prices, University of Chicago. 2. NYSE is the New York Stock Exchange; AMEX is the American Stock Exchange and NASDAQ is the NASDAQ National Market System
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