In comparison to traditional indices, which cover only single asset classes or investment styles, the Dow Jones Global Portfolio Index series comprises five indices that represent different asset allocations based on varying levels of investment risk.
The series combines 14 liquid asset classes to provide benchmark returns against which real-world portfolios can measure their performance.
Equity index components are derived from nine Dow Jones equity indices, while fixed-income and cash market measures stem from indices calculated by Lehman Brothers.
Historical daily performance data is available back to June 30, 1997 while monthly data can be tracked from January 1983.
The series will be used by Morningstar to benchmark balanced global portfolio investments, and will be distributed as part of Morningstar’s analytical software.
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