Accounting for Geographic Exposure in Performance and Risk Reporting for Equity Portfolios

Accounting for Geographic Exposure in Performance and Risk Reporting for Equity Portfolios — March 2015

Appendix

Table 31: Sum of market capitalisations (or market-cap weights) of index constituents weighted by foreign/emerging market exposure (FTSE 100) - The table below reports the sum of market capitalisations (or market-cap weights) of index constituents weighted by proportion of sales coming from foreign/emerging markets. The currency used is US $. The exposure is calculated using segment sales data for the previous fiscal year. The source of geographic segmentation data is DataStream (Worldscope). In the table below Mcap implies market capitalisation and CW implies cap-weight of index constituent. Σ MCap x Foreign Exposure Σ CW x Foreign Exposure Σ MCap x Emerging Exposure Σ CW x Emerging Exposure 2004 1,180,952 66.70% 201,681 11.39% 2005 1,295,065 67.33% 230,492 11.98% 2006 1,549,638 65.93% 329,100 14.00% 2007 1,881,256 65.38% 421,534 14.65% 2008 1,829,911 73.49% 523,616 21.03% 2009 1,234,511 75.63% 357,319 21.89% 2010 1,300,327 76.47% 414,665 24.39% 2011 1,685,609 77.25% 572,458 26.23% 2012 1,584,634 78.01% 549,553 27.05% 2013 1,653,120 75.17% 541,666 24.63%

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An EDHEC-Risk Institute Publication