JapanJPY 807.02

MSCI JAPAN INDEX (JPY)
The MSCI Japan Index is designed to measure the performance of the large and mid cap segments of the Japan market. With 319
constituents, the index covers approximately 85% of the free float-adjusted market capitalization in Japan.
CUMULATIVE INDEX PERFORMANCE - GROSS RETURNS
300
ANNUAL PERFORMANCE (%)
(JPY) (OCT 2001 – OCT 2016)
Year
MSCI Japan
MSCI World
MSCI ACWI IMI
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
245.77
223.27
200
167.43
100
50
Oct 01
Jan 03
Apr 04
Jul 05
Oct 06
Jan 08
Apr 09
Jul 10
INDEX PERFORMANCE — GROSS RETURNS
Oct 11
Jan 13
Apr 14
Jul 15
MSCI Japan
Oct 16
MSCI World MSCI ACWI IMI
10.27
9.83
54.80
21.78
-18.59
0.71
9.26
-42.48
-10.13
7.35
44.70
10.87
22.96
-18.61
0.01
20.35
54.82
30.96
-9.89
-2.13
34.32
-51.58
2.72
21.80
26.73
10.19
20.80
-27.15
FUNDAMENTALS
(%) ( OCT 31, 2016 )
-1.35
19.05
50.94
31.53
-12.18
0.08
40.88
-52.94
4.69
22.65
29.07
11.80
22.98
-25.08
( OCT 31, 2016 )
ANNUALIZED
MSCI Japan
MSCI World
MSCI ACWI IMI
1 Mo
3 Mo
1 Yr
YTD
3 Yr
5 Yr
10 Yr
Since
May 31, 1994
Div Yld (%)
P/E
P/E Fwd
P/BV
5.14
1.79
1.79
6.11
1.29
1.74
-9.83
-11.36
-10.38
-8.95
-9.12
-7.90
6.52
6.82
6.18
14.60
16.39
15.45
0.10
3.35
3.44
0.63
6.97
6.79
2.16
2.59
2.51
16.42
21.54
21.43
14.01
15.78
15.59
1.29
2.14
2.00
INDEX RISK AND RETURN CHARACTERISTICS
( OCT 31, 2016 )
ANNUALIZED STD DEV (%) 2
MSCI Japan
MSCI World
MSCI ACWI IMI
SHARPE RATIO 2 , 3
MAXIMUM DRAWDOWN
Turnover
(%) 1
3 Yr
5 Yr
10 Yr
3 Yr
5 Yr
10 Yr
Since
May 31, 1994
(%)
Period YYYY-MM-DD
2.52
2.49
3.22
17.51
16.34
16.01
18.83
16.76
16.68
19.90
20.86
21.37
0.44
0.48
0.45
0.82
0.99
0.94
0.09
0.25
0.26
na
na
0.43
68.79
64.83
65.17
1989-12-29—2003-04-28
2007-07-13—2009-03-09
2007-07-13—2009-03-09
1
Last 12 months
2
Based on monthly gross returns data
3
Based on ICE LIBOR 1M
The MSCI Japan Index was launched on Mar 31, 1986. Data prior to the launch date is back-tested data (i.e. calculations of how the index might have performed over that time period had the index existed). There
are frequently material diﬀerences between back-tested performance and actual results. Past performance -- whether actual or back-tested -- is no indication or guarantee of future performance.
MSCI JAPAN INDEX
OCT 31, 2016
INDEX CHARACTERISTICS
TOP 10 CONSTITUENTS
MSCI Japan
Number of
Constituents
319
TOYOTA MOTOR CORP
MITSUBISHI UFJ FIN GRP
SOFTBANK GROUP CORP
KDDI
HONDA MOTOR CO
SUMITOMO MITSUI FINL GRP
JAPAN TOBACCO
SONY CORP
MIZUHO FINANCIAL GROUP
FANUC
Total
Mkt Cap ( JPY Millions)
Index
Largest
Smallest
Average
Median
313,335,528.26
16,233,349.40
111,045.09
982,243.04
501,390.00
Mkt Cap
( JPY Billions)
Index
Wt. (%)
Sector
16,233.35
6,944.72
6,341.41
5,855.23
5,125.62
4,907.27
4,393.40
4,243.32
4,212.06
3,850.30
62,106.68
5.18
2.22
2.02
1.87
1.64
1.57
1.40
1.35
1.34
1.23
19.82
Cons Discr
Financials
Telecom Srvcs
Telecom Srvcs
Cons Discr
Financials
Cons Staples
Cons Discr
Financials
Industrials
SECTOR WEIGHTS
7.91%
7.98%
6.09%
10.64%
5.85%
4.66%
2.08%
12.73%
0.8%
21.02%
20.23%
Consumer Discretionary 21.02%
Industrials 20.23%
Financials 12.73%
Information Technology 10.64%
Health Care 7.98%
Consumer Staples 7.91%
Telecommunication Services 6.09%
Utilities 2.08%
Materials 5.85%
Real Estate 4.66%
Energy 0.8%
INDEX METHODOLOGY
The index is based on the MSCI Global Investable Market Indexes (GIMI) Methodology —a comprehensive and consistent approach to index
construction that allows for meaningful global views and cross regional comparisons across all market capitalization size, sector and style
segments and combinations. This methodology aims to provide exhaustive coverage of the relevant investment opportunity set with a strong
emphasis on index liquidity, investability and replicability. The index is reviewed quarterly—in February, May, August and November—with
the objective of reﬂecting change in the underlying equity markets in a timely manner, while limiting undue index turnover. During the May
and November semi-annual index reviews, the index is rebalanced and the large and mid capitalization cutoﬀ points are recalculated.
ABOUT MSCI
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MSCI JAPAN INDEX

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