Issue link: https://info.seic.com/i/1429163
2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 Emerging Equity 25.6% Emerging Equity 34.0% Emerging Equity 32.1% Emerging Equity 39.4% Short Duration 8.7% Emerging Equity 78.5% US Small Cap 26.9% Long Duration 22.5% Emerging Equity 18.2% US Small Cap 38.8% International Equity 20.2% Commodities 21.4% International Equity 26.3% Commodities 16.2% Long Duration 8.4% High Yield 58.1% Emerging Equity 18.9% Core Fixed 7.8% International Equity 17.3% US Large Cap 31.5% US Small Cap 18.3% International Equity 13.5% US Small Cap 18.4% Emerging Debt 12.1% Core Fixed 5.2% International Equity 31.8% Commodities 16.8% TIPS 4.9% Emerging Debt 17.1% International Equity 22.8% Emerging Debt 11.6% Emerging Debt 10.2% US Large Cap 15.1% International Equity 11.2% Cash 3.8% US Small Cap 27.2% High Yield 15.1% High Yield 4.4% US Small Cap 16.3% High Yield 7.4% High Yield 10.9% Long Duration 5.3% High Yield 10.8% TIPS 10.3% TIPS -2.5% Emerging Debt 25.9% US Large Cap 14.4% Short Duration 3.4% High Yield 15.5% Cash 0.2% US Large Cap 10.2% US Small Cap 4.6% Emerging Debt 9.9% Short Duration 8.2% Emerging Debt -8.6% US Large Cap 25.6% Emerging Debt 14.0% Emerging Debt 2.8% US Large Cap 15.2% Short Duration -0.2% Commodities 9.1% US Large Cap 4.3% Cash 5.1% Core Fixed 7.0% High Yield -26.1% Commodities 18.9% Long Duration 10.2% US Large Cap 1.5% Long Duration 8.8% TIPS -2.0% Long Duration 8.6% Cash 3.1% Core Fixed 4.3% Long Duration 6.6% US Small Cap -33.8% TIPS 11.5% International Equity 7.8% Cash 0.3% Core Fixed 4.2% Core Fixed -2.0% TIPS 5.0% High Yield 2.8% Short Duration 3.8% Cash 5.6% Commodities -35.7% Core Fixed 5.9% Core Fixed 6.5% US Small Cap -4.2% TIPS 2.7% Emerging Equity -2.6% Core Fixed 4.3% Core Fixed 2.4% Long Duration 2.7% US Large Cap 4.9% US Large Cap -37.4% Long Duration 1.9% TIPS 3.9% International Equity -12.1% Short Duration 0.9% Emerging Debt -7.1% Short Duration 1.3% TIPS 1.6% TIPS 2.4% High Yield 2.5% International Equity -43.4% Cash 1.0% Short Duration 3.6% Commodities -13.3% Cash 0.5% Long Duration -8.8% Cash 1.3% Short Duration 1.4% Commodities 2.1% US Small Cap -1.6% Emerging Equity -53.3% Short Duration 0.2% Cash 0.3% Emerging Equity -18.4% Commodities -1.1% Commodities -9.5% Worst Best Asset Class Returns Annual Returns for Key Indices (2004-2024) Ranked in order of performance (Best to Worst) Emerging Equity = MSCI Emerging Markets Index (Net) International Equity = MSCI EAFE Index (Net) Emerging Debt = 50% JP Morgan GBI Emerging Markets Global Diversified/50% JP Morgan EMBI Global Diversified; JPM EMBI before 2003, 50/50 2003 and beyond US Large Cap = S&P 500 Index (Net) US Small Cap = Russell 2000 Index High Yield = ICE BofAML US High Yield Constrained Index Commodities = Bloomberg Commodity Total Return Index Long Duration = Bloomberg Long US Government/Credit Index Short Duration = ICE BofAML 1-5 Year US Treasury Index TIPS = Bloomberg 1-5 Year US TIPS Index Core Fixed = Bloomberg Barclays US Aggregate Bond Index Cash = ICE BofAML USD 3-Mon Deposit Offered Rate Constant Maturity