DeMarche Indexes

Investment managers have a distinct style and a performance record that varies over the course of a market cycle. An effective evaluation of manager performance should include a comparison to an index that accurately reflects the type of securities they may hold.

DeMarche maintains proprietary indexes on approximately 150 different sectors and subsectors in the stock and bond markets (see note below).

In addition, we also have access to all of the most commonly used non-proprietary indexes. The chart below includes a sample of our market indexes. DeMarche clients have access to a broader range of market and manager style indexes than is publicly available. 1

Updated – August 15 One
Month
Year
To Date
One
Year
Three
Years
Five
Years
DEMARCHE U.S. MARKET INDEXES
DeMarche 3000
-6.2
-3.1
-4.1
11.6
12.1
DeMarche Growth
-6.3
-0.8
1.1
13.5
14.0
DeMarche Value
-6.1
-6.3
-10.5
9.5
9.6
DeMarche Aggressive
-5.5
-7.3
-1.1
13.5
14.0
DeMarche Defensive
-6.3
-2.6
-3.2
11.2
12.1
Large Cap Stocks
Large Cap
-6.5
-3.0
-3.9
10.9
11.4
Large Cap Growth
-6.5
-0.8 1.4
13.3
13.5
Large Cap Value
-6.6
-6.0
-10.2
8.5
8.6
Small Cap Stocks
Small Cap -4.0
-6.1
-6.5
13.5
14.5
Small Cap Growth -6.1
-3.6
-2.9 12.9 14.6
Small Cap Value -2.7 -7.9 -9.1 13.7 14.0
Economic Sector Indexes
Interest Rate -6.9 -2.2 -1.5 13.5 11.3
Consumer Spending -6.3 1.7 5.4 16.3
17.2
Basic Industry -6.1 -11.9 -15.5
5.1
4.9
Energy -4.7 -16.1 -35.9
-5.1
1.7
Technology -5.7 -2.4 1.2 13.5 14.8

1 Note: DeMarche market indexes are designed to describe the behavior of various US and international stock and bond markets. Each month, security data is collected for the most liquid stocks and bonds that trade on various US and international markets in order to construct DeMarche’s stock and bond universes. Performance is then cap weighted within each universe in order to calculate total market index returns. Various subsets of this universe are then extracted to create sub-market indexes. DeMarche indexes do not reflect actual performance of any accounts managed or evaluated by DeMarche or those managers recommended by DeMarche. Actual performance of accounts managed or evaluated by DeMarche may be better or worse than the indexes. Actual portfolios managed or evaluated by DeMarche or those managers recommended by DeMarche may or may not contain the same securities as the indexes.