Benchmark Your Portfolio with Indexes

Portfolio managers can benchmark their portfolio performance against indexes to see how well they have excelled in making return.

Diversification is good in minimize the unsystematic risk, especially in those markets with less correlation. For those who are investing in international stock market, here are some indexes you can look into:

1. Asean - FTSE/ASEAN 40 Index
2. Asia Pacific - MSCI AC (All Country) Asia ex Japan Index
3. Euro - FTSEurofirst Index Series
4. US - S&P500, Dow Jones Industrial Average (DJIA), NASDAQ-100 

According to SGX doc, FTSE/ASEAN 40 Index consists of the largest 40 companies by full market value from the eligible markets that qualify as eligible for inclusion in the FTSE/ASEAN Index.

Securities that are members of the FTSE All-World Index for Indonesia, Malaysia, Philippines, Singapore and Thailand are potentially eligible for the Index. If, at the time of the Index review, a review of the FTSE All-World Index has been carried out but not implemented, the new FTSE All-World Index constituent list will be used.

Securities are subject to a liquidity screen. Each security must turn over at least 20% of its shares in issue, after adjusting for free float, in the twelve months prior to the review.

Constituent Weightings of the Index

No.	Index Security	Country	Weighting
1	Telekomunikasi Indonesia	Indonesia	2.43%
2	Astra International	Indonesia	6.62%
3	Unilever Indonesia	Indonesia	0.86%
4	Bank Central Asia	Indonesia	3.26%
5	Bank Mandiri	Indonesia	2.10%
6	Bank Rakyat Indonesia	Indonesia	2.66%
7	Perusahaan Gas Negara	Indonesia	0.95%
8	Axiata Group Bhd	Malaysia	2.84%
9	Maxis Bhd	Malaysia	1.13%
10	PETRONAS Chemicals Group Bhd	Malaysia	1.89%
11	Genting	Malaysia	2.48%
12	Malayan Banking	Malaysia	4.64%
13	Sime Darby Bhd	Malaysia	3.76%
14	IOI	Malaysia	2.06%
15	Tenaga Nasional	Malaysia	0.67%
16	CIMB Group Holdings	Malaysia	0.0374
17	Petronas Gas	Malaysia	0.0099
18	Public Bank Fgn	Malaysia	4.38%
19	Plus Expressways	Malaysia	0.83%
20	Phil Long Dist Tel	Philippines	0.60%
21	City Developments	Singapore	1.62%
22	Keppel Corp	Singapore	2.93%
23	Singapore Airlines	Singapore	1.54%
24	United Overseas Bank	Singapore	5.11%
25	Oversea-Chinese Banking	Singapore	5.16%
26	DBS Group Holdings	Singapore	5.40%
27	Jardine Cycle & Carriage	Singapore	1.50%
28	Singapore Telecom	Singapore	5.82%
29	Singapore Technologies Engineering	Singapore	1.05%
30	Capitaland	Singapore	1.96%
31	Wilmar International Limited	Singapore	3.18%
32	Noble Group	Singapore	1.83%
33	Genting Singapore	Singapore	2.38%
34	Siam Commercial Bank PCL	Thailand	1.75%
35	Advanced Info Serv	Thailand	1.27%
36	PTT Exploration & Production	Thailand	2.18%
37	Bangkok Bank	Thailand	1.42%
38	Siam Cement	Thailand	0.95%
39	Kasikornbank	Thailand	1.41%
40	PTT	Thailand	2.65%

Resources:

1. Benchmark Your Returns With Indexes
2. MSCI
3. FTSE