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MSCI Return Spread Indexes
The MSCI Return Spread Indexes aim to represent the performance of a strategy based on the return spread between a long position on constituents of one underlying component index, while taking a short position on constituents of another component index. The MSCI Return Spread Index return is calculated daily by subtracting the daily index return of the Short Component Index from the daily index return of the Long Component Index, as per the MSCI Short and Leveraged Daily Indexes methodology.
FACTSHEETS, PERFORMANCE AND METHODOLOGY
MSCI Return Spread Indexes Methodology
MSCI EAFE-Emerging Markets Return Spread Index
MSCI Emerging Markets-EAFE Return Spread Index
MSCI Cyclical Sectors-Defensive Sectors Return Spread Index
MSCI Defensive Sectors-Cyclical Sectors Return Spread Index