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FTSE Russell Factsheet

FTSE 100 Index


Data as at: 31 December 2019
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The FTSE 100 is a mark et-capitalisation weighted index of UK-listed blue chip companies. The FEATURES
index is part of the FTSE UK Series and is designed to measure the performance of the 100
largest companies traded on the London Stock Exchange that pass screening for size and Objective
liquidity . FTSE 100 constituents are all traded on the London Stock Exchange’s SETS trading The index is designed for use in the creation
sy stem. of index track ing funds, deriv ativ es and as a
10-Year Performance - Total Return performance benchmark .
(GBP)
Investability
350
Stock s are selected and weighted to ensure
300
that the index is inv estable.
250
Liquidity
200

150 Stock s are screened to ensure that the index


100 is tradable.
50 Transparency
Dec-2009 Dec-2010 Dec-2011 Dec-2012 Dec-2013 Dec-2014 Dec-2015 Dec-2016 Dec-2017 Dec-2018 Dec-2019
Data as at month end The index uses a transparent, rules-based
construction process. Index Methodologies
FTSE 100 FTSE 250 FTSE SmallCap FTSE All-Share FTSE Fledgling
are freely av ailable on the FTSE Russell
website.

Performance and Volatility - Total Return A vailability


Index (GBP) Retur n % Retur n pa %* Volatility %** The index is calculated based on price and
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR total return methodologies, both real time
FTSE 100 2.7 3.7 17.3 17.3 19.9 40.8 6.2 7.1 11.5 10.5 10.4 intra-second and end of day .
FTSE 250 10.4 14.1 28.9 28.9 31.7 56.1 9.6 9.3 11.6 11.0 10.5
Industry Classification Benchmark
FTSE SmallCap 9.7 8.6 18.8 18.8 27.0 58.5 8.3 9.6 7.0 8.0 8.9
(ICB)
FTSE All-Share 4.2 5.5 19.2 19.2 22.0 43.8 6.9 7.5 10.9 10.0 9.8
Index constituents are categorized in
FTSE Fledgling 5.9 5.5 2.3 2.3 19.9 63.6 6.2 10.3 7.5 8.0 10.3
accordance with the Industry Classification
* Compound annual returns measured over 3 and 5 years respectively Benchmark (ICB), the global standard for
** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data
industry sector analy sis.
Year-on-Year Performance - Total Return
Index % (GBP) 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
FTSE 100 12.6 -2.2 10.0 18.7 0.7 -1.3 19.1 11.9 -8.7 17.3

FTSE 250 27.4 -10.1 26.1 32.3 3.7 11.2 6.7 17.8 -13.3 28.9

FTSE SmallCap 19.5 -12.5 27.8 32.8 0.9 9.2 14.3 18.2 -9.5 18.8

FTSE All-Share 14.5 -3.5 12.3 20.8 1.2 1.0 16.8 13.1 -9.5 19.2

FTSE Fledgling 21.8 -12.6 19.8 39.0 8.8 15.4 18.2 26.4 -7.3 2.3

Source: FTSE Russell as at 31 December 2019. Past performance is no guarantee of future results. 1 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE 100 Index Data as at: 31 December 2019

Return/Risk Ratio and Drawdown - Total Return INFORMATION


Index (GBP) Retur n/Risk Ratio Dr awdown (%)
Index Universe
1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR
FTSE All-Share Index
FTSE 100 1.5 0.6 0.7 0.6 -7.2 -14.5 -20.0 -20.0

FTSE 250 2.4 0.9 0.9 1.0 -6.1 -18.7 -18.7 -21.9 Index Launch
FTSE SmallCap 2.6 1.0 1.1 1.1 -4.9 -14.1 -14.1 -19.2 3 January 1984
FTSE All-Share 1.7 0.7 0.8 0.7 -7.0 -15.0 -18.7 -18.7
Base Date
FTSE Fledgling 0.3 0.7 1.0 1.2 -12.1 -17.5 -17.5 -20.6
30 December 1983
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table Base Value
Drawdown - based on daily data

1000
Top 5 Constituents
Investability Screen
Constituent ICB Sector Net MCap (GBPm) Wgt %
HSBC Hldgs Banks 119,754 6.34
Actual free float applied and liquidity
screened
AstraZeneca Pharmaceuticals & Biotechnology 99,765 5.28

Royal Dutch Shell A Oil & Gas Producers 93,932 4.97 Index Calculation
BP Oil & Gas Producers 93,867 4.97 Real-time and end-of-day index av ailable
GlaxoSmithKline Pharmaceuticals & Biotechnology 87,121 4.61
End-of-Day Distribution
Totals 494,439 26.18
Via FTP and email

ICB Supersector Breakdown Currency


FTSE 100 FTSE All-Shar e Sterling and Euro
ICB Code ICB Supersector No. of Net MCap (GBPm) Wgt % No. of Net MCap (GBPm) Wgt %
Cons Cons Review Dates

0500 Oil & Gas 3 271,672 14.38 13 280,244 11.80 Quarterly in March, June, September,
1300 Chemicals 2 12,037 0.64 8 16,966 0.71 December
1700 Basic Resources 8 156,684 8.30 17 162,009 6.82
Historical Data
2300 Construction & Materials 1 24,225 1.28 14 33,674 1.42
Av ailable from January 1984
2700 Industrial Goods & Services 15 148,750 7.88 90 242,223 10.20

3300 Automobiles & Parts - - - 2 904 0.04

3500 Food & Beverage 3 87,732 4.64 17 100,598 4.24

3700 Personal & Household Goods 9 214,361 11.35 25 231,920 9.76

4500 Health Care 5 207,226 10.97 18 221,491 9.33

5300 Retail 8 59,924 3.17 31 84,358 3.55

5500 Media 7 80,995 4.29 19 92,115 3.88

5700 Travel & Leisure 8 76,204 4.03 36 108,875 4.58

6500 Telecommunications 2 56,157 2.97 6 58,826 2.48

7500 Utilities 5 65,287 3.46 8 71,191 3.00

8300 Banks 5 223,910 11.85 10 230,040 9.69

8500 Insurance 7 92,476 4.90 15 107,719 4.54

8600 Real Estate 3 22,754 1.20 60 71,059 2.99

8700 Financial Services 8 77,396 4.10 224 234,484 9.87

9500 Technology 2 11,087 0.59 16 26,468 1.11

Totals 101 1,888,878 100.00 629 2,375,162 100.00

Source: FTSE Russell as at 31 December 2019. Past performance is no guarantee of future results. 2 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE 100 Index Data as at: 31 December 2019

Index Characteristics
Attr ibutes FTSE 100
Number of constituents 101

Net MCap (GBPm) 1,888,878

Dividend Yield % 4.36

Constituent Sizes (Net MCap GBPm)

Average 18,702

Largest 119,754

Smallest 1,523

Median 8,459

Weight of Largest Constituent (% ) 6.34

Top 10 Holdings (% Index MCap) 43.55

31 Decem b
er 2
019

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Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent Tok y o +81 3 4563 6346
the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the
index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are Sy dney +61 (0) 2 8823 3521
based on the same methodology that was in effect when the index was officially launched. However, back- tested data may reflect the application of the
index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the
underlying economic data used in the calculation of the index.

Source: FTSE Russell as at 31 December 2019. Past performance is no guarantee of future results. 3 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.

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