CRSP Indexes Update
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Index Returns & Constituent Lists
Choose from the list below of indexes to download Excel spreadsheets.
About the Data
All daily and monthly spreadsheets post total returns for the CRSP indexes.
Constituents and weights are posted for May 2018. Dates are End of Day (EOD) on the last trading day of the month (May 31).
Total Market and Capitalization index monthly returns are generated from the backtest data from June 2001 through March 2011. Returns from April 2011 forward are generated from our live index production process.
Value and Growth Indexes monthly returns are generated from CRSP’s backtest through the full period, June 2001 through September 2012. Live production results begin September 10, 2012.
The Industry Sector Indexes were developed using the FTSE Industry Classification Benchmarks.
Daily returns begin with the Index inception date with the starting value set to 1000: April 1, 2011, for Total Market and all Capitalization indexes, September 10, 2012, for all Value and Growth indexes, and February 1, 2012, for Industry Sector Indexes, with the exception of the REIT Index.. Inception dates precede the dates on which the indexes are initially disseminated via NASDAQ GIDS. Total Market and Capitalization indexes were disseminated via NASDAQ GIDS on August 15, 2011. Value and Growth indexes on October 1, 2012. Industry Sector Indexes were disseminated via NASDAQ GIDS on July 16, 2012. Total returns are gross returns; they do not include any tax considerations.
Note: The last monthly constituents will be posted on June 1, 2018. Constituents will be posted quarterly thereafter, delayed by a month. (June 2018 constituents will be posted on July 31, September 2018 constituents will be posted on October 31, etc.)
Access to the data posted here is subject to the Legal Disclaimer below. Please contact us at email@example.com to obtain licensing information for use of the data and/or to obtain updated data on a more frequent basis.
By accessing the data contained in the reports posted to this webpage (“Data”), you are indicating that you have read, and consent to be bound by these terms. The Data is provided for informational, non-commercial purposes only, and may not be used as a basis, or benchmark, for any financial instruments or products (including, without limitation, passively managed funds and index-linked derivative securities), or used to verify or correct data in any other compilation of data or index, or used to create any other data or index, without the prior written consent of CRSP®. The Data is not an offer or recommendation to buy or sell, or a solicitation of an offer to buy or sell any security or instrument, or to participate in any particular trading strategy. Nor is it intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. The Data is provided on an "as is" basis without warranties of any kind. To the fullest extent permitted by applicable law, the University of Chicago, CRSP, and its third-party suppliers hereby disclaim all express, implied and statutory warranties of any kind, including, but not limited to, representations and warranties regarding accuracy, completeness, correctness, merchantability, or fitness for any particular purpose, or any representations or warranties arising from usage, custom, trade or by operation of law. The University of Chicago, CRSP, and its third-party suppliers, assume no responsibility for the consequences of any errors or omissions. In no event shall the University of Chicago, CRSP or any of its third-party suppliers be liable for any claim arising out of or relating to the Data, including, but not limited to, any decision made or action taken based on the use of the Data or for any types of damages, including, but not limited to, direct, consequential, special, incidental, punitive or indirect damages, even if advised of the possibility of such damages. Total Market and Capitalization index monthly returns from June 2001 through March 2011are generated from backtest data. Value and Growth indexes monthly returns from June 2001 through June 2012 are generated from backtest data. As is common industry practice, CRSP backtest data does not include float shares. Descriptive statistics are based upon current index constituents. Backtest results are not indicative of future performance.