FTSE Russell Factsheet
FTSE 250 Index
Data as at: 31 May 2017
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The FTSE 250 Index represents mid cap stocks traded on the London Stock Exchange (LSE),
FEATURES
which pass screening for size and liquidity. FTSE 250 Index constituents are traded on the LSE's
SETS and SETSmm trading systems.
Objective
10-Year Performance - Total Return
The index is designed for use in the creation
of index tracking funds, derivatives and as a
(GBP)
250
performance benchmark.
200
Investability
150
Stocks are selected and weighted to ensure
that the index is investable.
100
Liquidity
50
Stocks are screened to ensure that the index
0
May-2007 May-2008 May-2009 May-2010 May-2011 May-2012 May-2013 May-2014 May-2015 May-2016 May-2017
Data as at month end
FTSE 250
FTSE 100
is tradable.
Transparency
FTSE 350
FTSE SmallCap
The index uses a transparent, rules-based
FTSE All-Share
construction process. Index Rules are freely
available on the FTSE website.
Performance and Volatility - Total Return
Index (GBP)
Return %
Return pa %*
Availability
Volatility %**
3M
6M
YTD
12M
3YR
5YR
3YR
5YR
1YR
3YR
5YR
The index is calculated based on price and
FTSE 250
7.5
15.5
11.8
19.5
35.3
116.5
10.6
16.7
15.8
14.2
9.8
total return methodologies, both real time
FTSE 100
4.7
13.1
7.3
25.5
23.1
70.4
7.2
11.2
12.4
15.3
10.1
FTSE 350
5.2
13.5
8.1
24.4
25.0
76.5
7.7
12.0
12.5
14.7
9.6
FTSE SmallCap
7.8
16.4
11.2
26.6
37.0
122.0
11.1
17.3
9.3
9.8
8.2
FTSE All-Share
5.3
13.6
8.2
24.5
25.4
77.6
7.8
12.2
12.3
14.5
9.5
intra-second and end-of-day.
Industry Classification Benchmark
Index constituents are categorised in
accordance with the Industry Classification
Benchmark (ICB), the global standard for
* Compound annual returns measured over 3 and 5 years respectively
** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data
industry sector analysis.
Year-on-Year Performance - Total Return
Index % (GBP)
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
FTSE 250
-2.5
-38.2
50.6
27.4
-10.1
26.1
32.3
3.7
11.2
6.7
FTSE 100
7.4
-28.3
27.3
12.6
-2.2
10.0
18.7
0.7
-1.3
19.1
FTSE 350
5.9
-29.5
29.7
14.4
-3.2
12.0
20.5
1.2
0.7
16.8
FTSE SmallCap
-10.5
-43.9
54.3
19.5
-12.5
27.8
32.8
0.9
9.2
14.3
FTSE All-Share
5.3
-29.9
30.1
14.5
-3.5
12.3
20.8
1.2
1.0
16.8
Source: FTSE Russell as at 31 May 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
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Data as at: 31 May 2017
FTSE 250 Index
INFORMATION
Return/Risk Ratio and Drawdown - Total Return
Index (GBP)
Return/Risk Ratio
Drawdown (%)
Index Universe
1YR
3YR
5YR
10YR
1YR
3YR
5YR
10YR
FTSE 250
1.2
0.7
1.7
0.5
-13.6
-15.7
-15.7
-52.9
FTSE 100
2.0
0.5
1.1
0.4
-5.9
-20.0
-20.0
-44.8
Index Launch
FTSE 350
1.9
0.5
1.3
0.4
-7.0
-18.9
-18.9
-45.3
12 October 1992
FTSE SmallCap
2.8
1.1
2.1
0.3
-7.6
-12.4
-12.4
-59.5
Base Date
FTSE All-Share
1.9
0.5
1.3
0.4
-7.0
-18.7
-18.7
-45.6
FTSE All-Share Index
31 December 1985
Base Value
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table
Drawdown - based on daily data
1412.6
Top 10 Constituents
Constituent
ICB Sector
G4S
Investability Screen
Net MCap (GBPm)
Wgt %
Support Services
5,043
1.28
Segro
Real Estate Investment Trusts
5,001
1.27
Halma
Electronic & Electrical Equipment
4,314
1.09
Index Calculation
Berkeley Group Holdings
Household Goods & Home Construction
4,187
1.06
Real-time and end-of-day index available
Spirax-Sarco Engineering
Industrial Engineering
4,139
1.05
End-of-Day Distribution
Smith (DS)
General Industrials
4,107
1.04
Travis Perkins
Support Services
4,083
1.04
Auto Trader Group
Media
3,987
1.01
Weir Group
Industrial Engineering
3,932
1.00
Sterling and Euro
Meggitt
Aerospace & Defense
3,907
0.99
Review Dates
42,698
10.83
Totals
FTSE 250
No. of
Cons
Net MCap (GBPm)
Wgt %
No. of
Cons
Net MCap (GBPm)
Wgt %
7
10,465
2.65
17
275,025
11.53
Oil & Gas
1000
Basic Materials
12
13,716
3.48
28
154,667
6.48
2000
Industrials
52
104,571
26.52
112
266,511
11.17
3000
Consumer Goods
17
26,267
6.66
38
376,953
15.80
4000
Health Care
8
13,426
3.40
21
225,553
9.45
5000
Consumer Services
46
73,773
18.71
94
277,380
11.62
6000
Telecommunications
3
5,306
1.35
6
93,194
3.91
7000
Utilities
2
5,191
1.32
7
82,220
3.45
8000
Financials
98
137,294
34.82
291
613,610
25.71
9000
Technology
5
4,307
1.09
16
21,148
0.89
250
394,315
100.00
630
2,386,262
100.00
Index Characteristics
Attributes
FTSE 250
Number of constituents
Net MCap (GBPm)
Dividend Yield %
Via FTP and email
Currency
Quarterly in March, June, September,
History
FTSE All-Share
0001
Totals
screened
December
ICB Industry Breakdown
ICB Code ICB Industry
Actual free float applied and liquidity
250
394,315
2.64
Available from October 1992
Data definitions available from
[email protected]
To learn more, visit www.ftserussell.com;
email [email protected]; or
call your regional Client Services Team office:
EMEA
+44 (0) 20 7866 1810
Constituent Sizes (Net MCap GBPm)
Average
1,577
North America
Largest
5,043
+1 877 503 6437
Smallest
Median
172
1,245
Weight of Largest Constituent (%)
1.28
Top 10 Holdings (% Index MCap)
10.83
Asia-Pacific
Hong Kong +852 2164 3333
Tokyo +81 3 3581 2764
Sydney +61 (0) 2 8823 3521
31 May 2017
Source: FTSE Russell as at 31 May 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
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Data as at: 31 May 2017
FTSE 250 Index
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© 2017 London Stock Exchange Group plc and its applicable group undertakings (the “LSE Group”). The LSE Group includes (1) FTSE International Limited
(“FTSE”), (2) Frank Russell Company (“Russell”), (3) FTSE TMX Global Debt Capital Markets Inc. and FTSE TMX Global Debt Capital Markets Limited
(together, “FTSE TMX”) and (4) MTSNext Limited (“MTSNext”). All rights reserved.
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FTSE Russell is a trading name of FTSE, Russell, FTSE TMX and MTS Next Limited. “FTSE ”, “Russell ”, “FTSE Russell ” “MTS ”, “FTSE TMX ”,
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“FTSE4Good ” and “ICB ” and all other trademarks and service marks used herein (whether registered or unregistered) are trade marks and/or service
marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell,
MTSNext, or FTSE TMX.
All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no
responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any
errors or for any loss from use of this publication or any of the information or data contained herein.
No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation
whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the FTSE 250 or the fitness or suitability of the FTSE 250 for any
particular purpose to which they might be put.
No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing in this
document should be taken as constituting financial or investment advice. No member of the LSE Group nor their respective directors, officers, employees,
partners or licensors make any representation regarding the advisability of investing in any asset. A decision to invest in any such asset should not be made
in reliance on any information herein. Indexes cannot be invested in directly. Inclusion of an asset in an index is not a recommendation to buy, sell or hold
that asset. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a
licensed professional.
No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical,
photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group
index data and the use of their data to create financial products require a licence from FTSE, Russell, FTSE TMX, MTSNext and/or their respective licensors.
Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent
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
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 May 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
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