Anybody know where I can find a breakdown of the world equity markets i.e % of each country in the total equity markets ? Can’t seem to find it on bloomberg …MSCI does not release that info.
I know I have seen that somewhere. A quick proxy would be to look at country weightings in the MSCI All Country Index…the makeup is out there.
I know that is what I’m looking for but I can’t seem to find it …I’m on MSCI site right now …
yea I saw that too …but i was looking for more detail …I came across some more detailed Ishares info too …but its from Jan 07 .
FOUND IT …just in case somebody else needed this http://ca.ishares.com/publish/content/related_documents/downloads/us_factsheet/2008/september/documents/acwi.pdf
i had an intriguing thought looking at the performance data. due to correlation rise during stress periods, and correlation decrease during normal times, investing in this index fund may just be a bad idea. you get hammered during crises, and chug along at 7% otherwise. its like merger arb performance, fat downside tail.