Index Factsheet

MSCI China A Consumer Discretionary Index (USD)The MSCI China A Consumer Discretionary Index captures large and mid cap representation across China securities listed on the Shanghai
and Shenzhen exchanges. The index covers only those securities that are accessible through "Stock Connect". The index is designed
for international investors and is calculated using China A Stock Connect listings based on the offshore RMB exchange rate (CNH). All
securities in the index are classiﬁed in the Consumer Discretionary sector as per the Global Industry Classiﬁcation Standard (GICS®).
For a complete description of the index methodology, please see Index methodology - MSCI.

CUMULATIVE INDEX PERFORMANCE — GROSS RETURNS (USD)(SEP 2009 – SEP 2024)

ANNUAL PERFORMANCE (%)

4002023
2022
2021
2020
2019
2018
2017
2016
2015
2014
2013
2012
2011
2010

MSCI China A Consumer Discretionary
MSCI China A

300

227.54200
170.0610050
Sep 09Dec 10Mar 12

Jun 13

Sep 14

Dec 15

Mar 17

Jun 18

Sep 19Dec 20MSCI China
A Consumer
Discretionary

YearMar 22

Jun 23MSCI China A-16.84-25.34
-3.51
69.24
28.37
-32.8428.45-19.24
19.76
15.72
30.51
19.99
-16.50-12.82-13.27-25.74
3.36
43.46
36.40
-30.1630.07-15.27
3.46
48.79
-3.39
11.62
-17.17-12.12

Sep 24INDEX PERFORMANCE — GROSS RETURNS (%) (SEP 30, 2024)

FUNDAMENTALS (SEP 30, 2024)
ANNUALIZED

1 Mo

3 Mo

1 Yr

YTD

3 Yr

5 Yr

10 Yr NovSince
25, 2008

MSCI China A Consumer
Discretionary

25.16

23.37

18.80

25.66

-6.91

6.91

4.41

MSCI China A

22.38

21.62

15.18

20.08

-7.25

4.82

5.81

Div Yld (%)

P/EP/E Fwd

P/BV

10.27

2.04

21.87

16.60

2.72

6.15

2.31

16.60

13.58

1.73

INDEX RISK AND RETURN CHARACTERISTICS (SEP 30, 2024)
ANNUALIZED STD DEV (%) 2

MSCI China A Consumer
Discretionary
110 Yr(%)

Period YYYY-MM-DD

0.29

0.23

0.43

56.47

2021-02-15—2024-02-05

0.21

0.28

0.32

50.30

2015-06-08—2016-01-28

5 Yr

10 Yr

3 Yr

5 Yr

22.52

31.44

29.19

27.78

-0.19

24.57

22.90

25.08

-0.33

Last 12 months

2

Based on monthly gross returns data

3

MAXIMUM DRAWDOWN

Since
Nov 25,2008

3 Yr

9.95

MSCI China A

SHARPE RATIO 2 , 3Turnover(%) 1

Based on NY FED Overnight SOFR from Sep 1 2021 & on ICE LIBOR 1M prior that date

MSCI China A Consumer Discretionary Index (USD) | msci.com

SEP 30, 2024

Index Factsheet

MSCI China A Consumer Discretionary Index (USD)

INDEX CHARACTERISTICS
Number ofConstituentsTOP 10 CONSTITUENTSMSCI China A Consumer Discretionary

Index
LargestSmallest
Average
Median31

Mkt Cap ( USD Millions)

118,438.48
23,859.75
1,041.63
3,820.60
2,260.77

BYD CO A (HK-C)
MIDEA GROUP CO A (HK-C)
HAIER SMART HOME A(HK-C)
CHINA TOURISM A (HK-C)SERES GROUP CO A (HK-C)
GREE ELECT APPL A (HK-C)
CHONGQING CHANG A (HK-C)FUYAO GROUP A (HK-C)
SAIC MOTOR CORP A (HK-C)NINGBO TUOPU A (HK-C)
Total

Float Adj Mkt Cap( USD Billions)

23.86
11.38
8.69
6.46
5.85
5.79
5.28
5.00
4.84
3.34
80.49

Index
Wt. (%)

20.15
9.61
7.34
5.46
4.94
4.89
4.46
4.22
4.09
2.82
67.96

SUB-INDUSTRY WEIGHTS
16.14%
5.46%
2.98%

28.44%

1.92%
1.32%
1.15%
1.06%
41.54%

Automobile Manufacturers 41.54%
Automotive Parts & Equipment 16.14%
Tires & Rubber 2.98%
Home Furnishings 1.15%

Household Appliances 28.44%
Other Specialty Retail 5.46%

Broadline Retail 1.92%

Apparel Retail 1.32%

Consumer Electronics 1.06%

China A shares are quoted in local currency (Renminbi).
The MSCI China A Consumer Discretionary Index was launched on Jun 08, 2018. Data prior to the launch date is back-tested test (i.e. calculations of how the index might have
performed over that time period had the index existed). There are frequently material differences between back-tested performance and actual results. Past performance -whether actual or back-tested -- is no indication or guarantee of future performance.

MSCI China A Consumer Discretionary Index (USD) | msci.com

SEP 30, 2024

Index Factsheet

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