CRSP Index Restatement Notice
On June 30, 2020, the common stock of Altus Midstream Co (ALTM), a component of the CRSP U.S. Total Market, U.S. Micro Cap and U.S. Energy indexes, effected a 1-20 reverse stock split following the close of business. CRSP did not apply this reverse split.
To correct this, after the close of business today, CRSP will reduce holdings for ALTM by a factor of 20. Since the impact of this omission has a compounding effect on the U.S. Micro Cap and U.S. Energy indexes in excess of the actionable basis point thresholds, CRSP will restate all days beginning July 1, 2020 with the reverse split applied and will inform you once replacement files are available.
CRSP’s restatement policy can be found at http://crsp.org/files/crsp-index-restatement-policy-guidelines.pdf.
For any related inquiry, please respond to firstname.lastname@example.org.
CRSP Indexes Update
- For more details on CRSP’s innovative packeting methodology designed to minimize unnecessary trading and thus reduce turnover and costs, please see:
Please contact us with additional questions at (312) 263-6400, option 3 or email us at Indexes@crsp.org.
Index Returns & Constituent Lists
About the Data
All daily and monthly spreadsheets post total returns for the CRSP indexes.
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.
Constituents will be posted quarterly, delayed by a month - June constituents are posted in August, September constituents are posted in November, December constituents are posted in February, and March constituents are posted in May.
Note: We have switched to a new file format for the quarterly constituents file as of 10/31/2019. This new format combines all quarterly constituents data into one file and ensures accurate and timely posting of the information.
Choose from the list below of indexes to download Excel spreadsheets.
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.
|Total Market and Capitalization index monthly total returns >>|
|Value and Growth indexes monthly total returns >>|
|Sector indexes monthly total returns >>|
|Daily Index Total Returns and Levels >>|
|Full Quarterly Constituents List >>|
|CRSP Constituents||Vanguard Fund|
|CRSP US Total Market Constituents||Vanguard Total Stock Market Index Fund|
|Vanguard Institutional Total Stock Market Index Fund|
|Vanguard Balanced Index Fund (60%)|
|CRSP US Total Market (AUD-Hedged) Constituents|
|CRSP US Total Market (AUD-Non-Hedged) Constituents||Vanguard® US Total Market Shares Index ETF (VTS)|
|CRSP US Total Market (CAD-Hedged) Constituents||Vanguard U.S. Total Market Index ETF (CAD-hedged) (VUS)|
|CRSP US Total Market (CAD-Non-Hedged) Constituents||Vanguard U.S. Total Market Index ETF (VUN)|
|CRSP US Mega Cap Constituents||Vanguard Mega Cap 300 Index Fund|
|CRSP US Mega Cap Growth Constituents||Vanguard Mega Cap 300 Growth Index Fund|
|CRSP US Mega Cap Value Constituents||Vanguard Mega Cap 300 Value Index Fund|
|CRSP US Large Cap Constituents||Vanguard Large Cap Index Fund|
|CRSP US Large Cap Growth Constituents||Vanguard Growth Index Fund|
|CRSP US Large Cap Value Constituents||Vanguard Value Index Fund|
|CRSP US Mid Cap Constituents||Vanguard Mid-Cap Index Fund|
|WIF Mid-Cap Index Portfolio|
|CRSP US Mid Cap Growth Constituents||Vanguard Mid-Cap Growth Index Fund|
|CRSP US Mid Cap Value Constituents||Vanguard Mid-Cap Value Index Fund|
|CRSP US Small-Mid Constituents|
|CRSP US Small-Mid Growth Constituents|
|CRSP US Small-Mid Value Constituents|
|CRSP US Small Cap Constituents||Vanguard Small-Cap Index Fund|
|CRSP US Small Cap Growth Constituents||Vanguard Small-Cap Growth Index Fund|
|CRSP US Small Cap Value Constituents||Vanguard Small-Cap Value Index Fund|
|CRSP US Small Cap ex-Real Estate Constituents|
|CRSP US Micro Cap Constituents|
|CRSP US Consumer Staples Constituents|
|CRSP US Consumer Discretionary Constituents|
|CRSP US Financials Constituents|
|CRSP US Health Care Constituents|
|CRSP US Industrials Constituents|
|CRSP US Basic Materials Constituents|
|CRSP US Energy Constituents|
|CRSP US Real Estate Constituents|
|CRSP US Technology Constituents|
|CRSP US Telecommunications Constituents|
|CRSP US Utilities Constituents|
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.