Daily Index Levels & Quarterly Constituents
About the Data
The Industry Sector Indexes were developed using the FTSE Industry Classification Benchmarks but changed to the ICE Uniform Entity Sector Benchmark after close on September 1, 2023.
The CRSP ISS ESG indexes use the ISS ESG Performance Score (ESG Corporate Rating | ISS).
Access to the data posted here is subject to the Legal Disclaimer below. Please contact us at indexes@crsp.org to obtain licensing information for use of the data and/or to obtain updated data on a more frequent basis.
Daily Index Levels
Daily index levels spreadsheet for CRSP Market Indexes.
Quarterly Constituents List
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.
Legal Disclaimer
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.
