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MSCI Risk Monitor - Global Equities - October 2012

This monthly MSCI Risk Monitor: Global Equities report examines the evolution of global equity market risk and return through the lens of the Barra Global Equity Model (GEM3). The report provides insights on market developments for global investment using the intuitive dimensions of the Barra fundamental factors. The report looks at the evolution of correlations and volatilities, as well as exploring the risk-adjusted index, factor and asset performance over the last month.