Classification and legend for the industrial sectors of FTSE100 and the world indices

The classification used for the industrial sectors of FTSE100 is the new classification adopted by FTSE since the beginning of 2006, the Industry Classification Benchmark [70] created by Dow Jones Indexes and FTSE. This classification is divided into $10$ Industries, $18$ Supersectors, $39$ Sectors and $104$ Subsectors. Our portfolio is composed of $10$ industries and $28$ sectors: Oil & Gas (Oil & Gas Producers), Basic Materials (Chemicals, Mining), Industrials (Construction & Materials, Aerospace & Defence, General Industrials, Industrial Transportation, Support Services), Consumer Goods (Beverages, Food Producers, Household Goods, Tobacco), Health Care (Health Care Equipment & Services, Pharmaceuticals & Biotechnology), Consumer Services (Food & Drug Retailers, General Retailers, Media, Travel & Leisure), Telecommunications (Fixed Line Telecommunications, Mobile Telecommunications), Utilities (Electricity, Gas Water & Multiutilities), Financials (Banks, Nonlife Insurance, Life Insurance, Real Estate, General Financial, Equity Investment Instruments, Nonequity Investment Instruments) and Technology (Software & Computer Services). We represent each industry by a symbol: Oil & Gas ($\blacksquare$), Basic Materials ($\vartriangle$), Industrials ($\blacklozenge$), Consumer Goods (grey $\square$), Health Care ($\square$), Consumer Services ( $\blacktriangle$), Telecommunications ($\lozenge$), Utilities ($\bullet$), Financials (grey $\circ$) and Technology ($\circ$).

The coding for the world indices is: Europe, grey circles (grey $\circ$); North America, white diamonds ($\lozenge$); South America, grey squares (grey $\square$); Asian-Pacific area, black triangles ( $\blacktriangle$); and ``other'' (Israel, Jordan, Turkey, South Africa), white squares ($\square$).