You can find data on benchmarks in a number of places. Data on several benchmarks are accessible through the Internet on financial sites such as CNN Money or Yahoo Finance. These free benchmarks do not typically account for dividends, so make sure you take this into account when looking at index performance.

Proprietary data providers, such as Morgan Stanley and Standard & Poor’s have their own benchmarks. They will also design custom benchmarks for a fee; the MSCI Emerging Markets Free ex-Malaysia index is one example of a custom benchmarks. Other data suppliers include NASDAQ, Bloomberg, and Reuters.