| Accident & Health Insurance | Financial | -20.76 | -26.01 | -28.51 | -15.05 |
| Advanced Medical Equipment & Technology | Healthcare | -35.48 | -46.48 | -48.99 | -47.61 |
| Advertising Agencies | Services | -22.08 | -35.07 | -33.40 | -21.54 |
| Aerospace/Defense - Major Diversified | Industrial Goods | -12.42 | -9.21 | 0.18 | 49.77 |
| Aerospace/Defense Products & Services | Industrial Goods | -27.16 | -31.10 | -25.10 | -8.18 |
| Agricultural Chemicals | Basic Materials | -38.48 | -38.52 | -43.74 | -32.68 |
| Air Delivery & Freight Services | Services | -21.70 | -23.80 | -21.61 | -11.76 |
| Air Services, Other | Services | -37.07 | -44.47 | -40.54 | -47.84 |
| Aluminum | Basic Materials | -45.41 | -46.78 | -55.08 | -45.64 |
| Apparel Stores | Services | -56.29 | -62.18 | -62.94 | -55.30 |
| Appliances | Consumer Goods | -38.13 | -50.32 | -37.80 | -41.57 |
| Application Software | Technology | -13.84 | -13.90 | 14.19 | 54.32 |
| Asset Management | Financial | -30.26 | -29.47 | -31.79 | -21.99 |
| Auto Dealerships | Services | -37.04 | -22.98 | -15.15 | 2.19 |
| Auto Manufacturers - Major | Consumer Goods | -10.02 | -17.31 | -23.33 | -17.82 |
| Auto Parts | Consumer Goods | -36.96 | -33.33 | -44.12 | -35.04 |
| Auto Parts Stores | Services | -19.90 | -7.31 | 3.09 | -12.92 |
| Auto Parts Wholesale | Services | -49.29 | -51.94 | -45.80 | -38.46 |
| Banks | Financial | -30.03 | -29.82 | -32.80 | -25.95 |
| Basic Materials Wholesale | Services | -55.09 | -52.28 | -33.89 | -42.53 |
| Beverages - Brewers | Consumer Goods | -19.13 | -26.61 | -26.85 | -16.33 |
| Beverages - Soft Drinks | Consumer Goods | -25.17 | -32.10 | -21.65 | -17.37 |
| Beverages - Wineries & Distillers | Consumer Goods | -24.28 | -19.48 | -21.71 | -0.11 |
| Biotechnology | Healthcare | 0.04 | -25.17 | -15.37 | 6.62 |
