ELEMENTS OF PERFORMANCE
Factors by MSCI
MSCI Factor Performance Heat Map - ACWI
|MSCI ACWI Index||0.0%||1.0%||1.6%||7.9%||12.8%||41.6%||15.2%||15.5%||10.6%|
|MSCI ACWI Minimum Volatility Index||-0.1%||0.5%||0.8%||4.6%||7.5%||21.0%||10.2%||9.4%||10.0%|
|MSCI ACWI High Dividend Yield Index||-0.3%||0.3%||-0.8%||3.6%||10.7%||32.1%||11.2%||10.9%||8.3%|
|MSCI ACWI Quality Index||0.2%||1.8%||3.8%||10.3%||14.0%||41.8%||21.3%||19.6%||14.3%|
|MSCI ACWI Momentum Index||0.1%||2.1%||1.8%||8.1%||5.0%||33.4%||17.5%||18.2%||14.0%|
|MSCI ACWI Enhanced Value Index||-0.5%||0.3%||-1.1%||3.4%||15.5%||45.5%||8.8%||12.2%||7.2%|
|MSCI ACWI Equal Weighted Index||-0.3%||0.8%||0.3%||6.6%||10.6%||40.4%||11.0%||12.1%||7.3%|
|MSCI ACWI Growth Target Index||0.0%||1.7%||1.2%||7.6%||11.7%||40.5%||14.8%||16.6%||11.7%|
YTD Factor relative performance over parent market cap index
- All returns over 1 year are annualized.
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