ELEMENTS OF PERFORMANCE
Factors by MSCI
MSCI Factor Performance Heat Map - Australia IMI
|MSCI Australia IMI Index||-1.0%||1.5%||6.2%||20.7%||3.5%||11.2%||7.0%||13.6%||5.2%|
|MSCI Australia Shares IMI Minimum Volatility Index (AUD)||-0.9%||1.7%||3.9%||14.4%||1.8%||5.2%||5.4%||11.3%||6.3%|
|MSCI Australia Shares IMI High Dividend Yield Index||-2.0%||0.0%||4.6%||25.9%||1.0%||3.0%||-0.1%||9.5%||-2.3%|
|MSCI Australia Shares IMI Quality Index||-1.3%||1.3%||3.4%||12.6%||0.3%||16.3%||13.0%||16.3%||5.4%|
|MSCI Australia Shares IMI Momentum Index||-1.3%||2.9%||7.0%||16.0%||4.0%||15.3%||10.1%||14.0%||8.3%|
|MSCI Australia Shares IMI Enhanced Value Index||-1.0%||0.8%||7.4%||26.4%||4.9%||13.8%||5.6%||15.2%||6.7%|
|MSCI Australia Shares IMI Equal Weighted Index||-1.1%||2.3%||6.2%||20.7%||2.2%||15.1%||6.1%||13.7%||0.2%|
YTD Factor relative performance over parent market cap index
- All returns over 1 year are annualized.
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