ELEMENTS OF PERFORMANCE
Factors by MSCI
MSCI Factor Performance Heat Map - Australia IMI
|MSCI Australia IMI Index||1.4%||1.5%||-2.0%||-2.1%||0.8%||-5.2%||10.0%||4.9%||4.2%|
|MSCI Australia Shares IMI Minimum Volatility Index (AUD)||0.9%||1.6%||-2.2%||-0.1%||4.1%||-4.4%||7.5%||4.2%||4.1%|
|MSCI Australia Shares IMI High Dividend Yield Index||2.2%||1.5%||-5.1%||-8.2%||-1.7%||-3.8%||8.6%||1.4%||-3.8%|
|MSCI Australia Shares IMI Quality Index||1.9%||2.3%||-1.2%||-2.3%||4.4%||0.1%||6.5%||6.0%||5.0%|
|MSCI Australia Shares IMI Momentum Index||1.6%||1.6%||-1.4%||-3.7%||-1.4%||-6.8%||7.2%||4.2%||5.3%|
|MSCI Australia Shares IMI Enhanced Value Index||1.6%||1.8%||-3.3%||-3.8%||-1.7%||-8.1%||12.8%||4.5%||5.6%|
|MSCI Australia Shares IMI Equal Weighted Index||1.8%||2.3%||-1.8%||-1.7%||0.8%||-9.6%||5.2%||1.2%||1.5%|
YTD Factor relative performance over parent market cap index
- All returns over 1 year are annualized.
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