ELEMENTS OF PERFORMANCE
Factors by MSCI
MSCI Factor Performance Heat Map - EM
|MSCI Emerging Markets Index||0.0%||0.8%||2.6%||-1.8%||2.2%||16.5%||12.5%||10.1%||6.3%|
|MSCI Emerging Markets Minimum Volatility Index||0.1%||0.6%||1.3%||1.8%||6.0%||16.9%||8.2%||7.1%||6.0%|
|MSCI Emerging Markets High Dividend Yield Index||0.0%||0.0%||1.5%||0.2%||8.8%||25.1%||6.9%||7.1%||4.1%|
|MSCI Emerging Markets Quality Index||0.2%||-0.2%||0.0%||-0.5%||6.0%||19.1%||15.4%||9.8%||7.1%|
|MSCI Emerging Markets Momentum Index||-0.4%||1.1%||0.3%||-5.2%||0.0%||16.5%||20.5%||15.5%||9.9%|
|MSCI Emerging Markets Enhanced Value Index||-0.1%||-0.5%||-0.5%||-2.8%||5.1%||25.2%||9.5%||8.6%||5.7%|
|MSCI Emerging Markets Equal Weighted Index||-0.1%||0.3%||0.5%||0.1%||6.5%||21.1%||13.2%||8.2%||5.2%|
|MSCI Emerging Markets Growth Target Index||0.4%||0.7%||3.5%||1.6%||9.3%||25.4%||18.6%||13.9%||9.1%|
YTD Factor relative performance over parent market cap index
- All returns over 1 year are annualized.
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