ELEMENTS OF PERFORMANCE
Factors by MSCI
MSCI Factor Performance Heat Map - EM
|MSCI Emerging Markets Index||-0.9%||0.2%||-2.9%||-6.5%||-3.0%||1.2%||9.2%||10.4%||5.3%|
|MSCI Emerging Markets Minimum Volatility Index||-0.3%||-0.3%||-1.5%||-3.0%||3.4%||7.1%||6.1%||8.0%||5.3%|
|MSCI Emerging Markets High Dividend Yield Index||-0.2%||1.6%||0.4%||-3.8%||6.3%||9.4%||4.7%||7.1%||3.3%|
|MSCI Emerging Markets Quality Index||-0.7%||1.0%||0.7%||-3.8%||4.8%||11.1%||13.1%||11.6%||6.6%|
|MSCI Emerging Markets Momentum Index||-0.7%||-0.3%||-2.4%||-8.0%||-3.2%||5.8%||18.0%||17.3%||9.2%|
|MSCI Emerging Markets Enhanced Value Index||0.0%||2.6%||0.1%||-5.6%||3.0%||8.3%||8.1%||8.6%||4.9%|
|MSCI Emerging Markets Equal Weighted Index||0.0%||0.1%||-1.4%||-5.2%||3.1%||6.7%||10.3%||9.0%||4.6%|
|MSCI Emerging Markets Growth Target Index||-0.2%||0.2%||-1.1%||-2.6%||6.4%||10.6%||15.7%||15.0%||8.5%|
YTD Factor relative performance over parent market cap index
- All returns over 1 year are annualized.
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