ELEMENTS OF PERFORMANCE
Factors by MSCI
MSCI Factor Performance Heat Map - EM
|MSCI Emerging Markets Index||-1.8%||-4.0%||-8.2%||-7.7%||-24.4%||-26.5%||-1.1%||-1.2%||1.7%|
|MSCI Emerging Markets Minimum Volatility Index||-0.9%||-2.9%||-6.4%||-4.4%||-17.0%||-16.4%||-0.3%||0.7%||2.1%|
|MSCI Emerging Markets High Dividend Yield Index||-1.5%||-2.7%||-6.0%||-6.2%||-23.0%||-22.3%||-3.8%||-1.7%||-0.1%|
|MSCI Emerging Markets Quality Index||-1.7%||-3.1%||-7.9%||-4.8%||-25.4%||-23.8%||1.8%||1.0%||2.8%|
|MSCI Emerging Markets Momentum Index||-1.5%||-3.3%||-5.9%||1.6%||-26.1%||-27.3%||4.6%||2.8%||5.3%|
|MSCI Emerging Markets Enhanced Value Index||-1.3%||-3.5%||-7.6%||-7.7%||-24.7%||-25.5%||-1.2%||-2.2%||1.7%|
|MSCI Emerging Markets Equal Weighted Index||-1.9%||-4.0%||-9.7%||-9.1%||-23.5%||-25.3%||0.4%||-1.1%||1.0%|
|MSCI Emerging Markets Growth Target Index||-1.8%||-3.7%||-7.7%||-4.3%||-20.4%||-19.8%||5.3%||3.2%||5.3%|
YTD Factor relative performance over parent market cap index
- All returns over 1 year are annualized.
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