ELEMENTS OF PERFORMANCE
Factors by MSCI
MSCI Factor Performance Heat Map - Japan
|MSCI Japan Index||0.4%||-0.6%||-4.6%||3.0%||3.0%||18.2%||9.1%||9.0%||8.4%|
|MSCI Japan Minimum Volatility (JPY)||0.2%||-1.0%||-6.0%||1.5%||-2.4%||7.4%||2.7%||4.5%||6.5%|
|MSCI Japan High Dividend Yield Index||-0.1%||-1.1%||-3.7%||1.6%||7.3%||20.5%||5.9%||6.0%||7.6%|
|MSCI Japan Quality Index||0.8%||-1.0%||-7.6%||3.3%||0.3%||15.0%||14.4%||11.1%||9.8%|
|MSCI Japan Momentum Index||0.7%||-0.2%||-4.6%||4.0%||-7.0%||9.8%||11.0%||9.6%||9.0%|
|MSCI Japan Enhanced Value Index||0.0%||-0.9%||-2.6%||2.1%||13.9%||27.4%||5.3%||7.2%||7.3%|
|MSCI Japan Equal Weighted Index||0.2%||-0.7%||-4.9%||1.7%||2.8%||14.5%||6.3%||7.4%||8.0%|
|MSCI Japan Growth Target Index||0.5%||-0.7%||-5.4%||2.4%||7.6%||21.1%||12.4%||10.6%||10.3%|
YTD Factor relative performance over parent market cap index
- All returns over 1 year are annualized.
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