ELEMENTS OF PERFORMANCE
Factors by MSCI
MSCI Factor Performance Heat Map - Japan
|MSCI Japan Index||1.0%||2.6%||3.7%||9.5%||11.6%||8.0%||5.3%||2.8%||5.6%|
|MSCI Japan Minimum Volatility (JPY)||0.7%||1.8%||1.2%||8.5%||7.3%||7.7%||-0.3%||-0.7%||4.5%|
|MSCI Japan High Dividend Yield Index||0.8%||1.8%||2.9%||8.8%||11.1%||9.3%||10.6%||3.5%||6.6%|
|MSCI Japan Quality Index||0.6%||2.8%||7.3%||14.7%||13.3%||5.5%||0.9%||2.6%||6.5%|
|MSCI Japan Momentum Index||0.7%||2.1%||1.5%||9.2%||7.7%||6.1%||3.4%||3.3%||6.0%|
|MSCI Japan Enhanced Value Index||1.0%||2.8%||3.5%||8.2%||11.3%||10.7%||10.8%||3.4%||6.0%|
|MSCI Japan Equal Weighted Index||1.0%||2.0%||1.8%||7.8%||8.9%||7.3%||2.5%||0.4%||5.2%|
|MSCI Japan Growth Target Index||0.8%||2.0%||2.2%||8.0%||9.2%||5.2%||6.9%||4.0%||7.3%|
YTD Factor relative performance over parent market cap index
- All returns over 1 year are annualized.
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