ELEMENTS OF PERFORMANCE
Factors by MSCI
MSCI Factor Performance Heat Map - USA
Index Name | 1D | 1W | 1M | 3M | YTD | 1Y | 3Y | 5Y | 10Y |
---|---|---|---|---|---|---|---|---|---|
MSCI USA Index | -0.9% | -3.1% | -4.1% | 2.8% | 4.3% | 21.8% | 7.0% | 13.1% | 12.3% |
MSCI USA Minimum Volatility Index | 0.6% | 0.0% | -2.4% | 1.8% | 3.7% | 10.9% | 5.5% | 8.4% | 10.6% |
MSCI USA High Dividend Yield Index | 0.6% | -0.6% | -2.1% | 3.0% | 3.4% | 10.3% | 5.5% | 7.6% | 9.4% |
MSCI USA Quality Index | -1.7% | -3.7% | -5.4% | 2.5% | 6.1% | 29.9% | 9.4% | 15.0% | 14.5% |
MSCI USA Momentum Index | -2.7% | -5.6% | -5.6% | 6.6% | 11.8% | 24.3% | 2.1% | 11.0% | 13.0% |
MSCI USA Enhanced Value Index | 0.4% | -1.2% | -3.1% | 2.2% | 0.8% | 12.3% | 2.1% | 7.2% | 8.2% |
MSCI USA Equal Weighted Index | 0.1% | -2.0% | -3.7% | 2.9% | 1.6% | 14.6% | 3.4% | 9.6% | 9.7% |
MSCI USA Growth Target Index | -0.9% | -2.7% | -4.1% | 4.1% | 6.7% | 22.6% | 4.2% | 10.4% | 11.8% |
YTD Factor relative performance over parent market cap index
- All returns over 1 year are annualized.
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