ELEMENTS OF PERFORMANCE
Factors by MSCI
MSCI Factor Performance Heat Map - China A
|MSCI China A Index||-1.4%||-3.5%||-11.3%||-14.7%||-28.1%||-25.8%||4.7%||1.1%||6.9%|
|MSCI China A Minimum Volatility Index||-1.1%||-3.0%||-8.1%||-10.9%||-22.8%||-20.1%||1.9%||2.0%||10.1%|
|MSCI China A High Dividend Yield Index||-1.0%||-3.2%||-6.1%||-11.7%||-19.2%||-17.1%||1.5%||0.5%||8.5%|
|MSCI China A Quality Index||-1.4%||-5.1%||-10.3%||-15.6%||-31.4%||-23.7%||7.9%||8.9%||11.4%|
|MSCI China A Momentum Index||-1.8%||-1.5%||-6.3%||-4.9%||-30.8%||-34.3%||11.0%||6.6%||6.1%|
|MSCI China A Enhanced Value Index||-1.4%||-3.8%||-9.0%||-11.7%||-21.7%||-20.1%||1.1%||-1.3%||9.0%|
|MSCI China A Mid Cap Equal Weighted Index||-2.1%||-3.3%||-13.9%||-13.6%||-29.7%||-27.7%||3.9%||-4.2%||5.2%|
|MSCI China A Growth Target Index||-1.3%||-3.6%||-11.1%||-15.1%||-27.8%||-24.8%||8.2%||3.0%||8.5%|
YTD Factor relative performance over parent market cap index
- All returns over 1 year are annualized.
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