ELEMENTS OF PERFORMANCE
Factors by MSCI
MSCI Factor Performance Heat Map - ACWI
|MSCI ACWI Index||0.1%||1.8%||8.6%||6.9%||12.1%||15.9%||9.9%||11.4%||9.9%|
|MSCI ACWI Minimum Volatility Index||0.1%||0.3%||3.8%||3.1%||1.3%||3.0%||7.6%||9.4%||10.0%|
|MSCI ACWI High Dividend Yield Index||0.1%||2.0%||9.1%||7.4%||-0.5%||3.1%||5.9%||8.7%||8.1%|
|MSCI ACWI Quality Index||0.2%||0.5%||6.2%||4.6%||20.2%||25.1%||15.7%||15.3%||13.4%|
|MSCI ACWI Momentum Index||0.4%||1.4%||3.9%||1.7%||25.4%||28.7%||15.5%||16.3%||14.2%|
|MSCI ACWI Enhanced Value Index||0.2%||2.8%||12.3%||13.0%||-2.2%||2.2%||0.9%||6.4%||6.3%|
|MSCI ACWI Equal Weighted Index||0.2%||1.8%||10.2%||9.8%||8.4%||13.1%||5.4%||8.7%||6.7%|
|MSCI ACWI Growth Target Index||0.2%||1.7%||7.4%||7.4%||14.5%||18.9%||10.8%||13.0%||11.0%|
- All returns over 1 year are annualized.
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