ELEMENTS OF PERFORMANCE

Factors by MSCI

MSCI Factor Performance Heat Map - APAC

Gross Performance as of 11/26/2020 in USD
Index Name 1D 1W 1M 3M YTD 1Y 3Y 5Y 10Y
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%
MSCI World Index 0.0% 1.7% 8.5% 6.4% 12.0% 15.3% 10.5% 11.4% 10.7%
MSCI World Minimum Volatility Index 0.1% 0.3% 3.7% 2.5% 1.4% 2.9% 8.0% 9.7% 10.6%
MSCI World High Dividend Yield Index -0.1% 1.8% 8.6% 6.7% -1.2% 1.8% 5.3% 8.1% 8.8%
MSCI World Quality Index 0.1% 0.6% 6.2% 4.0% 18.0% 22.4% 16.1% 14.9% 13.9%
MSCI World Momentum Index 0.3% 1.0% 4.4% 2.3% 21.8% 24.8% 15.5% 16.0% 14.5%
MSCI World Enhanced Value Index -0.3% 2.8% 13.0% 11.2% -6.4% -3.7% 0.0% 4.9% 6.6%
MSCI World Equal Weighted Index 0.0% 2.2% 11.2% 10.9% 6.4% 9.0% 6.3% 9.1% 8.7%
MSCI World Growth Target Index 0.2% 1.6% 6.8% 6.3% 13.4% 16.9% 10.6% 12.3% 11.1%
MSCI Emerging Markets Index 0.9% 2.4% 8.8% 10.2% 12.8% 20.4% 5.0% 10.9% 4.1%
MSCI Emerging Markets Minimum Volatility Index 0.6% 0.9% 6.5% 6.5% 3.9% 7.4% 3.2% 6.6% 4.5%
MSCI Emerging Markets High Dividend Yield Index 0.7% 2.6% 10.9% 8.1% -7.4% -1.3% 1.3% 6.4% 2.0%
MSCI Emerging Markets Quality Index 0.8% 0.2% 6.0% 8.5% 12.2% 18.2% 4.9% 9.2% 5.1%
MSCI Emerging Markets Momentum Index 1.3% 0.6% 9.2% 6.5% 31.9% 39.8% 11.0% 15.5% 8.2%
MSCI Emerging Markets Enhanced Value Index 0.7% 2.3% 9.5% 12.6% 3.3% 9.8% 0.0% 9.0% 3.3%
MSCI Emerging Markets Equal Weighted Index 0.6% 1.4% 9.1% 8.4% 10.9% 18.2% 3.4% 7.8% 2.2%
MSCI Emerging Markets Growth Target Index 0.8% 2.5% 9.1% 10.2% 16.9% 24.8% 7.8% 13.5% 6.3%
MSCI AC Asia ex Japan Index 0.9% 2.2% 8.3% 10.1% 19.7% 26.4% 6.7% 12.2% 6.9%
MSCI AC Asia ex Japan Minimum Volatility Index 0.6% 1.0% 6.7% 6.7% 4.6% 7.6% 3.4% 7.0% 6.6%
MSCI AC Asia ex Japan High Dividend Yield Index 0.6% 1.8% 10.0% 8.6% -1.6% 3.7% 2.0% 7.2% 4.6%
MSCI AC Asia ex Japan Quality Index 0.7% 0.7% 6.1% 7.4% 20.9% 26.3% 7.8% 12.8% 8.3%
MSCI AC Asia ex Japan Momentum Index 1.2% 0.9% 11.5% 8.4% 48.9% 52.4% 12.5% 16.5% 10.2%
MSCI AC Asia ex Japan Enhanced Value Index 0.5% 2.2% 8.7% 13.0% 6.1% 12.9% -0.5% 8.9% 6.2%
MSCI AC Asia ex Japan Equal Weighted Index 0.5% 1.2% 8.6% 7.9% 16.5% 23.2% 4.6% 8.6% 4.3%
MSCI AC Asia ex Japan Growth Target Index 0.9% 2.2% 8.2% 9.6% 26.5% 32.6% 9.9% 16.1% 9.0%
MSCI Japan Index 0.7% 2.8% 11.5% 12.9% 11.6% 13.1% 5.7% 8.0% 7.2%
MSCI Japan Minimum Volatility (JPY) 0.2% 0.9% 8.9% 7.2% 1.3% 0.8% 3.4% 6.2% 7.2%
MSCI Japan High Dividend Yield Index -0.6% 0.8% 8.5% 11.3% 2.2% 3.7% 0.3% 5.9% 6.5%
MSCI Japan Quality Index 1.5% 3.8% 12.6% 16.3% 25.4% 28.7% 11.6% 11.7% 9.8%
MSCI Japan Momentum Index 2.0% 4.5% 14.7% 15.4% 30.3% 32.4% 9.7% 10.0% 9.2%
MSCI Japan Enhanced Value Index 0.1% 1.6% 8.4% 8.2% -3.3% -2.3% -0.2% 4.0% 5.3%
MSCI Japan Equal Weighted Index 0.4% 2.3% 9.9% 11.2% 6.4% 7.3% 3.9% 7.3% 7.6%
MSCI Japan Growth Target Index 1.1% 2.9% 9.4% 12.0% 16.6% 17.9% 6.9% 9.1% 8.7%
MSCI Australia IMI Index -0.6% 2.8% 11.7% 11.5% 6.8% 9.1% 6.2% 9.8% 5.1%
MSCI Australia IMI Minimum Volatility (AUD) -0.1% 1.8% 8.9% 7.0% 2.6% 4.5% 4.9% 8.8% 6.6%
MSCI Australia IMI High Dividend Yield Index -0.3% 7.4% 17.6% 24.7% 0.0% 1.3% 3.2% 7.9% 0.5%
MSCI Australia IMI Quality Index 0.1% 1.3% 6.8% 6.3% 14.4% 17.5% 12.0% 12.6% 5.4%
MSCI Australia IMI Momentum Index 0.2% 0.8% 4.3% 3.4% 11.1% 13.8% 8.9% 11.6% 8.1%
MSCI Australia IMI Equal Weighted Index 0.0% 3.3% 12.1% 13.8% 9.8% 13.9% 6.0% 10.2% 0.4%
MSCI China A Index 0.4% 0.0% 6.2% 7.6% 32.6% 41.1% 7.8% 6.0% 6.7%
MSCI China A Minimum Volatility Index 0.7% 0.1% 5.3% 6.2% 26.2% 31.3% 8.5% 10.4% 10.6%
MSCI China A High Dividend Yield Index 0.6% 0.1% 8.1% 13.8% 18.9% 28.2% 6.7% 11.5% 9.7%
MSCI China A Quality Index 0.1% -2.0% 4.2% 6.0% 53.7% 62.0% 22.7% 23.1% 12.1%
MSCI China A Momentum Index 0.1% -1.7% 0.4% -1.9% 41.1% 46.7% 9.8% 7.9% 2.4%
MSCI China A Enhanced Value Index 0.2% 0.1% 5.8% 4.5% 17.2% 24.0% 3.0% 6.9% 9.0%
MSCI China A Mid Cap Equal Weighted Index 0.0% -0.5% 3.2% 0.6% 28.9% 40.8% 0.6% -3.2% 5.1%
MSCI China A Growth Target Index Index -0.2% -1.1% 0.9% 0.9% 39.1% 47.7% 10.1% 9.7% 8.3%
MSCI USA Index 0.0% 1.5% 7.2% 5.5% 16.6% 20.1% 14.7% 14.3% 14.3%
MSCI USA Minimum Volatility Index 0.0% 0.4% 4.2% 3.7% 3.5% 5.4% 11.1% 12.2% 13.6%
MSCI USA High Dividend Yield Index -0.8% 2.8% 3.2% 7.6% -4.1% 1.6% 6.3% 10.5% 12.1%
MSCI USA Quality Index 0.0% 0.5% 5.9% 3.7% 18.4% 22.8% 18.1% 16.5% 16.1%
MSCI USA Momentum Index 0.0% 1.1% 4.0% 1.9% 23.5% 25.7% 16.5% 17.5% 17.0%
MSCI USA Enhanced Value Index 0.0% 3.5% 13.7% 14.2% -2.2% 0.9% 4.8% 9.0% 11.7%
MSCI USA Equal Weighted Index 0.0% 2.2% 10.7% 12.6% 11.2% 13.8% 11.1% 12.0% 13.0%
MSCI USA Growth Target Index 0.0% 1.7% 5.2% 4.6% 14.3% 17.6% 13.4% 14.5% 15.6%

  • All returns over 1 year are annualized.
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