ELEMENTS OF PERFORMANCE
Factors by MSCI
MSCI Factor Performance Heat Map - EMU
|MSCI EMU Index||0.6%||0.7%||0.2%||2.0%||14.2%||32.7%||12.8%||11.3%||8.7%|
|MSCI EMU Minimum Volatility (EUR) Index||0.4%||1.3%||-1.1%||0.9%||9.4%||20.7%||9.5%||9.9%||8.6%|
|MSCI EMU High Dividend Yield Index||0.6%||1.0%||-0.9%||-1.1%||7.3%||22.1%||9.1%||9.9%||8.4%|
|MSCI EMU Quality Index||1.0%||1.3%||-1.6%||0.9%||16.8%||30.1%||18.1%||14.5%||11.0%|
|MSCI EMU Momentum Index||0.7%||0.6%||1.5%||6.7%||13.4%||25.9%||17.3%||15.2%||12.4%|
|MSCI EMU Enhanced Value Index||0.6%||0.2%||2.9%||5.7%||22.2%||46.9%||9.2%||9.5%||8.0%|
|MSCI EMU Equal Weighted Index||0.4%||0.8%||0.2%||1.6%||11.8%||31.6%||11.0%||11.0%||8.6%|
YTD Factor relative performance over parent market cap index
- All returns over 1 year are annualized.
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