ELEMENTS OF PERFORMANCE
Factors by MSCI
MSCI Factor Performance Heat Map - USA
|MSCI USA Index||-0.2%||1.7%||3.4%||4.3%||21.9%||34.0%||21.2%||18.9%||16.4%|
|MSCI USA Minimum Volatility Index|
|MSCI USA High Dividend Yield Index||0.0%||1.0%||3.0%||1.9%||15.2%||22.8%||10.8%||11.9%||12.9%|
|MSCI USA Quality Index||-0.3%||1.8%||2.1%||2.3%||20.8%||30.2%||23.7%||21.3%||17.6%|
|MSCI USA Momentum Index||0.0%||1.6%||4.4%||8.1%||15.8%||25.2%||20.8%||21.1%||18.4%|
|MSCI USA Enhanced Value Index||-0.7%||0.3%||3.4%||1.9%||22.2%||37.4%||10.9%||13.1%||13.9%|
|MSCI USA Equal Weighted Index||0.1%||1.9%||4.4%||5.3%||24.3%||40.1%||19.4%||16.6%||15.3%|
|MSCI USA Growth Target Index||-0.1%||1.7%||3.2%||2.2%||16.9%||26.0%||17.5%||17.8%||17.1%|
YTD Factor relative performance over parent market cap index
- All returns over 1 year are annualized.
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