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FTSE All World ex Japan Index (^AW04)

Index · Currency in USD · Last updated Sep 17, 2022

^AW04Share Price Chart


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^AW04Performance

The chart shows the growth of $10,000 invested in FTSE All World ex Japan Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $20,192 for a total return of roughly 101.92%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-15.59%
-14.15%
^AW04 (FTSE All World ex Japan Index)
Benchmark (^GSPC)

^AW04Returns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-9.41%-10.03%
6M-13.97%-12.20%
YTD-20.63%-18.73%
1Y-18.10%-13.56%
5Y4.48%8.82%
10Y5.84%9.89%

^AW04Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-4.86%-2.78%2.16%-8.00%-0.23%-8.62%6.79%-3.87%-2.45%
2021-0.47%2.30%2.70%4.63%1.41%1.19%0.66%2.30%-4.66%5.54%-2.60%4.15%
2020-1.18%-8.13%-14.26%10.94%4.07%3.25%5.58%5.92%-3.66%-2.62%12.27%4.57%
20197.85%2.67%1.14%3.36%-6.36%6.52%0.15%-2.67%1.89%2.51%2.42%3.57%
20185.65%-4.57%-2.37%0.78%-0.19%-0.58%3.14%0.55%0.12%-7.45%1.36%-7.14%
20172.55%2.79%1.16%1.42%1.78%0.17%2.68%0.20%1.82%1.78%1.68%1.67%
2016-5.91%-0.70%7.53%0.98%-0.12%-0.67%4.00%0.09%0.36%-2.02%0.89%2.24%
2015-1.91%5.30%-2.01%2.68%-0.50%-2.63%0.75%-7.11%-3.47%7.51%-0.99%-2.06%
2014-4.09%5.01%0.50%1.01%1.66%1.45%-1.49%2.38%-3.55%0.77%1.62%-2.09%
20134.58%-0.45%1.31%2.11%-0.07%-3.52%5.03%-2.30%4.76%4.29%1.22%1.70%
20126.02%4.84%0.33%-1.26%-9.38%4.72%1.56%2.13%3.11%-0.59%1.01%2.03%
20111.58%2.49%0.61%4.14%-2.64%-1.96%-2.22%-7.51%-10.37%11.66%-3.22%-0.48%
2010-6.51%0.99%6.45%-0.01%-10.10%-3.17%8.45%-3.82%10.01%3.60%-2.95%7.28%

^AW04Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current FTSE All World ex Japan Index Sharpe ratio is -0.85. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.85
-0.52
^AW04 (FTSE All World ex Japan Index)
Benchmark (^GSPC)

^AW04Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-20.99%
-19.25%
^AW04 (FTSE All World ex Japan Index)
Benchmark (^GSPC)

^AW04Worst Drawdowns

The table below shows the maximum drawdowns of the FTSE All World ex Japan Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the FTSE All World ex Japan Index is 34.53%, recorded on Mar 23, 2020. It took 112 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.53%Feb 20, 202023Mar 23, 2020112Aug 26, 2020135
-25.09%May 3, 2011111Oct 4, 2011344Jan 29, 2013455
-22.73%Jan 5, 2022117Jun 16, 2022
-20.43%Jan 29, 2018237Dec 25, 2018239Nov 25, 2019476
-20.29%May 18, 2015193Feb 11, 2016263Feb 14, 2017456
-16.64%Apr 16, 201057Jul 5, 201072Oct 13, 2010129
-10.58%Jan 12, 201020Feb 8, 201038Apr 1, 201058
-9.52%Jul 4, 201475Oct 16, 2014125Apr 10, 2015200
-8.62%May 22, 201324Jun 24, 201356Sep 10, 201380
-7.98%Sep 3, 202016Sep 24, 202032Nov 9, 202048

^AW04Volatility Chart

Current FTSE All World ex Japan Index volatility is 24.82%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%AprilMayJuneJulyAugustSeptember
24.82%
30.01%
^AW04 (FTSE All World ex Japan Index)
Benchmark (^GSPC)