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FTSE All World ex Japan Index (^AW04)

Index · Currency in USD · Last updated Feb 7, 2023

^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 Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,934 for a total return of roughly 119.34%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%OctoberNovemberDecember2023February
6.71%
3.64%
^AW04 (FTSE All World ex Japan Index)
Benchmark (^GSPC)

^AW04Compare to other instruments

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FTSE All World ex Japan Index

^AW04Returns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M5.02%5.55%
YTD7.28%7.07%
6M1.48%-0.82%
1Y-9.47%-8.65%
5Y5.05%8.50%
10Y6.26%10.19%

^AW04Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20237.09%
2022-3.87%-9.68%6.09%7.53%-4.14%

^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 -0.42. 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.


-1.40-1.20-1.00-0.80-0.60-0.40-0.20OctoberNovemberDecember2023February
-0.42
-0.26
^AW04 (FTSE All World ex Japan Index)
Benchmark (^GSPC)

^AW04Drawdowns Chart

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


-25.00%-20.00%-15.00%OctoberNovemberDecember2023February
-14.17%
-14.29%
^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
-27.3%Jan 5, 2022201Oct 12, 2022
-25.09%May 3, 2011111Oct 4, 2011344Jan 29, 2013455
-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 14.49%. 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%OctoberNovemberDecember2023February
14.49%
16.98%
^AW04 (FTSE All World ex Japan Index)
Benchmark (^GSPC)