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FTSE All World ex South Africa Index (^AW05)

Index · Currency in USD · Last updated Dec 10, 2022

^AW05Share Price Chart


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^AW05Performance

The chart shows the growth of $10,000 invested in FTSE All World ex South Africa Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $20,477 for a total return of roughly 104.77%. All prices are adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.64%
4.93%
^AW05 (FTSE All World ex South Africa Index)
Benchmark (^GSPC)

^AW05Compare to other instruments

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^AW05Returns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M4.81%2.78%
6M-2.82%-2.08%
YTD-17.75%-17.45%
1Y-16.96%-16.31%
5Y4.09%7.92%
10Y6.22%10.38%

^AW05Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-4.90%-2.69%1.89%-8.01%-0.13%-8.53%6.73%-3.78%-9.75%5.88%7.61%-1.70%
2021-0.52%2.23%2.55%4.20%1.38%1.13%0.54%2.35%-4.22%4.94%-2.62%4.01%
2020-1.16%-8.19%-13.70%10.50%4.23%2.95%5.00%6.09%-3.38%-2.57%12.26%4.51%
20197.67%2.51%1.04%3.17%-6.19%6.28%0.17%-2.50%2.01%2.69%2.28%3.41%
20185.57%-4.36%-2.36%0.79%-0.21%-0.73%2.89%0.60%0.32%-7.54%1.25%-7.18%
20172.64%2.68%0.99%1.38%1.88%0.27%2.59%0.16%1.86%2.02%1.74%1.51%
2016-6.13%-0.93%7.16%1.25%-0.10%-0.90%4.17%0.16%0.38%-1.72%0.67%2.10%
2015-1.60%5.40%-1.75%2.72%-0.27%-2.57%0.79%-6.98%-3.77%7.72%-0.93%-1.80%
2014-4.02%4.50%0.26%0.74%1.84%1.75%-1.34%2.01%-3.33%0.55%1.53%-2.02%
20134.64%-0.22%1.55%2.68%-0.53%-3.09%4.67%-2.29%4.99%3.91%1.28%1.62%
20125.88%4.80%0.39%-1.42%-9.33%4.75%1.25%1.95%2.98%-0.65%1.11%2.17%
20111.62%2.62%-0.29%3.86%-2.54%-1.71%-1.80%-7.61%-9.66%10.67%-3.36%-0.36%
2010-5.99%1.03%6.23%-0.03%-9.96%-3.07%7.96%-3.70%9.43%3.49%-2.55%7.22%

^AW05Sharpe 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 South Africa 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.


-1.40-1.20-1.00-0.80-0.60-0.40-0.20JulyAugustSeptemberOctoberNovemberDecember
-0.85
-0.68
^AW05 (FTSE All World ex South Africa Index)
Benchmark (^GSPC)

^AW05Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-18.17%
-17.97%
^AW05 (FTSE All World ex South Africa Index)
Benchmark (^GSPC)

^AW05Worst Drawdowns

The table below shows the maximum drawdowns of the FTSE All World ex South Africa 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 South Africa Index is 33.81%, recorded on Mar 23, 2020. It took 112 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.81%Feb 13, 202028Mar 23, 2020112Aug 26, 2020140
-27.34%Nov 17, 2021236Oct 12, 2022
-24.04%May 3, 2011111Oct 4, 2011347Feb 1, 2013458
-20.74%Jan 29, 2018237Dec 25, 2018252Dec 12, 2019489
-19.93%May 22, 2015189Feb 11, 2016264Feb 15, 2017453
-16.29%Apr 16, 201057Jul 5, 201073Oct 14, 2010130
-10.01%Jan 12, 201020Feb 8, 201038Apr 1, 201058
-9.56%Jul 4, 201475Oct 16, 2014124Apr 9, 2015199
-8.72%May 22, 201324Jun 24, 201357Sep 11, 201381
-7.39%Sep 3, 202016Sep 24, 202032Nov 9, 202048

^AW05Volatility Chart

Current FTSE All World ex South Africa Index volatility is 16.14%. 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%JulyAugustSeptemberOctoberNovemberDecember
16.14%
22.29%
^AW05 (FTSE All World ex South Africa Index)
Benchmark (^GSPC)