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FTSE All World ex South Africa Index (^AW05)

Index · Currency in USD · Last updated Mar 28, 2023

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in FTSE All World ex South Africa Index in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $27,117 for a total return of roughly 171.17%. All prices are adjusted for splits and dividends.


140.00%160.00%180.00%200.00%220.00%240.00%260.00%NovemberDecember2023FebruaryMarch
171.17%
250.70%
^AW05 (FTSE All World ex South Africa Index)
Benchmark (^GSPC)

S&P 500

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Return

FTSE All World ex South Africa Index had a return of 3.65% year-to-date (YTD) and -11.33% in the last 12 months. Over the past 10 years, FTSE All World ex South Africa Index had an annualized return of 5.62%, while the S&P 500 had an annualized return of 9.42%, indicating that FTSE All World ex South Africa Index did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-0.03%0.19%
Year-To-Date3.65%3.59%
6 months12.10%8.82%
1 year-11.33%-12.45%
5 years (annualized)4.48%8.52%
10 years (annualized)5.62%9.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20237.02%-2.97%
2022-9.75%5.88%7.61%-3.86%

Sharpe 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 -0.57. 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.


-1.40-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.57
-0.49
^AW05 (FTSE All World ex South Africa Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-25.00%-20.00%-15.00%NovemberDecember2023FebruaryMarch
-17.05%
-17.08%
^AW05 (FTSE All World ex South Africa Index)
Benchmark (^GSPC)

Worst 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 59.47%, recorded on Mar 9, 2009. It took 1364 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.47%Nov 1, 2007352Mar 9, 20091364Jun 5, 20141716
-33.81%Feb 13, 202028Mar 23, 2020112Aug 26, 2020140
-30.95%Mar 20, 2002146Oct 9, 2002313Dec 23, 2003459
-27.34%Nov 17, 2021236Oct 12, 2022
-20.74%Jan 29, 2018237Dec 25, 2018252Dec 12, 2019489
-19.93%May 22, 2015189Feb 11, 2016264Feb 15, 2017453
-12.2%May 10, 200624Jun 13, 200692Oct 20, 2006116
-11.42%Jul 16, 200724Aug 16, 200732Oct 1, 200756
-9.56%Jul 4, 201475Oct 16, 2014124Apr 9, 2015199
-8.74%Feb 18, 200464May 17, 2004122Nov 3, 2004186

Volatility Chart

Current FTSE All World ex South Africa Index volatility is 10.99%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2023FebruaryMarch
10.99%
17.18%
^AW05 (FTSE All World ex South Africa Index)
Benchmark (^GSPC)