FTSE All World ex South Africa Index (^AW05)
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FTSE All World ex South Africa Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
FTSE All World ex South Africa Index had a return of 19.83% year-to-date (YTD) and 24.72% in the last 12 months. Over the past 10 years, FTSE All World ex South Africa Index had an annualized return of 7.52%, while the S&P 500 had an annualized return of 11.62%, indicating that FTSE All World ex South Africa Index did not perform as well as the benchmark.
^AW05
19.83%
1.21%
9.83%
24.72%
9.44%
7.52%
^GSPC (Benchmark)
27.68%
1.58%
13.90%
32.27%
14.27%
11.62%
Monthly Returns
The table below presents the monthly returns of ^AW05, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.54% | 4.11% | 2.85% | -3.39% | 3.78% | 1.97% | 1.63% | 2.42% | 2.19% | -2.39% | 3.52% | 19.83% | |
| 2023 | 7.02% | -2.97% | 2.75% | 1.34% | -1.27% | 5.49% | 3.52% | -2.87% | -4.18% | -3.08% | 9.02% | 4.67% | 19.99% |
| 2022 | -4.90% | -2.69% | 1.89% | -8.01% | -0.13% | -8.53% | 6.73% | -3.78% | -9.75% | 5.88% | 7.61% | -3.86% | -19.56% |
| 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% | 16.73% |
| 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% | 14.23% |
| 2019 | 7.67% | 2.51% | 1.04% | 3.17% | -6.19% | 6.28% | 0.17% | -2.50% | 2.01% | 2.69% | 2.28% | 3.41% | 24.13% |
| 2018 | 5.57% | -4.36% | -2.36% | 0.79% | -0.21% | -0.73% | 2.89% | 0.60% | 0.32% | -7.54% | 1.25% | -7.18% | -11.17% |
| 2017 | 2.64% | 2.68% | 0.99% | 1.38% | 1.88% | 0.27% | 2.59% | 0.16% | 1.86% | 2.02% | 1.74% | 1.51% | 21.55% |
| 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% | 5.70% |
| 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% | -3.84% |
| 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% | 2.16% |
| 2013 | 4.64% | -0.22% | 1.55% | 2.68% | -0.53% | -3.09% | 4.67% | -2.29% | 4.99% | 3.91% | 1.28% | 1.62% | 20.50% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^AW05 is 72, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for FTSE All World ex South Africa Index (^AW05) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the FTSE All World ex South Africa Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the FTSE All World ex South Africa Index was 59.47%, occurring on Mar 9, 2009. Recovery took 1364 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.47% | Nov 1, 2007 | 352 | Mar 9, 2009 | 1364 | Jun 5, 2014 | 1716 |
| -33.81% | Feb 13, 2020 | 28 | Mar 23, 2020 | 112 | Aug 26, 2020 | 140 |
| -30.95% | Mar 20, 2002 | 146 | Oct 9, 2002 | 313 | Dec 23, 2003 | 459 |
| -27.34% | Nov 17, 2021 | 236 | Oct 12, 2022 | 355 | Feb 22, 2024 | 591 |
| -20.74% | Jan 29, 2018 | 237 | Dec 25, 2018 | 252 | Dec 12, 2019 | 489 |
Volatility
Volatility Chart
The current FTSE All World ex South Africa Index volatility is 1.83%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.