FTSE All World ex South Africa Index (^AW05)
Share Price Chart
Loading data...
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -0.03% | 0.19% |
| Year-To-Date | 3.65% | 3.59% |
| 6 months | 12.10% | 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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 7.02% | -2.97% | ||||||||||
| 2022 | -9.75% | 5.88% | 7.61% | -3.86% |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 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 | — | — | — |
| -20.74% | Jan 29, 2018 | 237 | Dec 25, 2018 | 252 | Dec 12, 2019 | 489 |
| -19.93% | May 22, 2015 | 189 | Feb 11, 2016 | 264 | Feb 15, 2017 | 453 |
| -12.2% | May 10, 2006 | 24 | Jun 13, 2006 | 92 | Oct 20, 2006 | 116 |
| -11.42% | Jul 16, 2007 | 24 | Aug 16, 2007 | 32 | Oct 1, 2007 | 56 |
| -9.56% | Jul 4, 2014 | 75 | Oct 16, 2014 | 124 | Apr 9, 2015 | 199 |
| -8.74% | Feb 18, 2004 | 64 | May 17, 2004 | 122 | Nov 3, 2004 | 186 |
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.