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iShares MSCI ACWI ETF (ACWI)

NasdaqGM - NasdaqGM Real Time Price. Currency in USD
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79.36-0.36 (-0.45%)
At close: 4:00PM EDT

Risk Statistics

3 YearsACWICategory Average
5 YearsACWICategory Average
10 YearsACWICategory Average
Alpha
5.114.54
4.343.23
4.460.43
Beta
0.990.92
0.940.87
0.90.85
Mean Annual Return
0.630.45
0.630.77
0.830.33
R-squared
94.0287.26
93.2189.84
94.0390.95
Standard Deviation
16.2612.44
14.513.12
14.0617.05
Sharpe Ratio
0.360.46
0.440.72
0.660.18
Treynor Ratio
4.735.66
5.8810.19
9.72.04