ACWI - iShares MSCI ACWI ETF

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsACWICategory Average
5 YearsACWICategory Average
10 YearsACWICategory Average
Alpha
5.084.54
5.153.23
3.430.43
Beta
0.810.92
0.830.87
0.880.85
Mean Annual Return
1.120.45
0.760.77
0.780.33
R-squared
88.1387.26
89.9489.84
95.7390.95
Standard Deviation
9.3412.44
9.7913.12
15.9117.05
Sharpe Ratio
1.340.46
0.870.72
0.560.18
Treynor Ratio
15.985.66
10.1610.19
9.122.04