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
4.044.54
4.433.23
4.050.43
Beta
0.880.92
0.880.87
0.860.85
Mean Annual Return
0.960.45
0.630.77
0.960.33
R-squared
85.6187.26
89.9389.84
94.1390.95
Standard Deviation
10.112.44
11.1213.12
13.5517.05
Sharpe Ratio
1.010.46
0.610.72
0.820.18
Treynor Ratio
11.655.66
7.310.19
12.422.04