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
3.814.54
4.293.23
3.440.43
Beta
0.840.92
0.830.87
0.870.85
Mean Annual Return
0.790.45
0.790.77
0.640.33
R-squared
92.1187.26
90.8889.84
96.1190.95
Standard Deviation
10.7512.44
10.0713.12
16.4817.05
Sharpe Ratio
0.810.46
0.890.72
0.450.18
Treynor Ratio
10.055.66
10.6310.19
7.112.04