ACWI - iShares MSCI ACWI ETF

NasdaqGS - NasdaqGS Real Time Price. Currency in USD

Risk Statistics

3 YearsACWICategory Average
5 YearsACWICategory Average
10 YearsACWICategory Average
Alpha
3.74.54
4.293.23
4.190.43
Beta
0.930.92
0.890.87
0.880.85
Mean Annual Return
0.810.45
0.530.77
0.770.33
R-squared
88.2687.26
90.7989.84
9490.95
Standard Deviation
11.312.44
11.813.12
13.3217.05
Sharpe Ratio
0.720.46
0.450.72
0.660.18
Treynor Ratio
8.495.66
5.3810.19
9.262.04