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
3.484.54
4.233.23
3.180.43
Beta
0.850.92
0.830.87
0.880.85
Mean Annual Return
0.680.45
0.780.77
0.530.33
R-squared
92.2687.26
91.3289.84
96.2390.95
Standard Deviation
10.7912.44
10.313.12
16.7117.05
Sharpe Ratio
0.690.46
0.860.72
0.360.18
Treynor Ratio
8.445.66
10.4610.19
5.452.04