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
2.84.54
3.763.23
3.460.43
Beta
0.860.92
0.860.87
0.880.85
Mean Annual Return
0.610.45
0.420.77
0.860.33
R-squared
87.2987.26
89.7989.84
94.890.95
Standard Deviation
10.5612.44
10.8613.12
14.7617.05
Sharpe Ratio
0.580.46
0.40.72
0.670.18
Treynor Ratio
6.815.66
4.4710.19
10.482.04