ACWX - iShares MSCI ACWI ex U.S. ETF

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsACWXCategory Average
5 YearsACWXCategory Average
10 YearsACWXCategory Average
Alpha
-0.130.72
-0.051.34
-0.26-0.3
Beta
11.01
10.95
10.96
Mean Annual Return
0.580.14
0.170.66
0.540.3
R-squared
99.9691.75
99.9793.83
99.9193.95
Standard Deviation
11.0613.42
12.2913.95
14.8519.03
Sharpe Ratio
0.50.15
0.090.57
0.40.14
Treynor Ratio
5.171.18
0.387.64
5.040.97