α52
Alpha 52
Where AI meets Quant
ACWI
129.79
+ 0.57%
iShares MSCI ACWI ETF
Region ETF

Investment Metrics

Overall Rank

3M 6M 1Y
6 6 5

Performance Metrics

Metric 3M 6M 1Y
Return 11.34% 9.23% 16.71%
Price Trend 0.93 0.35 0.59

Risk Metrics

Metric 3M 6M 1Y
Volatility 13.70% 15.51% 18.07%
Max Drawdown -11.77% -16.55% -16.55%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 0.75 0.46 0.67
Calmar Ratio 0.96 0.56 1.01
Sortino Ratio 0.88 0.60 0.85
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