ACWV: iShares MSCI Global Min Vol Factor ETF
Performance
ACWV +11.34%
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Summary
ACWV at a glance
ACWV returned +11.34% over the past year and +6.42% a year over five years. Its worst drop in that year was -6.37%, smaller than 78% of ETFs on Redstone, and its Sharpe ratio of 0.81 beats 77% of ETFs on Redstone. It yields 1.83%.
Current Drawdown
-0.38%
Rolling Volatility
+0.51%
Actions
Metrics
Risk Indicators
Alpha4.00%
Beta0.33x
Sharpe0.81
Sortino1.23
Omega1.14
Calmar1.78
Martin2.83
Comparisons