Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACWF (iShares MSCI Global Multifactor ETF) | NA | 18.95% | 7.13% | 9.27% | NA | NA | NA | … | … |
Data as of 01/29/2024, Common starting date is 05/04/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACWF (iShares MSCI Global Multifactor ETF) | 05/04/2015 | 01/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.59 | 18.95 | 7.13 | 9.27 | NA | NA | NA | … | … | 2.80 | 20.61 | -16.97 | 18.69 | 9.98 | 23.20 | -13.70 | 29.87 | 4.99 | -6.46 |
| Sharpe Ratio | NA | 1.11 | 0.32 | 0.39 | NA | NA | NA | … | … | 4.41 | 1.34 | -0.84 | 1.40 | 0.30 | 1.74 | -0.94 | 3.25 | 0.29 | -0.53 |
| Standard Deviation(%) | NA | 12.04 | 16.30 | 19.87 | NA | NA | NA | … | … | 9.20 | 12.42 | 21.86 | 13.38 | 31.98 | 12.52 | 16.01 | 9.05 | 16.69 | 18.05 |
| Draw Down(%) | NA | 10.05 | 25.15 | 34.12 | NA | NA | NA | … | … | 1.61 | 10.05 | 25.15 | 7.21 | 34.12 | 8.06 | 23.82 | 3.47 | 13.50 | 13.53 |
| Yield(%) | 0.00 | 2.83 | 2.46 | 2.74 | 2.23 | 1.49 | 1.12 | … | … | 0.00 | 3.00 | 2.04 | 2.23 | 1.85 | 2.90 | 1.70 | 2.45 | 2.05 | 0.85 |
Data as of 01/29/2024, Common starting date is 05/04/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACWF (iShares MSCI Global Multifactor ETF) |
-0.45%
Mar 2017 – Mar 2020 |
2.23%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACWF (iShares MSCI Global Multifactor ETF) |
17.16%
Dec 2018 – Dec 2021 |
13.30%
Jun 2016 – Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart