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ACWI

Last updated Oct 3, 2023

Asset Allocation


ACWI 100%EquityEquity
PositionCategory/SectorWeight
ACWI
iShares MSCI ACWI ETF
Large Cap Growth Equities100%

Performance

The chart shows the growth of an initial investment of $10,000 in ACWI, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
2.20%
4.84%
ACWI
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 3, 2023, the ACWI returned 9.45% Year-To-Date and 7.61% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.58%11.69%16.58%8.16%9.78%
ACWI-4.97%1.67%9.45%17.49%6.66%7.61%
ACWI
iShares MSCI ACWI ETF
-4.97%1.67%9.45%17.49%6.66%7.61%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.33%1.57%-1.05%5.78%3.60%-2.91%-4.28%

Sharpe Ratio

The current ACWI Sharpe ratio is 1.17. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.17

The Sharpe ratio of ACWI lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
1.17
1.04
ACWI
Benchmark (^GSPC)
Portfolio components

Dividend yield

ACWI granted a 1.77% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
ACWI1.77%1.81%1.76%1.50%2.48%2.45%2.16%2.48%2.97%2.69%2.30%2.78%
ACWI
iShares MSCI ACWI ETF
1.77%1.81%1.76%1.50%2.48%2.45%2.16%2.48%2.97%2.69%2.30%2.78%

Expense Ratio

The ACWI has a high expense ratio of 0.32%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.32%
0.00%2.15%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ACWI
iShares MSCI ACWI ETF
1.17

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%MayJuneJulyAugustSeptemberOctober
-11.15%
-10.59%
ACWI
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the ACWI. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the ACWI is 56.00%, recorded on Mar 9, 2009. It took 983 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56%May 19, 2008204Mar 9, 2009983Feb 1, 20131187
-33.52%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-26.42%Jan 4, 2022195Oct 12, 2022
-19.49%Jan 29, 2018229Dec 24, 2018145Jul 24, 2019374
-19.43%May 22, 2015183Feb 11, 2016226Jan 4, 2017409

Volatility Chart

The current ACWI volatility is 2.99%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%MayJuneJulyAugustSeptemberOctober
2.99%
3.15%
ACWI
Benchmark (^GSPC)
Portfolio components