ACWI
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ACWI iShares MSCI ACWI ETF | Large Cap Growth Equities | 100% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
ACWI iShares MSCI ACWI ETF | -4.97% | 1.67% | 9.45% | 17.49% | 6.66% | 7.61% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.33% | 1.57% | -1.05% | 5.78% | 3.60% | -2.91% | -4.28% |
Dividend yield
ACWI granted a 1.77% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ACWI | 1.77% | 1.81% | 1.76% | 1.50% | 2.48% | 2.45% | 2.16% | 2.48% | 2.97% | 2.69% | 2.30% | 2.78% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.17 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2008 | 204 | Mar 9, 2009 | 983 | Feb 1, 2013 | 1187 |
| -33.52% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -26.42% | Jan 4, 2022 | 195 | Oct 12, 2022 | — | — | — |
| -19.49% | Jan 29, 2018 | 229 | Dec 24, 2018 | 145 | Jul 24, 2019 | 374 |
| -19.43% | May 22, 2015 | 183 | Feb 11, 2016 | 226 | Jan 4, 2017 | 409 |
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.