ACWI
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ACWI iShares MSCI ACWI ETF | Large Cap Growth Equities | 100% |
Performance
Performance Chart
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
The earliest data available for this chart is Mar 28, 2008, corresponding to the inception date of ACWI
Returns By Period
As of Aug 27, 2024, the ACWI returned 15.41% Year-To-Date and 8.87% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| ACWI | 15.41% | 3.28% | 10.08% | 24.53% | 12.17% | 8.87% |
| Portfolio components: | ||||||
ACWI iShares MSCI ACWI ETF | 15.41% | 3.28% | 10.08% | 24.53% | 12.17% | 8.87% |
Monthly Returns
The table below presents the monthly returns of ACWI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.28% | 4.51% | 3.26% | -3.55% | 4.58% | 2.04% | 1.54% | 15.41% | |||||
| 2023 | 7.50% | -3.32% | 3.33% | 1.57% | -1.05% | 5.78% | 3.60% | -2.91% | -4.28% | -2.54% | 8.89% | 4.81% | 22.27% |
| 2022 | -4.55% | -3.06% | 1.94% | -8.07% | 0.45% | -8.11% | 7.07% | -4.36% | -9.39% | 6.35% | 8.34% | -4.61% | -18.39% |
| 2021 | -0.31% | 2.29% | 2.85% | 4.25% | 1.47% | 1.26% | 0.91% | 2.17% | -4.23% | 5.39% | -2.31% | 3.89% | 18.66% |
| 2020 | -1.44% | -7.49% | -13.41% | 9.83% | 5.09% | 2.94% | 5.36% | 6.03% | -2.95% | -2.23% | 11.76% | 4.69% | 16.34% |
| 2019 | 8.04% | 2.47% | 1.58% | 3.42% | -6.07% | 6.49% | 0.07% | -2.21% | 2.25% | 2.74% | 2.34% | 3.44% | 26.59% |
| 2018 | 5.70% | -4.48% | -1.50% | 0.40% | 0.47% | -0.59% | 3.07% | 0.70% | 0.61% | -7.43% | 1.59% | -7.21% | -9.13% |
| 2017 | 2.91% | 2.51% | 1.35% | 1.61% | 2.21% | 0.79% | 2.73% | 0.40% | 1.88% | 2.15% | 2.02% | 1.45% | 24.33% |
| 2016 | -5.30% | -1.25% | 7.39% | 1.34% | 0.33% | -0.05% | 3.77% | 0.34% | 0.94% | -1.91% | 1.03% | 1.96% | 8.39% |
| 2015 | -1.32% | 5.51% | -1.46% | 2.87% | 0.00% | -2.58% | 0.82% | -6.81% | -3.44% | 7.66% | -0.53% | -2.11% | -2.21% |
| 2014 | -4.63% | 5.20% | 0.57% | 1.19% | 2.01% | 1.82% | -1.44% | 2.58% | -3.32% | 1.21% | 1.38% | -2.36% | 3.83% |
| 2013 | 3.76% | -0.10% | 1.83% | 2.84% | -0.38% | -2.61% | 4.58% | -2.29% | 5.54% | 3.95% | 1.55% | 2.07% | 22.37% |
Expense Ratio
ACWI features an expense ratio of 0.32%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ACWI is 60, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 2.19 | 3.04 | 1.39 | 1.82 | 10.18 |
Dividends
Dividend yield
ACWI granted a 1.63% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ACWI | 1.63% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
| Portfolio components: | ||||||||||||
ACWI iShares MSCI ACWI ETF | 1.63% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the ACWI. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the ACWI was 56.00%, occurring on Mar 9, 2009. Recovery took 983 trading sessions.
The current ACWI drawdown is 0.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56% | May 19, 2008 | 204 | Mar 9, 2009 | 983 | Feb 1, 2013 | 1187 |
| -33.53% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -26.42% | Jan 4, 2022 | 195 | Oct 12, 2022 | 322 | Jan 25, 2024 | 517 |
| -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
Volatility Chart
The current ACWI volatility is 5.58%, 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.