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FTSE All World (^AW01)

Index · Currency in USD · Last updated Sep 27, 2022

^AW01Share Price Chart


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^AW01Performance

The chart shows the growth of $10,000 invested in FTSE All World in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $18,404 for a total return of roughly 84.04%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-21.20%
-19.32%
^AW01 (FTSE All World)
Benchmark (^GSPC)

^AW01Returns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-10.74%-9.92%
6M-21.23%-20.12%
YTD-25.62%-23.31%
1Y-23.22%-17.97%
5Y2.84%7.56%
10Y5.24%9.43%

^AW01Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-4.85%-2.66%1.92%-8.04%-0.13%-8.55%6.70%-3.78%-8.62%
2021-0.50%2.23%2.57%4.18%1.41%1.09%0.53%2.34%-4.23%4.92%-2.62%4.01%
2020-1.21%-8.22%-13.76%10.50%4.22%2.98%5.01%6.05%-3.37%-2.56%12.26%4.53%
20197.70%2.45%1.02%3.20%-6.20%6.28%0.14%-2.55%1.99%2.70%2.27%3.44%
20185.55%-4.32%-2.40%0.77%-0.26%-0.76%2.91%0.52%0.30%-7.55%1.30%-7.14%
20172.64%2.67%0.97%1.40%1.88%0.24%2.62%0.19%1.78%2.02%1.79%1.58%
2016-6.12%-0.91%7.23%1.28%-0.17%-0.83%4.21%0.10%0.42%-1.72%0.59%2.13%
2015-1.56%5.36%-1.76%2.74%-0.34%-2.53%0.73%-6.98%-3.80%7.72%-0.98%-1.87%
2014-4.07%4.54%0.31%0.73%1.84%1.76%-1.32%2.01%-3.38%0.60%1.51%-2.03%
20134.52%-0.24%1.51%2.66%-0.58%-3.08%4.65%-2.28%5.01%3.92%1.23%1.61%
20125.90%4.83%0.33%-1.40%-9.35%4.75%1.27%1.92%2.99%-0.67%1.08%2.25%
20111.45%2.66%-0.25%3.87%-2.57%-1.71%-1.79%-7.55%-9.74%10.64%-3.32%-0.38%
2010-5.99%1.01%6.28%-0.02%-9.93%-3.07%8.02%-3.70%9.48%3.47%-2.55%7.31%

^AW01Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current FTSE All World Sharpe ratio is -1.25. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50AprilMayJuneJulyAugustSeptember
-1.25
-0.78
^AW01 (FTSE All World)
Benchmark (^GSPC)

^AW01Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-26.00%
-23.80%
^AW01 (FTSE All World)
Benchmark (^GSPC)

^AW01Worst Drawdowns

The table below shows the maximum drawdowns of the FTSE All World. 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 FTSE All World is 33.88%, recorded on Mar 23, 2020. It took 112 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.88%Feb 13, 202028Mar 23, 2020112Aug 26, 2020140
-26%Nov 17, 2021225Sep 27, 2022
-24.08%May 3, 2011111Oct 4, 2011347Feb 1, 2013458
-20.85%Jan 29, 2018237Dec 25, 2018252Dec 12, 2019489
-20.07%May 22, 2015189Feb 11, 2016264Feb 15, 2017453
-16.25%Apr 16, 201057Jul 5, 201080Oct 25, 2010137
-10.02%Jan 12, 201020Feb 8, 201038Apr 1, 201058
-9.55%Jul 4, 201475Oct 16, 2014125Apr 9, 2015200
-8.76%May 22, 201324Jun 24, 201357Sep 11, 201381
-7.37%Sep 3, 202016Sep 24, 202032Nov 9, 202048

^AW01Volatility Chart

Current FTSE All World volatility is 11.20%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%AprilMayJuneJulyAugustSeptember
11.20%
12.36%
^AW01 (FTSE All World)
Benchmark (^GSPC)