iShares MSCI ACWI ETF (ACWI)

118.49 +1.22 (+1.04%) USD  |  NASDAQ  |  Jan 03, 16:00
118.47 -0.02 (-0.02%) After-Hours: 20:00
More

ACWI Max Drawdown (5Y): 33.52% for Dec. 31, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for ACWI.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
iShares Global 100 ETF 31.43%
Vanguard Total World Stock Index Fund ETF 34.23%
iShares MSCI Global Min Vol Factor ETF 28.82%
iShares MSCI World ETF 34.01%
Siren Nasdaq NexGen Economy ETF 64.38%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 6.089
Beta (5Y) 0.9501
Alpha (vs YCharts Benchmark) (5Y) 0.0914
Beta (vs YCharts Benchmark) (5Y) 0.9943
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.43%
Historical Sharpe Ratio (5Y) 0.4153
Historical Sortino (5Y) 0.4412
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.81%