iShares Edge MSCI Wld Mom Fctr ETF $ Acc (LSE:IWMO) - ETF price

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iShares Edge MSCI World Momentum Factor UCITS ETF USD (Acc) IWMO

Morningstar Rating™ (Relative to Category) 31/07/2020
 Morningstar ReturnMorningstar Risk (Rel to Cat)Morningstar Rating™
Category: Global Large-Cap Growth EquityClick here to see our Methodology
3-YearAbove AverageAverageStarRatingValueLabel_4
5-YearAbove AverageBelow AverageStarRatingValueLabel_5
10-Year--Not Rated
OverallAbove AverageBelow AverageStarRatingValueLabel_5
Modern Portfolio Statistics 31/07/2020
 Standard Index
Best Fit Index
3-Yr R-Squared87.89-
3-Yr Beta0.84-
3-Yr Alpha2.17-
Return/Risk Analysis 31/07/2020
Risk Measurement1 Year3 Years5 Years
Standard Deviation19.6115.9814.13
3-Yr Mean Return19.3916.5713.77
Sharpe Ratio0.850.860.84
Sortino Ratio---
Positive Months82644
Negative Months41016
Worst Month-8.80-9.99-9.99
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