IWDA vs Factores
CAGRobject
Returnobject
IWDA
10.31%
109.39%
Momentum
12.38%
140.79%
Quality
10.56%
113.06%
Value
6.80%
64.13%
Volatility
9.30%
95.35%
Size
7.81%
76.13%
Correlação de retornos mensais
IWDAfloat64
Momentumfloat64
IWDA
1
0.917
Momentum
0.917
1
Quality
0.982
0.917
Value
0.888
0.692
Volatility
0.857
0.833
Size
0.962
0.839
% weightfloat64
Momentum
0.165
Quality
0.468
Value
0.172
Volatility
0.043
Size
0.153
Factors Pfloat64
IWDA
0.988