IWDA vs Factores
CAGRobject
Returnobject
IWDA
10.84%
124.00%
Momentum
12.81%
157.22%
Quality
11.06%
127.60%
Value
6.35%
62.05%
Volatility
9.90%
109.52%
Size
7.86%
80.97%
Correlação de retornos mensais
IWDAfloat64
Momentumfloat64
IWDA
1.0
0.916
Momentum
0.916
1.0
Quality
0.983
0.915
Value
0.89
0.712
Volatility
0.856
0.83
Size
0.967
0.85
% weightfloat64
Momentum
0.147
Quality
0.491
Value
0.152
Volatility
0.038
Size
0.173
Factors Pfloat64
IWDA
0.987