UBS (Irl) ETF plc - MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (GBP) | USFM

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Morningstar Rating™(Relative to Category)30/09/2021
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageAverage3 star
5-Year--Not Rated
10-Year--Not Rated
OverallAverageAverage3 star
 
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1 Year Daily Volatility Chart (annualised)
  • UBS (Irl) ETF plc - MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (GBP) | USFM
  • Russell 1000 TR USD
%
Volatility Measurements30/09/2021
 
3-Yr Std Dev15.26 %
3-Yr Mean Return14.25 %
 
3-Yr Sharpe Ratio0.85
 
Modern Portfolio Statistics30/09/2021-
 Standard IndexBest Fit Index
 Russell 1000 TR USD  
3-Yr Beta0.89-
3-Yr Alpha-0.40-
 
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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)