Ninety One Global Strategy Fund - Emerging Markets Local Currency Debt Fund I Acc USD

Morningstar Rating™(Relative to Category)30/09/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAbove AverageAbove Average3 star
5-YearAverageAverage3 star
10-YearAverageAbove Average3 star
OverallAverageAbove Average3 star
 
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1 Year Daily Volatility Chart (annualised)
  • Ninety One Global Strategy Fund - Emerging Markets Local Currency Debt Fund I Acc USD
  • JPM GBI-EM Global Diversified TR USD
%
Volatility Measurements30/09/2020
 
3-Yr Std Dev11.19 %
3-Yr Mean Return1.45 %
 
3-Yr Sharpe Ratio0.08
 
Modern Portfolio Statistics30/09/202030/09/2020
 Standard IndexBest Fit Index
 JPM GBI-EM Global Diversified TR USD  JPM GBI-EM Global Diversified TR USD
3-Yr Beta1.101.10
3-Yr Alpha-0.33-0.33
 
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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)

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