Amundi Index Solutions - Amundi Index J.P. Morgan GBI Global Govies MHE-C

Morningstar Rating™(Relative to Category)30/06/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAbove AverageAverage4 star
5-YearAbove AverageAverage4 star
10-YearAverageAverage4 star
OverallAbove AverageAverage4 star
 
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1 Year Daily Volatility Chart (annualised)
  • Amundi Index Solutions - Amundi Index J.P. Morgan GBI Global Govies MHE-C
  • BBgBarc Global Aggregate TR Hdg EUR
%
Volatility Measurements30/06/2020
 
3-Yr Std Dev7.85 %
3-Yr Mean Return4.29 %
 
3-Yr Sharpe Ratio0.46
 
Modern Portfolio Statistics30/06/202030/06/2020
 Standard IndexBest Fit Index
 BBgBarc Global Aggregate TR Hdg EUR  FTSE WGBI 10 Mkt Hdg EUR
3-Yr Beta0.960.96
3-Yr Alpha0.400.14
 
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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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