AXA Rosenberg Equity Alpha Trust - AXA Rosenberg Global Equity Alpha Fund A EUR Acc

Morningstar Rating™(Relative to Category)31/12/2019
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageAbove Average3 star
5-YearAverageAverage3 star
10-YearAbove AverageAverage4 star
OverallAbove AverageAverage4 star
 
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1 Year Daily Volatility Chart (annualised)
  • AXA Rosenberg Equity Alpha Trust - AXA Rosenberg Global Equity Alpha Fund A EUR Acc
  • MSCI ACWI NR USD
%
Volatility Measurements31/12/2019
 
3-Yr Std Dev10.99 %
3-Yr Mean Return8.95 %
 
3-Yr Sharpe Ratio0.73
 
Modern Portfolio Statistics31/12/201931/12/2019
 Standard IndexBest Fit Index
 MSCI ACWI NR USD  Morningstar DM NR USD
3-Yr Beta1.081.09
3-Yr Alpha-2.17-2.09
 
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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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