BlueBay Funds - BlueBay Emerging Market Corporate Bond Fund B - EUR

Morningstar Rating™(Relative to Category)31/08/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearBelow AverageAbove Average2 star
5-YearAverageAverage2 star
10-YearBelow AverageAbove Average2 star
OverallBelow AverageAbove Average2 star
 
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1 Year Daily Volatility Chart (annualised)
  • BlueBay Funds - BlueBay Emerging Market Corporate Bond Fund B - EUR
  • JPM CEMBI Broad Diversified Hdg TR EUR
%
Volatility Measurements31/08/2020
 
3-Yr Std Dev11.09 %
3-Yr Mean Return0.17 %
 
3-Yr Sharpe Ratio-0.04
 
Modern Portfolio Statistics31/08/202031/08/2020
 Standard IndexBest Fit Index
 JPM CEMBI Broad Diversified Hdg TR EUR  ICE BofA Gbl HY Constnd TR HEUR
3-Yr Beta1.301.12
3-Yr Alpha-2.42-1.62
 
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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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