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

Morningstar Rating™(Relative to Category)29/02/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearBelow AverageAverage2 star
5-YearBelow AverageAverage2 star
10-YearBelow AverageAverage2 star
OverallBelow AverageAverage2 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 Measurements31/03/2020
 
3-Yr Std Dev9.81 %
3-Yr Mean Return-2.78 %
 
3-Yr Sharpe Ratio-0.35
 
Modern Portfolio Statistics31/03/202031/03/2020
 Standard IndexBest Fit Index
 JPM CEMBI Broad Diversified Hdg TR EUR  Morningstar EM Corp Bd TR Hdg EUR
3-Yr Beta1.271.27
3-Yr Alpha-3.08-10.07
 
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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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