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

Morningstar Rating™(Relative to Category)30/11/2019
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearBelow AverageAbove Average2 star
5-YearBelow AverageAverage2 star
10-YearAverageAbove Average3 star
OverallAverageAbove Average3 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 Measurements30/11/2019
 
3-Yr Std Dev6.46 %
3-Yr Mean Return2.62 %
 
3-Yr Sharpe Ratio0.32
 
Modern Portfolio Statistics30/11/201930/11/2019
 Standard IndexBest Fit Index
 JPM CEMBI Broad Diversified Hdg TR EUR  JPM EMBI Global Hedged TR EUR
3-Yr Beta1.190.63
3-Yr Alpha-1.980.39
 
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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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