LF Brook Absolute Return Fund Sterling I Accumulation

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Morningstar Rating™(Relative to Category)30/09/2021
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearHighHigh4 star
5-YearAbove AverageHigh3 star
10-YearHighHigh5 star
OverallHighHigh4 star
 
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1 Year Daily Volatility Chart (annualised)
  • LF Brook Absolute Return Fund Sterling I Accumulation
  • MSCI ACWI NR USD
%
Volatility Measurements30/09/2021
 
3-Yr Std Dev27.31 %
3-Yr Mean Return20.60 %
 
3-Yr Sharpe Ratio0.68
 
Modern Portfolio Statistics30/09/202130/09/2021
 Standard IndexBest Fit Index
 MSCI ACWI NR USD  BME IBEX 35 PR EUR
3-Yr Beta1.070.93
3-Yr Alpha6.7820.26
 
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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)