LF Gresham House UK Micro Cap Fund A Accumulation

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Morningstar Rating™(Relative to Category)31/10/2021
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageBelow Average3 star
5-YearAbove AverageBelow Average4 star
10-YearHighBelow Average5 star
OverallAbove AverageBelow Average4 star
 
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1 Year Daily Volatility Chart (annualised)
  • LF Gresham House UK Micro Cap Fund A Accumulation
  • FTSE Small Cap Ex Invest Trust TR GBP
%
Volatility Measurements31/10/2021
 
3-Yr Std Dev19.70 %
3-Yr Mean Return17.88 %
 
3-Yr Sharpe Ratio0.82
 
Modern Portfolio Statistics31/10/202131/10/2021
 Standard IndexBest Fit Index
 FTSE Small Cap Ex Invest Trust TR GBP  FTSE Small Cap Ex Invest Trust TR GBP
3-Yr Beta0.780.78
3-Yr Alpha3.993.99
 
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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)