Sanlam African Frontier Markets D USD

Morningstar Rating™(Relative to Category)31/10/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearBelow AverageAverage1 star
5-YearBelow AverageAverage3 star
10-YearAverageBelow Average3 star
OverallAverageAverage3 star
 
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1 Year Daily Volatility Chart (annualised)
  • Sanlam African Frontier Markets D USD
  • S&P Pan Africa TR
%
Volatility Measurements31/10/2020
 
3-Yr Std Dev16.24 %
3-Yr Mean Return-8.98 %
 
3-Yr Sharpe Ratio-0.61
 
Modern Portfolio Statistics31/10/202031/10/2020
 Standard IndexBest Fit Index
 S&P Pan Africa TR  BME IBEX 35 PR EUR
3-Yr Beta0.540.80
3-Yr Alpha-8.421.26
 
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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)

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