Barclays Portfolios SICAV - Barclays GlobalBeta Portfolio 1 B Dis USD

Morningstar Rating™(Relative to Category)-
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-Year--Not Rated
5-Year--Not Rated
10-Year--Not Rated
Overall--Not Rated
 
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1 Year Daily Volatility Chart (annualised)
  • Barclays Portfolios SICAV - Barclays GlobalBeta Portfolio 1 B Dis USD
  • Cat 75%Barclays US Agg TR&25%FTSE Wld TR
%
Volatility Measurements28/02/2015
 
3-Yr Std Dev6.97 %
3-Yr Mean Return4.26 %
 
3-Yr Sharpe Ratio0.52
 
Modern Portfolio Statistics28/02/201528/02/2015
 Standard IndexBest Fit Index
 Cat 75%Barclays US Agg TR&25%FTSE Wld TR  Cat 50%Barclays US Agg TR&50%FTSE Wld TR
3-Yr Beta0.740.47
3-Yr Alpha-0.98-0.77
 
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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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