Barclays Portfolios SICAV - Barclays GlobalBeta Portfolio 1 C Acc USD

Morningstar Rating™(Relative to Category)30/11/2019
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageBelow Average3 star
5-YearAbove AverageBelow Average4 star
10-Year--Not Rated
OverallAbove AverageBelow Average4 star
 
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1 Year Daily Volatility Chart (annualised)
  • Barclays Portfolios SICAV - Barclays GlobalBeta Portfolio 1 C Acc USD
  • Cat 75%Barclays US Agg TR&25%FTSE Wld TR
%
Volatility Measurements30/11/2019
 
3-Yr Std Dev8.17 %
3-Yr Mean Return3.59 %
 
3-Yr Sharpe Ratio0.37
 
Modern Portfolio Statistics30/11/201930/11/2019
 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 Beta0.610.36
3-Yr Alpha-0.060.27
 
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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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