Barclays Portfolios SICAV - Barclays GlobalBeta Portfolio 5 C Dis EUR

Morningstar Rating™(Relative to Category)29/02/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAbove AverageAverage4 star
5-YearHighAverage5 star
10-Year--Not Rated
OverallHighAverage5 star
 
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1 Year Daily Volatility Chart (annualised)
  • Barclays Portfolios SICAV - Barclays GlobalBeta Portfolio 5 C Dis EUR
  • Cat 25%Barclays EurAgg TR&75%FTSE Wld TR
%
Volatility Measurements29/02/2020
 
3-Yr Std Dev10.88 %
3-Yr Mean Return4.17 %
 
3-Yr Sharpe Ratio0.32
 
Modern Portfolio Statistics29/02/202029/02/2020
 Standard IndexBest Fit Index
 Cat 25%Barclays EurAgg TR&75%FTSE Wld TR  MSCI ACWI NR USD
3-Yr Beta0.860.65
3-Yr Alpha-1.39-0.28
 
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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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