State Street Euro Sustainable Corporate Bond Index Fund I EUR Inc

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Morningstar Rating™(Relative to Category)31/03/2024
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearBelow AverageAverage2 star
5-YearBelow AverageAbove Average2 star
10-YearAverageAbove Average3 star
OverallAverageAbove Average3 star
 
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1 Year Daily Volatility Chart (annualised)
  • State Street Euro Sustainable Corporate Bond Index Fund I EUR Inc
  • Morningstar EZN Corp Bd GR EUR
%
Volatility Measurements31/03/2024
 
3-Yr Std Dev5.91 %
3-Yr Mean Return-2.13 %
 
3-Yr Sharpe Ratio-0.79
 
Modern Portfolio Statistics31/03/202431/03/2024
 Standard IndexBest Fit Index
 Morningstar EZN Corp Bd GR EUR  Morningstar EZN Corp Bd GR EUR
3-Yr Beta0.990.99
3-Yr Alpha0.240.24
 
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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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