Legg Mason Brandywine Global Fixed Income Fund Premier Class Euro Accumulating (Hedged) (AH)

Register to Unlock Ratings
Morningstar Rating™(Relative to Category)31/05/2022
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageHigh3 star
5-YearBelow AverageHigh2 star
10-YearHighHigh5 star
OverallAbove AverageHigh4 star
 
Click here to see our Methodology
1 Year Daily Volatility Chart (annualised)
  • Legg Mason Brandywine Global Fixed Income Fund Premier Class Euro Accumulating (Hedged) (AH)
  • Bloomberg Global Aggregate TR Hdg EUR
%
Volatility Measurements30/06/2022
 
3-Yr Std Dev8.24 %
3-Yr Mean Return-4.48 %
 
3-Yr Sharpe Ratio-0.58
 
Modern Portfolio Statistics30/06/202230/06/2022
 Standard IndexBest Fit Index
 Bloomberg Global Aggregate TR Hdg EUR  JPM EMBI Global Hedged TR EUR
3-Yr Beta0.950.61
3-Yr Alpha-0.910.52
 
Advertisement
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)