Dimensional World Allocation 60/40 Fund GBP Accumulation

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Morningstar Rating™(Relative to Category)31/12/2021
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAbove AverageAverage4 star
5-YearAbove AverageAverage4 star
10-YearHighAverage5 star
OverallHighAverage5 star
 
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1 Year Daily Volatility Chart (annualised)
  • Dimensional World Allocation 60/40 Fund GBP Accumulation
  • Morningstar UK Mod Tgt Alloc NR GBP
%
Volatility Measurements31/12/2021
 
3-Yr Std Dev9.76 %
3-Yr Mean Return10.55 %
 
3-Yr Sharpe Ratio0.99
 
Modern Portfolio Statistics31/12/202131/12/2021
 Standard IndexBest Fit Index
 Morningstar UK Mod Tgt Alloc NR GBP  MSCI World Small Cap NR USD
3-Yr Beta1.280.53
3-Yr Alpha-0.850.70
 
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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)