Lombard Odier Funds - Global Responsible Corporate Fundamental Syst. Hdg (CHF) NA

Morningstar Rating™(Relative to Category)30/04/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearBelow AverageAbove Average1 star
5-YearBelow AverageAbove Average1 star
10-Year--Not Rated
OverallBelow AverageAbove Average1 star
 
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1 Year Daily Volatility Chart (annualised)
  • Lombard Odier Funds - Global Responsible Corporate Fundamental Syst. Hdg (CHF) NA
  • BBgBarc Gbl Agg Corp TR Hdg CHF
%
Volatility Measurements30/04/2020
 
3-Yr Std Dev10.13 %
3-Yr Mean Return2.21 %
 
3-Yr Sharpe Ratio0.16
 
Modern Portfolio Statistics30/04/202030/04/2020
 Standard IndexBest Fit Index
 BBgBarc Gbl Agg Corp TR Hdg CHF  BBgBarc Gbl Agg Corp TR Hdg CHF
3-Yr Beta1.171.17
3-Yr Alpha-2.37-2.37
 
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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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