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Ruffer SICAV - Ruffer Total Return International I SEK Capitalisation

Morningstar Rating™(Relative to Category)30/11/2019
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearLowBelow Average1 star
5-YearLowBelow Average1 star
10-Year--Not Rated
OverallLowBelow Average1 star
 
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1 Year Daily Volatility Chart (annualised)
  • Ruffer SICAV - Ruffer Total Return International I SEK Capitalisation
%
Volatility Measurements30/11/2019
 
3-Yr Std Dev10.37 %
3-Yr Mean Return-2.13 %
 
3-Yr Sharpe Ratio-0.26
 
Modern Portfolio Statistics-30/11/2019
 Standard IndexBest Fit Index
   S&P Global Natural Resources TR USD
3-Yr Beta-0.18
3-Yr Alpha--1.49
 
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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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