AXA World Funds - Global Factors - Sustainable Equity I Capitalisation USD

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Morningstar Rating™(Relative to Category)31/07/2022
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAbove AverageBelow Average4 star
5-YearHighBelow Average5 star
10-Year--Not Rated
OverallHighBelow Average5 star
 
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1 Year Daily Volatility Chart (annualised)
  • AXA World Funds - Global Factors - Sustainable Equity I Capitalisation USD
  • MSCI ACWI NR USD
%
Volatility Measurements31/07/2022
 
3-Yr Std Dev13.28 %
3-Yr Mean Return10.07 %
 
3-Yr Sharpe Ratio0.70
 
Modern Portfolio Statistics31/07/202231/07/2022
 Standard IndexBest Fit Index
 MSCI ACWI NR USD  Morningstar US Lrg Core TR USD
3-Yr Beta0.890.83
3-Yr Alpha1.13-2.92
 
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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)