Artemis US Absolute Return Fund I Hedged Acc GBP

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Morningstar Rating™(Relative to Category)-
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-Year--Not Rated
5-Year--Not Rated
10-Year--Not Rated
Overall--Not Rated
 
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1 Year Daily Volatility Chart (annualised)
  • Artemis US Absolute Return Fund I Hedged Acc GBP
%
Volatility Measurements31/08/2021
 
3-Yr Std Dev2.35 %
3-Yr Mean Return-0.17 %
 
3-Yr Sharpe Ratio-0.25
 
Modern Portfolio Statistics-31/08/2021
 Standard IndexBest Fit Index
   ICE BofA GBP 1M Dep OR CM TR LOC
3-Yr Beta-1.03
3-Yr Alpha--0.62
 
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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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