BlackRock Strategic Funds - Managed Index Portfolios Defensive A4 EUR

Morningstar Rating™(Relative to Category)30/09/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAbove AverageAverage4 star
5-YearAverageAverage3 star
10-Year--Not Rated
OverallAverageAverage3 star
 
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1 Year Daily Volatility Chart (annualised)
  • BlackRock Strategic Funds - Managed Index Portfolios Defensive A4 EUR
  • Cat 75%Barclays EurAgg TR&25%FTSE Wld TR
%
Volatility Measurements30/09/2020
 
3-Yr Std Dev6.28 %
3-Yr Mean Return2.52 %
 
3-Yr Sharpe Ratio0.31
 
Modern Portfolio Statistics30/09/202030/09/2020
 Standard IndexBest Fit Index
 Cat 75%Barclays EurAgg TR&25%FTSE Wld TR  Cat 75%Barclays EurAgg TR&25%FTSE Wld TR
3-Yr Beta1.091.09
3-Yr Alpha-3.60-3.60
 
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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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