BlackRock Strategic Funds - Managed Index Portfolios Defensive D2 USD Hedged

Morningstar Rating™(Relative to Category)31/08/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAbove AverageAverage4 star
5-Year--Not Rated
10-Year--Not Rated
OverallAbove AverageAverage4 star
 
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1 Year Daily Volatility Chart (annualised)
  • BlackRock Strategic Funds - Managed Index Portfolios Defensive D2 USD Hedged
  • Cat 75%Barclays US Agg TR&25%FTSE Wld TR
%
Volatility Measurements31/08/2020
 
3-Yr Std Dev8.86 %
3-Yr Mean Return3.23 %
 
3-Yr Sharpe Ratio0.30
 
Modern Portfolio Statistics31/08/202031/08/2020
 Standard IndexBest Fit Index
 Cat 75%Barclays US Agg TR&25%FTSE Wld TR  S&P Global Infrastructure TR USD
3-Yr Beta1.160.31
3-Yr Alpha-2.902.89
 
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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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