Brandes European Value Fund I1 GBP Inc

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Morningstar Rating™(Relative to Category)31/03/2024
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearHighAverage5 star
5-YearHighAverage5 star
10-Year--Not Rated
OverallHighAverage5 star
 
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1 Year Daily Volatility Chart (annualised)
  • Brandes European Value Fund I1 GBP Inc
  • MSCI Europe Value NR EUR
%
Volatility Measurements31/03/2024
 
3-Yr Std Dev13.21 %
3-Yr Mean Return12.58 %
 
3-Yr Sharpe Ratio0.72
 
Modern Portfolio Statistics31/03/202431/03/2024
 Standard IndexBest Fit Index
 MSCI Europe Value NR EUR  MSCI Europe Value NR EUR
3-Yr Beta1.041.04
3-Yr Alpha1.711.71
 
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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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