Brandes European Value Fund I1 GBP Inc

Register to Unlock Ratings
Morningstar Rating™(Relative to Category)31/07/2022
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAbove AverageAverage3 star
5-YearAverageAverage3 star
10-Year--Not Rated
OverallAverageAverage3 star
 
Click here to see our Methodology
1 Year Daily Volatility Chart (annualised)
  • Brandes European Value Fund I1 GBP Inc
  • MSCI Europe Value NR EUR
%
Volatility Measurements31/07/2022
 
3-Yr Std Dev20.41 %
3-Yr Mean Return5.72 %
 
3-Yr Sharpe Ratio0.26
 
Modern Portfolio Statistics31/07/202231/07/2022
 Standard IndexBest Fit Index
 MSCI Europe Value NR EUR  MSCI Europe Value NR EUR
3-Yr Beta1.031.03
3-Yr Alpha2.592.59
 
Advertisement
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)