BL-Global 75 B CHF Hedged Acc

Morningstar Rating™(Relative to Category)31/12/2019
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageBelow Average4 star
5-Year--Not Rated
10-Year--Not Rated
OverallAverageBelow Average4 star
 
Click here to see our Methodology
1 Year Daily Volatility Chart (annualised)
  • BL-Global 75 B CHF Hedged Acc
  • Cat 40%Citi SwissGBI&60%MSCI Wld Free NR
%
Volatility Measurements31/12/2019
 
3-Yr Std Dev9.72 %
3-Yr Mean Return5.62 %
 
3-Yr Sharpe Ratio0.51
 
Modern Portfolio Statistics31/12/201931/12/2019
 Standard IndexBest Fit Index
 Cat 40%Citi SwissGBI&60%MSCI Wld Free NR  Cat 75%Citi SwissGBI&25%MSCI Wld Free NR
3-Yr Beta0.621.66
3-Yr Alpha2.191.04
 
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)

Audience Confirmation


By clicking 'accept' I acknowledge that this website uses cookies and other technologies to tailor my experience and understand how I and other visitors use our site. See 'Cookie Consent' for more detail.

  • Other Morningstar Websites