Pictet-Chinese Local Currency Debt Z RMB

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Morningstar Rating™(Relative to Category)30/09/2024
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAbove AverageBelow Average4 star
5-YearAbove AverageBelow Average4 star
10-Year--Not Rated
OverallAbove AverageBelow Average4 star
 
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1 Year Daily Volatility Chart (annualised)
  • Pictet-Chinese Local Currency Debt Z RMB
  • Markit iBoxx ALBI China Onshore TR CNY
%
Volatility Measurements30/09/2024
 
3-Yr Std Dev6.79 %
3-Yr Mean Return1.89 %
 
3-Yr Sharpe Ratio-0.20
 
Modern Portfolio Statistics30/09/202430/09/2024
 Standard IndexBest Fit Index
 Markit iBoxx ALBI China Onshore TR CNY  Markit iBoxx ALBI China Onshore TR CNY
3-Yr Beta0.760.76
3-Yr Alpha0.360.36
 
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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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