BL-Emerging Markets AM EUR

Morningstar Rating™(Relative to Category)30/06/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageBelow Average3 star
5-Year--Not Rated
10-Year--Not Rated
OverallAverageBelow Average3 star
 
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1 Year Daily Volatility Chart (annualised)
  • BL-Emerging Markets AM EUR
  • Cat 50%JPM EMBI Plus TR&50%MSCI EM NR
%
Volatility Measurements30/06/2020
 
3-Yr Std Dev10.85 %
3-Yr Mean Return0.76 %
 
3-Yr Sharpe Ratio0.02
 
Modern Portfolio Statistics30/06/202030/06/2020
 Standard IndexBest Fit Index
 Cat 50%JPM EMBI Plus TR&50%MSCI EM NR  MSCI EM NR USD
3-Yr Beta0.990.68
3-Yr Alpha-3.93-3.61
 
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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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