BL-Emerging Markets BM EUR

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Morningstar Rating™(Relative to Category)30/09/2021
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearBelow AverageBelow Average2 star
5-Year--Not Rated
10-Year--Not Rated
OverallBelow AverageBelow Average2 star
 
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1 Year Daily Volatility Chart (annualised)
  • BL-Emerging Markets BM EUR
  • Cat 50%JPM EMBI Plus TR&50%MSCI EM NR
%
Volatility Measurements30/09/2021
 
3-Yr Std Dev10.92 %
3-Yr Mean Return2.39 %
 
3-Yr Sharpe Ratio0.18
 
Modern Portfolio Statistics30/09/202130/09/2021
 Standard IndexBest Fit Index
 Cat 50%JPM EMBI Plus TR&50%MSCI EM NR  MSCI EM NR USD
3-Yr Beta1.000.70
3-Yr Alpha-3.72-3.56
 
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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)