BNP Paribas Funds Sustainable US Value Multi-Factor Equity ClassicR

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Morningstar Rating™(Relative to Category)31/03/2024
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearHighAverage5 star
5-YearAverageAbove Average3 star
10-Year--Not Rated
OverallAbove AverageAbove Average4 star
 
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1 Year Daily Volatility Chart (annualised)
  • BNP Paribas Funds Sustainable US Value Multi-Factor Equity ClassicR
  • Morningstar US LM Brd Val NR USD
%
Volatility Measurements31/03/2024
 
3-Yr Std Dev11.99 %
3-Yr Mean Return16.02 %
 
3-Yr Sharpe Ratio1.05
 
Modern Portfolio Statistics31/03/202431/03/2024
 Standard IndexBest Fit Index
 Morningstar US LM Brd Val NR USD  Morningstar US LM Brd Val TR USD
3-Yr Beta1.041.04
3-Yr Alpha2.041.31
 
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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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