Natixis International Funds (Lux) I - DNCA Europe Smaller Companies Fund I/A (EUR)

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Morningstar Rating™(Relative to Category)31/07/2022
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearBelow AverageAbove Average2 star
5-YearAverageAbove Average2 star
10-YearAbove AverageAbove Average3 star
OverallAverageAbove Average3 star
 
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1 Year Daily Volatility Chart (annualised)
  • Natixis International Funds (Lux) I - DNCA Europe Smaller Companies Fund I/A (EUR)
  • MSCI Europe SMID NR EUR
%
Volatility Measurements31/07/2022
 
3-Yr Std Dev20.48 %
3-Yr Mean Return3.28 %
 
3-Yr Sharpe Ratio0.14
 
Modern Portfolio Statistics31/07/202231/07/2022
 Standard IndexBest Fit Index
 MSCI Europe SMID NR EUR  MSCI Nordic Countries Small Cap NR USD
3-Yr Beta1.020.82
3-Yr Alpha-2.64-5.81
 
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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)