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

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Morningstar Rating™(Relative to Category)31/12/2021
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageAverage3 star
5-YearAverageAverage3 star
10-YearAbove AverageAbove Average4 star
OverallAbove AverageAbove Average4 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 Measurements31/12/2021
 
3-Yr Std Dev17.12 %
3-Yr Mean Return20.46 %
 
3-Yr Sharpe Ratio1.07
 
Modern Portfolio Statistics31/12/202131/12/2021
 Standard IndexBest Fit Index
 MSCI Europe SMID NR EUR  MSCI Europe ex UK Small Cap NR EUR
3-Yr Beta0.940.91
3-Yr Alpha3.341.82
 
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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)