AXA Rosenberg Equity Alpha Trust - AXA Rosenberg Global Equity Alpha Fund B USD Acc

Morningstar Rating™(Relative to Category)30/09/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageAbove Average2 star
5-YearAverageAverage3 star
10-YearAverageAverage3 star
OverallAverageAverage3 star
 
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1 Year Daily Volatility Chart (annualised)
  • AXA Rosenberg Equity Alpha Trust - AXA Rosenberg Global Equity Alpha Fund B USD Acc
  • MSCI ACWI NR USD
%
Volatility Measurements30/09/2020
 
3-Yr Std Dev15.22 %
3-Yr Mean Return5.95 %
 
3-Yr Sharpe Ratio0.34
 
Modern Portfolio Statistics30/09/202030/09/2020
 Standard IndexBest Fit Index
 MSCI ACWI NR USD  Morningstar DM NR USD
3-Yr Beta1.071.05
3-Yr Alpha-3.69-3.62
 
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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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