Man GLG Japan CoreAlpha Fund Retail Accumulation Shares (Class A)

Morningstar Rating™(Relative to Category)31/10/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearLowAbove Average1 star
5-YearLowHigh1 star
10-YearLowHigh1 star
OverallLowHigh1 star
 
Click here to see our Methodology
1 Year Daily Volatility Chart (annualised)
  • Man GLG Japan CoreAlpha Fund Retail Accumulation Shares (Class A)
  • TOPIX TR JPY
%
Volatility Measurements31/10/2020
 
3-Yr Std Dev16.69 %
3-Yr Mean Return-7.98 %
 
3-Yr Sharpe Ratio-0.53
 
Modern Portfolio Statistics31/10/202031/10/2020
 Standard IndexBest Fit Index
 TOPIX TR JPY  MSCI Japan NR JPY
3-Yr Beta1.231.27
3-Yr Alpha-10.97-11.42
 
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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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