BlueBay Funds - BlueBay Investment Grade Bond Fund B - EUR

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Morningstar Rating™(Relative to Category)31/07/2022
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAbove AverageAbove Average4 star
5-YearHighAbove Average5 star
10-YearAbove AverageAbove Average4 star
Overall*Above AverageAbove Average4 star
 
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1 Year Daily Volatility Chart (annualised)
  • BlueBay Funds - BlueBay Investment Grade Bond Fund B - EUR
  • Bloomberg Euro Corp TR EUR
%
Volatility Measurements31/07/2022
 
3-Yr Std Dev6.99 %
3-Yr Mean Return-4.14 %
 
3-Yr Sharpe Ratio-0.64
 
Modern Portfolio Statistics31/07/202231/07/2022
 Standard IndexBest Fit Index
 Bloomberg Euro Corp TR EUR  Bloomberg Euro Corp TR EUR
3-Yr Beta1.141.14
3-Yr Alpha0.840.84
 
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* This share class has performance data calculated prior to the inception date, 2004-12-21. This is based upon a simulated/extended track record and is in accordance with Morningstar’s Extended Performance Methodology paper. To find out more about this, click here.
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)