AXA World Funds - Framlington Europe Small Cap I Capitalisation EUR

Morningstar Rating™(Relative to Category)31/08/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageBelow Average4 star
5-YearAverageBelow Average4 star
10-YearAbove AverageBelow Average5 star
OverallAbove AverageBelow Average5 star
 
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1 Year Daily Volatility Chart (annualised)
  • AXA World Funds - Framlington Europe Small Cap I Capitalisation EUR
  • MSCI Europe SMID NR EUR
%
Volatility Measurements31/08/2020
 
3-Yr Std Dev15.41 %
3-Yr Mean Return4.42 %
 
3-Yr Sharpe Ratio0.24
 
Modern Portfolio Statistics31/08/202031/08/2020
 Standard IndexBest Fit Index
 MSCI Europe SMID NR EUR  MSCI Europe ex UK Small Cap NR EUR
3-Yr Beta0.920.90
3-Yr Alpha1.711.15
 
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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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