Abbey American Pension Fund

Morningstar Rating™(Relative to ABI Sector)31/12/2019
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageBelow Average3 star
5-YearAbove AverageAverage4 star
10-YearAbove AverageBelow Average5 star
OverallAbove AverageBelow Average4 star
1 Year Daily Volatility Chart (annualised)
  • Abbey American Pension Fund
Volatility Measurements31/12/2019
3-Yr Std Dev11.88 %
3-Yr Mean Return11.92 %
3-Yr Sharpe Ratio0.91
Modern Portfolio Statistics31/12/201931/12/2019
 Standard IndexBest Fit Index
3-Yr Beta1.001.11
3-Yr Alpha-0.34-0.22
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(

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