Abbey Equity Pension Fund

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Morningstar Rating™(Relative to ABI Sector)29/02/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearBelow AverageAverage2 star
5-YearBelow AverageAverage2 star
10-YearLowAverage2 star
OverallBelow AverageAverage2 star
 
 
1 Year Daily Volatility Chart (annualised)
  • Abbey Equity Pension Fund
  • FTSE AllSh TR GBP
%
Volatility Measurements29/02/2020
 
3-Yr Std Dev12.38 %
3-Yr Mean Return0.75 %
 
3-Yr Sharpe Ratio0.02
 
Modern Portfolio Statistics29/02/202029/02/2020
 Standard IndexBest Fit Index
 FTSE AllSh TR GBP  FTSE AllSh TR GBP
3-Yr Beta1.061.07
3-Yr Alpha-1.24-1.51
 
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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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