Abbey Ethical Pension Fund

Morningstar Rating™(Relative to ABI Sector)31/05/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearHighBelow Average5 star
5-YearAbove AverageBelow Average5 star
10-YearAverageBelow Average3 star
OverallAbove AverageBelow Average4 star
1 Year Daily Volatility Chart (annualised)
  • Abbey Ethical Pension Fund
  • FTSE GBP EuroDep 3 Mon GBP
Volatility Measurements30/06/2020
3-Yr Std Dev16.41 %
3-Yr Mean Return3.07 %
3-Yr Sharpe Ratio0.15
Modern Portfolio Statistics30/06/202030/06/2020
 Standard IndexBest Fit Index
 FTSE GBP EuroDep 3 Mon GBP  MSCI UK Small Cap NR USD
3-Yr Beta1.000.76
3-Yr Alpha3.982.43
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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