Abbey Ethical Pension Fund

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Morningstar Rating™(Relative to ABI Sector)31/12/2019
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearHighAbove Average5 star
5-YearAbove AverageAbove Average4 star
10-YearAverageAverage3 star
OverallAbove AverageAbove Average4 star
 
 
1 Year Daily Volatility Chart (annualised)
  • Abbey Ethical Pension Fund
  • FTSE GBP EuroDep 3 Mon GBP
%
Volatility Measurements31/12/2019
 
3-Yr Std Dev11.79 %
3-Yr Mean Return12.15 %
 
3-Yr Sharpe Ratio0.93
 
Modern Portfolio Statistics31/12/201931/12/2019
 Standard IndexBest Fit Index
 FTSE GBP EuroDep 3 Mon GBP  MSCI Europe Small Cap NR USD
3-Yr Beta0.960.94
3-Yr Alpha4.882.56
 
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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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