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Morningstar Rating™(Relative to Category) | - | ||||||||||||||||||||
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Category : Global Sector Focus Equity | Click here to see our Methodology |
Volatility Measurements | 28/02/2025 | ||||||||||
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Modern Portfolio Statistics | - | 28/02/2025 |
Standard Index | Best Fit Index | |
MSCI EM NR USD | ||
3-Yr Beta | - | 1.55 |
3-Yr Alpha | - | -12.08 |
Return/Risk Analysis | - | ||
Risk Measurement | 1 Year | 3 Years | 5 Years |
Standard Deviation | 10.49 | 24.96 | - |
Sharpe Ratio | -0.17 | -0.43 | - |
Positive Months | 8 | 20 | 23 |
Negative Months | 5 | 16 | 22 |
Worst Month | -4.78 | -13.30 | -13.30 |
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