JSS Responsible Equity - Brazil P $ Acc

Morningstar Rating™(Relative to Category)30/06/2019
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearBelow AverageHigh1 star
5-Year--Not Rated
10-Year--Not Rated
OverallBelow AverageHigh1 star
 
Click here to see our Methodology
Volatility Measurements30/06/2019
 
3-Yr Std Dev30.33 %
3-Yr Mean Return15.77 %
 
3-Yr Sharpe Ratio0.50
 
Modern Portfolio Statistics30/06/201930/06/2019
 Standard IndexBest Fit Index
 MSCI Brazil NR USD  Morningstar Brazil NR USD
3-Yr Beta1.031.03
3-Yr Alpha-4.84-5.72
 
Advertisement
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)