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Morningstar Rating™ (Relative to Category) 30/09/2020
 Morningstar ReturnMorningstar Risk (Rel to Cat)Morningstar Rating™
Category: US Large-Cap Blend EquityClick here to see our Methodology
3-YearAbove AverageAverageStarRatingValueLabel_4
5-YearAbove AverageBelow AverageStarRatingValueLabel_4
10-YearHighBelow AverageStarRatingValueLabel_5
OverallHighBelow AverageStarRatingValueLabel_5
Modern Portfolio Statistics 30/09/2020
 Standard Index
Russell 1000 TR USD
Best Fit Index
3-Yr R-Squared95.95-
3-Yr Beta0.89-
3-Yr Alpha0.90-
Return/Risk Analysis 30/09/2020
Risk Measurement1 Year3 Years5 Years
Standard Deviation23.7417.7914.91
3-Yr Mean Return18.0413.7315.01
Sharpe Ratio0.670.640.86
Sortino Ratio---
Positive Months92745
Negative Months3915
Worst Month-9.87-9.87-9.87
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