Quantica Managed Futures UCITS I5C-E

Morningstar Rating™(Relative to Category)-
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-Year--Not Rated
5-Year--Not Rated
10-Year--Not Rated
Overall--Not Rated
 
Click here to see our Methodology
Volatility Measurements31/05/2023
 
3-Yr Std Dev13.12 %
3-Yr Mean Return5.13 %
 
3-Yr Sharpe Ratio0.38
 
Modern Portfolio Statistics31/05/202331/05/2023
 Standard IndexBest Fit Index
 Morningstar EU Mod Gbl Tgt Alloc NR EUR  FTSE Japanese GBI USD
3-Yr Beta-0.34-1.10
3-Yr Alpha6.44-4.35
 
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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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