State Street Global Treasury Bond Index Fund I USD Acc Hedged

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Morningstar Rating™(Relative to Category)30/11/2024
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageBelow Average3 star
5-YearAverageBelow Average3 star
10-YearAbove AverageBelow Average4 star
OverallAbove AverageBelow Average4 star
 
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1 Year Daily Volatility Chart (annualised)
  • State Street Global Treasury Bond Index Fund I USD Acc Hedged
  • Morningstar Gbl Trsy Bd GR Hdg USD
%
Volatility Measurements30/11/2024
 
3-Yr Std Dev5.86 %
3-Yr Mean Return0.41 %
 
3-Yr Sharpe Ratio-0.53
 
Modern Portfolio Statistics30/11/202430/11/2024
 Standard IndexBest Fit Index
 Morningstar Gbl Trsy Bd GR Hdg USD  Morningstar Gbl Core Bd GR Hdg USD
3-Yr Beta0.950.82
3-Yr Alpha-0.06-0.89
 
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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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