January 10, 2020
Low Volatility Ucits Fund–Returns, Volatility & Sharpe
The Castlestone Low Vol UCITS fund’s performance is measured by the B class from 9.1.19 to 8.1.20
The has an annualised level of volatility of 7.70%. Barely losing out to the iShares MSCI Min Vol Global ETF ( 6.49%) and beating the S&P 500 ETF(10.84%), Legg Mason Low Vol High Div. ETF (8.17%), Invesco S&P 500 % or the Invesco S&P 500 High Div. Low Vol ETF (10.68%) and the Invesco S&P 500 High Div. Low Vol UCITS ETF(11.29%).
The Sharpe ratio which looks at risk adjusted return also shows that the Castlestone Low Volatility UCITS Fund is performing well.