Investment insights from Capital Group
A history of enhanced resilience during equity market declines
1. Sharpe ratio: a measure of risk-adjusted returns which compares an investment’s excess return to its standard deviation.
2. As at 30 June 2022. Net of management fees and expenses for the Z share class, as a representative share class.
3. As at 30 June 2022. Morningstar Peer Group is (5-95%): EAA Fund USD Moderate Allocation (oldest share class). Source: Morningstar
4. Capital Group Global Allocation Fund (LUX) monthly returns. Net of management fees and expenses for the Z share class, as a representative share class.
5. The index shown is MSCI All Country World Index (net dividends reinvested). Down market defined as when the index falls more than 10%.
6. Recovery is defined as the time taken for the index value to return from the point of its maximum drawdown to its position before the drawdown started.
7. Excess returns are calculated arithmetically.
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Past results are not a guarantee of future results. The value of investments and income from them can go down as well as up and you may lose some or all of your initial investment. This information is not intended to provide investment, tax or other advice, or to be a solicitation to buy or sell any securities.
Statements attributed to an individual represent the opinions of that individual as of the date published and do not necessarily reflect the opinions of Capital Group or its affiliates. All information is as at the date indicated unless otherwise stated. Some information may have been obtained from third parties, and as such the reliability of that information is not guaranteed.