Previous Month performance – why do Morningstar and FT disagree?

Hi All,

Whilst testing Portfolio Performance with a delayed-NAV fund, I noticed something unexpected.

For Credo Global Equity Fund (IE00BDFZR430) I found three different sources reporting two different “Previous Month” returns:


Source
Previous Month
Portfolio Performance -3.48%
Morningstar Global -3.48%
Morningstar Legacy Snapshot -0.09%
Financial Times -0.09%

So PP agrees exactly with Morningstar Global, whereas FT agrees with Morningstar Legacy.

This surprised me because I had assumed “Previous Month” would be a well-defined quantity.

Does anyone know what methodology Morningstar Global is using compared with FT / Morningstar Legacy?

Are these perhaps measuring different date ranges, for example:

  • previous calendar month,
  • trailing one month,
  • month-end to month-end,
  • latest available NAV versus latest available NAV,
  • or something else?

Understanding this would help determine whether PP’s implementation is already behaving as intended or whether there is scope to support an alternative interpretation. For context, I only noticed this while testing delayed-NAV mutual funds, where the exact definition of the reporting period becomes more visible than it does for daily-priced securities.