Captor Aster Global Credit Short-Term
| Captor Aster Global Credit Short-Term | SEK 3-month Stibor plus 1.0% | Solactive SEK FRN IG Credit index | |
|---|---|---|---|
| Return (CAGR) | 5.28% | 4.06% | 4.26% |
| Year-to-Date | 0.51% | 0.47% | 0.62% |
| Month-to-Date | 0.14% | 0.23% | 0.29% |
| Volatility | 1.59% | 0.16% | 0.44% |
| Sharpe Ratio | 3.25 | 24.68 | 9.47 |
| Sortino Ratio | 5.03 | inf | 15.72 |
| Jensen's Alpha | 0.48% | 3.46% | |
| Information Ratio | 0.65 | -0.48 | |
| Tracking Error (weekly) | 1.54% | 0.56% | |
| Index Beta (weekly) | 1.77 | 0.07 | |
| Capture Ratio (monthly) | -0.39 | -0.50 | |
| Worst Month | -0.43% | 0.21% | -0.30% |
| Comparison Start | 2022-09-01 | 2022-09-01 | 2022-09-01 |
| Comparison End | 2026-02-27 | 2026-02-27 | 2026-02-27 |
Captor Aster Global Credit Short-Term
SEK 3-month Stibor plus 1.0%
Solactive SEK FRN IG Credit index