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) | 4.75% | 3.91% | 3.99% |
| Year-to-Date | 1.76% | 2.47% | 2.24% |
| Month-to-Date | -0.02% | 0.18% | 0.05% |
| Volatility | 1.61% | 0.16% | 0.43% |
| Sharpe Ratio | 2.89 | 24.62 | 9.04 |
| Sortino Ratio | 4.55 | inf | 14.92 |
| Jensen's Alpha | -0.15% | 3.37% | |
| Information Ratio | 0.49 | -0.19 | |
| Tracking Error (weekly) | 1.50% | 0.53% | |
| Index Beta (weekly) | 1.83 | 0.07 | |
| Capture Ratio (monthly) | -1.14 | -0.44 | |
| Worst Month | -0.87% | 0.18% | -0.30% |
| Comparison Start | 2022-09-01 | 2022-09-01 | 2022-09-01 |
| Comparison End | 2026-10-21 | 2026-10-21 | 2026-10-21 |
Captor Aster Global Credit Short-Term
SEK 3-month Stibor plus 1.0%
Solactive SEK FRN IG Credit index