Captor Global Fixed Income
| Captor Global Fixed Income | Bloomberg IG/HY 70/30 hedged SEK (H03435SE/H00039SE) | |
|---|---|---|
| Return (CAGR) | 4.92% | 3.31% |
| Year-to-Date | 0.43% | -2.31% |
| Month-to-Date | -0.25% | 0.45% |
| Volatility | 3.65% | 3.40% |
| Sharpe Ratio | 1.34 | 0.97 |
| Sortino Ratio | 2.11 | 1.41 |
| Jensen's Alpha | 2.69% | |
| Information Ratio | 0.50 | |
| Tracking Error (weekly) | 2.46% | |
| Index Beta (weekly) | 0.71 | |
| Capture Ratio (monthly) | 1.33 | |
| Worst Month | -3.27% | -2.49% |
| Comparison Start | 2023-12-08 | 2023-12-08 |
| Comparison End | 2026-10-21 | 2026-10-21 |
Captor Global Fixed Income
Bloomberg IG/HY 70/30 hedged SEK (H03435SE/H00039SE)