Captor Global Fixed Income
| Captor Global Fixed Income | Bloomberg IG/HY 70/30 hedged SEK (H03435SE/H00039SE) | |
|---|---|---|
| Return (CAGR) | 5.00% | 3.15% |
| Year-to-Date | 0.44% | -2.86% |
| Month-to-Date | -0.24% | -0.12% |
| Volatility | 3.65% | 3.41% |
| Sharpe Ratio | 1.36 | 0.93 |
| Sortino Ratio | 2.14 | 1.34 |
| Jensen's Alpha | 2.87% | |
| Information Ratio | 0.58 | |
| Tracking Error (weekly) | 2.47% | |
| Index Beta (weekly) | 0.72 | |
| Capture Ratio (monthly) | 1.37 | |
| Worst Month | -3.27% | -2.49% |
| Comparison Start | 2023-12-08 | 2023-12-08 |
| Comparison End | 2026-10-05 | 2026-10-05 |
Captor Global Fixed Income
Bloomberg IG/HY 70/30 hedged SEK (H03435SE/H00039SE)