SE Covered Bond index 3-5y hedged to USD
| SE Covered Bond index 3-5y hedged to USD | SE Covered Bond index 3-5y (HMSMTR35) | Bloomberg US Agg 3-5y index (LU35TRUU) | |
|---|---|---|---|
| Return (CAGR) | 3.02% | 1.18% | 2.14% |
| Year-to-Date | 1.21% | 0.86% | 0.59% |
| Month-to-Date | -0.66% | -0.70% | -0.60% |
| Volatility | 2.14% | 2.13% | 3.03% |
| Sharpe Ratio | 1.40 | 0.56 | 0.71 |
| Sortino Ratio | 2.10 | 0.82 | 1.06 |
| Jensen's Alpha | 2.36% | 0.57% | |
| Information Ratio | 0.29 | -0.33 | |
| Tracking Error (weekly) | 2.39% | 2.39% | |
| Index Beta (weekly) | 0.55 | 0.54 | |
| Capture Ratio (monthly) | 1.88 | 0.93 | |
| Worst Month | -2.50% | -2.56% | -2.73% |
| Comparison Start | 2016-03-07 | 2016-03-07 | 2016-03-07 |
| Comparison End | 2026-03-05 | 2026-03-05 | 2026-03-05 |
SE Covered Bond index 3-5y hedged to USD
SE Covered Bond index 3-5y (HMSMTR35)
Bloomberg US Agg 3-5y index (LU35TRUU)