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) | 3.11% | 1.27% | 2.19% |
| Year-to-Date | 1.88% | 1.57% | 1.20% |
| Month-to-Date | 1.07% | 0.93% | 1.06% |
| Volatility | 2.13% | 2.12% | 3.03% |
| Sharpe Ratio | 1.45 | 0.61 | 0.73 |
| Sortino Ratio | 2.17 | 0.89 | 1.09 |
| Jensen's Alpha | 2.43% | 0.64% | |
| Information Ratio | 0.30 | -0.32 | |
| Tracking Error (weekly) | 2.41% | 2.41% | |
| Index Beta (weekly) | 0.57 | 0.57 | |
| Capture Ratio (monthly) | 1.94 | 0.94 | |
| Worst Month | -2.50% | -2.56% | -2.73% |
| Comparison Start | 2016-03-02 | 2016-03-02 | 2016-03-02 |
| Comparison End | 2026-02-27 | 2026-02-27 | 2026-02-27 |
SE Covered Bond index 3-5y hedged to USD
SE Covered Bond index 3-5y (HMSMTR35)
Bloomberg US Agg 3-5y index (LU35TRUU)