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) | 3.00% | 1.14% | 1.87% |
| Year-to-Date | 2.66% | 1.70% | 0.06% |
| Month-to-Date | 0.60% | 0.46% | -0.23% |
| Volatility | 2.21% | 2.21% | 3.06% |
| Sharpe Ratio | 1.35 | 0.52 | 0.62 |
| Sortino Ratio | 2.03 | 0.76 | 0.92 |
| Jensen's Alpha | 2.40% | 0.58% | |
| Information Ratio | 0.37 | -0.25 | |
| Tracking Error (weekly) | 2.41% | 2.41% | |
| Index Beta (weekly) | 0.56 | 0.56 | |
| Capture Ratio (monthly) | 1.84 | 0.93 | |
| Worst Month | -2.50% | -2.56% | -2.73% |
| Comparison Start | 2016-06-27 | 2016-06-27 | 2016-06-27 |
| Comparison End | 2026-06-23 | 2026-06-23 | 2026-06-23 |
SE Covered Bond index 3-5y hedged to USD
SE Covered Bond index 3-5y (HMSMTR35)
Bloomberg US Agg 3-5y index (LU35TRUU)