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) | 2.74% | 0.88% | 1.76% |
| Year-to-Date | 1.77% | 0.11% | -0.92% |
| Month-to-Date | 0.32% | 0.19% | 0.71% |
| Volatility | 2.24% | 2.24% | 3.09% |
| Sharpe Ratio | 1.22 | 0.40 | 0.58 |
| Sortino Ratio | 1.82 | 0.58 | 0.85 |
| Jensen's Alpha | 2.18% | 0.35% | |
| Information Ratio | 0.32 | -0.30 | |
| Tracking Error (weekly) | 2.41% | 2.41% | |
| Index Beta (weekly) | 0.57 | 0.56 | |
| Capture Ratio (monthly) | 1.64 | 0.87 | |
| Worst Month | -2.50% | -2.56% | -2.73% |
| Comparison Start | 2016-10-24 | 2016-10-24 | 2016-10-24 |
| Comparison End | 2026-10-21 | 2026-10-21 | 2026-10-21 |
SE Covered Bond index 3-5y hedged to USD
SE Covered Bond index 3-5y (HMSMTR35)
Bloomberg US Agg 3-5y index (LU35TRUU)