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) | 3.06% | 1.24% | 2.21% |
| Year-to-Date | 6.04% | 3.62% | 7.39% |
| Month-to-Date | 0.46% | 0.26% | 0.29% |
| Volatility | 2.13% | 2.12% | 3.03% |
| Sharpe Ratio | 1.43 | 0.59 | 0.74 |
| Sortino Ratio | 2.14 | 0.86 | 1.09 |
| Jensen's Alpha | 2.38% | 0.60% | |
| Information Ratio | 0.28 | -0.34 | |
| Tracking Error (weekly) | 2.39% | 2.39% | |
| Index Beta (weekly) | 0.54 | 0.54 | |
| Capture Ratio (monthly) | 1.91 | 0.93 | |
| Worst Month | -2.50% | -2.56% | -2.73% |
| Comparison Start | 2016-01-04 | 2016-01-04 | 2016-01-04 |
| Comparison End | 2025-12-29 | 2025-12-29 | 2025-12-29 |
SE Covered Bond index 3-5y hedged to USD
SE Covered Bond index 3-5y (HMSMTR35)
Bloomberg US Agg 3-5y index (LU35TRUU)