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) | 2.85% | 0.99% | 1.90% |
| Year-to-Date | 2.37% | 1.08% | 0.41% |
| Month-to-Date | 0.35% | 0.24% | 0.44% |
| Volatility | 2.22% | 2.22% | 3.07% |
| Sharpe Ratio | 1.28 | 0.45 | 0.63 |
| Sortino Ratio | 1.91 | 0.66 | 0.93 |
| Jensen's Alpha | 2.24% | 0.42% | |
| Information Ratio | 0.31 | -0.31 | |
| Tracking Error (weekly) | 2.40% | 2.40% | |
| Index Beta (weekly) | 0.57 | 0.56 | |
| Capture Ratio (monthly) | 1.66 | 0.88 | |
| Worst Month | -2.50% | -2.56% | -2.73% |
| Comparison Start | 2016-08-22 | 2016-08-22 | 2016-08-22 |
| Comparison End | 2026-08-20 | 2026-08-20 | 2026-08-20 |
SE Covered Bond index 3-5y hedged to USD
SE Covered Bond index 3-5y (HMSMTR35)
Bloomberg US Agg 3-5y index (LU35TRUU)