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) | 2.94% | 1.10% | 2.02% |
| Year-to-Date | 0.93% | 0.36% | 0.50% |
| Month-to-Date | 1.09% | 1.01% | 0.46% |
| Volatility | 2.19% | 2.18% | 3.05% |
| Sharpe Ratio | 1.34 | 0.51 | 0.67 |
| Sortino Ratio | 2.00 | 0.75 | 1.00 |
| Jensen's Alpha | 2.30% | 0.51% | |
| Information Ratio | 0.30 | -0.32 | |
| Tracking Error (weekly) | 2.39% | 2.39% | |
| Index Beta (weekly) | 0.56 | 0.55 | |
| Capture Ratio (monthly) | 1.77 | 0.91 | |
| Worst Month | -2.50% | -2.56% | -2.73% |
| Comparison Start | 2016-04-18 | 2016-04-18 | 2016-04-18 |
| Comparison End | 2026-04-15 | 2026-04-15 | 2026-04-15 |
SE Covered Bond index 3-5y hedged to USD
SE Covered Bond index 3-5y (HMSMTR35)
Bloomberg US Agg 3-5y index (LU35TRUU)