|
Perenne Short Term Bond 67% Iris Bond 33% |
All Govt and Covered Bond Index Sweden |
| Return (CAGR) |
0.57% |
0.56% |
| Year-to-Date |
0.67% |
0.62% |
| Month-to-Date |
-0.97% |
-0.69% |
| Volatility |
2.25% |
2.34% |
| Sharpe Ratio |
0.26 |
0.25 |
| Sortino Ratio |
0.38 |
0.36 |
| Jensen's Alpha |
0.05% |
|
| Information Ratio |
0.02 |
|
| Tracking Error (weekly) |
0.54% |
|
| Index Beta (weekly) |
0.94 |
|
| Capture Ratio (monthly) |
1.00 |
|
| Worst Month |
-2.41% |
-2.73% |
| Comparison Start |
2017-05-29 |
2017-05-29 |
| Comparison End |
2026-03-06 |
2026-03-06 |
Perenne Short Term Bond 67% Iris Bond 33% All Govt and Covered Bond Index Sweden