Perenne Short Term Bond (simulated+fund)
| Perenne Short Term Bond (simulated+fund) | USD Short Term Bond internal benchmark | Bloomberg US Treasury Bill Index (LD20TRUU) | |
|---|---|---|---|
| Return (CAGR) | 2.43% | 1.95% | 2.26% |
| Year-to-Date | 0.80% | 0.53% | 0.60% |
| Month-to-Date | -0.14% | -0.04% | 0.03% |
| Volatility | 0.38% | 0.56% | 0.19% |
| Sharpe Ratio | 6.40 | 3.47 | 11.88 |
| Sortino Ratio | 13.26 | 6.48 | 60.32 |
| Jensen's Alpha | 0.87% | -1.30% | |
| Information Ratio | 0.47 | -0.61 | |
| Tracking Error (weekly) | 0.30% | 0.44% | |
| Index Beta (weekly) | 1.03 | 1.43 | |
| Capture Ratio (monthly) | 0.15 | 0.06 | |
| Worst Month | -0.30% | -0.49% | -0.03% |
| Comparison Start | 2016-03-07 | 2016-03-07 | 2016-03-07 |
| Comparison End | 2026-03-05 | 2026-03-05 | 2026-03-05 |
Perenne Short Term Bond (simulated+fund)
USD Short Term Bond internal benchmark
Bloomberg US Treasury Bill Index (LD20TRUU)