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) | 2.52% | 2.03% | 2.35% |
| Year-to-Date | 1.96% | 1.29% | 1.69% |
| Month-to-Date | 0.20% | 0.10% | 0.22% |
| Volatility | 0.41% | 0.56% | 0.19% |
| Sharpe Ratio | 6.15 | 3.57 | 12.32 |
| Sortino Ratio | 12.61 | 6.64 | 63.31 |
| Jensen's Alpha | 0.94% | -1.33% | |
| Information Ratio | 0.42 | -0.64 | |
| Tracking Error (weekly) | 0.35% | 0.44% | |
| Index Beta (weekly) | 1.03 | 1.43 | |
| Capture Ratio (monthly) | 0.15 | 0.06 | |
| Worst Month | -0.35% | -0.49% | -0.03% |
| Comparison Start | 2016-06-27 | 2016-06-27 | 2016-06-27 |
| Comparison End | 2026-06-23 | 2026-06-23 | 2026-06-23 |
Perenne Short Term Bond (simulated+fund)
USD Short Term Bond internal benchmark
Bloomberg US Treasury Bill Index (LD20TRUU)