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) | 2.58% | 2.13% | 2.47% |
| Year-to-Date | 2.88% | 2.28% | 2.94% |
| Month-to-Date | 0.23% | 0.26% | 0.24% |
| Volatility | 0.41% | 0.57% | 0.19% |
| Sharpe Ratio | 6.15 | 3.70 | 12.81 |
| Sortino Ratio | 12.49 | 6.87 | 66.80 |
| Jensen's Alpha | 0.94% | -1.35% | |
| Information Ratio | 0.28 | -0.65 | |
| Tracking Error (weekly) | 0.35% | 0.45% | |
| Index Beta (weekly) | 1.04 | 1.45 | |
| Capture Ratio (monthly) | 0.16 | 0.05 | |
| Worst Month | -0.35% | -0.49% | -0.03% |
| Comparison Start | 2016-10-24 | 2016-10-24 | 2016-10-24 |
| Comparison End | 2026-10-21 | 2026-10-21 | 2026-10-21 |
Perenne Short Term Bond (simulated+fund)
USD Short Term Bond internal benchmark
Bloomberg US Treasury Bill Index (LD20TRUU)