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) | 2.56% | 2.09% | 2.43% |
| Year-to-Date | 2.58% | 1.94% | 2.51% |
| Month-to-Date | 0.02% | -0.02% | 0.09% |
| Volatility | 0.41% | 0.57% | 0.19% |
| Sharpe Ratio | 6.15 | 3.65 | 12.65 |
| Sortino Ratio | 12.57 | 6.78 | 65.63 |
| Jensen's Alpha | 0.94% | -1.34% | |
| Information Ratio | 0.33 | -0.65 | |
| Tracking Error (weekly) | 0.35% | 0.45% | |
| Index Beta (weekly) | 1.04 | 1.44 | |
| Capture Ratio (monthly) | 0.17 | 0.05 | |
| Worst Month | -0.35% | -0.49% | -0.03% |
| Comparison Start | 2016-09-12 | 2016-09-12 | 2016-09-12 |
| Comparison End | 2026-09-10 | 2026-09-10 | 2026-09-10 |
Perenne Short Term Bond (simulated+fund)
USD Short Term Bond internal benchmark
Bloomberg US Treasury Bill Index (LD20TRUU)