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) | 2.37% | 1.89% | 2.20% |
| Year-to-Date | 5.18% | 4.59% | 4.27% |
| Month-to-Date | 0.47% | 0.36% | 0.33% |
| Volatility | 0.37% | 0.56% | 0.19% |
| Sharpe Ratio | 6.35 | 3.38 | 11.62 |
| Sortino Ratio | 13.40 | 6.31 | 58.34 |
| Jensen's Alpha | 0.84% | -1.30% | |
| Information Ratio | 0.47 | -0.61 | |
| Tracking Error (weekly) | 0.29% | 0.44% | |
| Index Beta (weekly) | 1.01 | 1.42 | |
| Capture Ratio (monthly) | 0.17 | 0.05 | |
| Worst Month | -0.30% | -0.49% | -0.03% |
| Comparison Start | 2016-01-04 | 2016-01-04 | 2016-01-04 |
| Comparison End | 2025-12-29 | 2025-12-29 | 2025-12-29 |
Perenne Short Term Bond (simulated+fund)
USD Short Term Bond internal benchmark
Bloomberg US Treasury Bill Index (LD20TRUU)