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% | 2.41% |
| Year-to-Date | 2.55% | 1.97% | 2.32% |
| Month-to-Date | 0.27% | 0.30% | 0.20% |
| Volatility | 0.41% | 0.57% | 0.19% |
| Sharpe Ratio | 6.19 | 3.67 | 12.56 |
| Sortino Ratio | 12.69 | 6.85 | 65.01 |
| Jensen's Alpha | 0.95% | -1.33% | |
| Information Ratio | 0.38 | -0.61 | |
| Tracking Error (weekly) | 0.35% | 0.45% | |
| Index Beta (weekly) | 1.04 | 1.44 | |
| Capture Ratio (monthly) | 0.15 | 0.06 | |
| Worst Month | -0.35% | -0.49% | -0.03% |
| Comparison Start | 2016-08-22 | 2016-08-22 | 2016-08-22 |
| Comparison End | 2026-08-20 | 2026-08-20 | 2026-08-20 |
Perenne Short Term Bond (simulated+fund)
USD Short Term Bond internal benchmark
Bloomberg US Treasury Bill Index (LD20TRUU)