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) | 2.45% | 1.98% | 2.29% |
| Year-to-Date | 1.06% | 0.83% | 1.01% |
| Month-to-Date | 0.47% | 0.16% | 0.15% |
| Volatility | 0.39% | 0.56% | 0.19% |
| Sharpe Ratio | 6.13 | 3.51 | 12.03 |
| Sortino Ratio | 12.40 | 6.55 | 61.26 |
| Jensen's Alpha | 0.90% | -1.31% | |
| Information Ratio | 0.41 | -0.61 | |
| Tracking Error (weekly) | 0.33% | 0.44% | |
| Index Beta (weekly) | 1.02 | 1.43 | |
| Capture Ratio (monthly) | 0.17 | 0.05 | |
| Worst Month | -0.35% | -0.49% | -0.03% |
| Comparison Start | 2016-04-18 | 2016-04-18 | 2016-04-18 |
| Comparison End | 2026-04-15 | 2026-04-15 | 2026-04-15 |
Perenne Short Term Bond (simulated+fund)
USD Short Term Bond internal benchmark
Bloomberg US Treasury Bill Index (LD20TRUU)