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) | 2.44% | 1.95% | 2.26% |
| Year-to-Date | 0.93% | 0.56% | 0.57% |
| Month-to-Date | 0.37% | 0.30% | 0.28% |
| Volatility | 0.37% | 0.56% | 0.19% |
| Sharpe Ratio | 6.50 | 3.48 | 11.87 |
| Sortino Ratio | 13.80 | 6.50 | 60.27 |
| Jensen's Alpha | 0.88% | -1.30% | |
| Information Ratio | 0.52 | -0.60 | |
| Tracking Error (weekly) | 0.35% | 0.44% | |
| Index Beta (weekly) | 1.04 | 1.48 | |
| Capture Ratio (monthly) | 0.15 | 0.06 | |
| Worst Month | -0.30% | -0.49% | -0.03% |
| Comparison Start | 2016-03-02 | 2016-03-02 | 2016-03-02 |
| Comparison End | 2026-02-27 | 2026-02-27 | 2026-02-27 |
Perenne Short Term Bond (simulated+fund)
USD Short Term Bond internal benchmark
Bloomberg US Treasury Bill Index (LD20TRUU)