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Note: Benchmark Indices are quoted in Total Return. Third Party Index Disclaimer
Return Comparison Zero Coupon Swap EUR 5Y Index iBoxx Euro
Annualized Return 4.12 2.72
Volatility 3.45 3.33
Sharpe Ratio 0.17 -0.24
Sortino Ratio 0.28 -0.38
Max Drawdown -4.71 -3.91
Daily Return 0.31 0.33
Return Comparison Zero Coupon Swap EUR 5Y Index iBoxx Euro
Month to Date Return 1.38 1.24
3 Month Return 7.97 4.10
6 Month Return 9.97 6.21
YTD Return 11.05 6.38
12 Month Return 10.32 5.71
Risk Free Rate 3.52  
Excel Zero Coupon Swap EUR 5Y Index vs. iBoxx Euro Index Levels
Excel Zero Coupon Swap EUR 5Y Index vs. iBoxx Euro 60 Day Rolling Vol
Excel Zero Coupon Swap EUR 5Y Index 60 Day Rolling Correlation
Excel iBoxx Euro Return Comparison
Excel Zero Coupon Swap EUR 5Y Index vs. iBoxx Euro Annual Returns
Excel Zero Coupon Swap EUR 5Y Index vs. iBoxx Euro Monthly Drawdown