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\n", " | Captor Aster Global Credit | \n", "Captor Dahlia Green Bond | \n", "Captor Scilla Global Equity | \n", "Captor Aster Global High Yield | \n", "Captor Aster Global Credit Short-Term | \n", "Portfolio | \n", "
---|---|---|---|---|---|---|
Arithmetic return | \n", "6.90% | \n", "4.10% | \n", "13.12% | \n", "12.73% | \n", "6.30% | \n", "8.63% | \n", "
Volatility | \n", "9.26% | \n", "3.59% | \n", "8.92% | \n", "7.31% | \n", "1.68% | \n", "4.35% | \n", "
Return vol ratio | \n", "0.74 | \n", "1.14 | \n", "1.47 | \n", "1.74 | \n", "3.75 | \n", "1.98 | \n", "
Sortino ratio | \n", "1.11 | \n", "1.83 | \n", "2.14 | \n", "2.63 | \n", "5.78 | \n", "3.00 | \n", "
Worst month | \n", "-5.49% | \n", "-1.82% | \n", "-2.61% | \n", "-2.46% | \n", "0.02% | \n", "-2.44% | \n", "
CVaR 95.0% | \n", "-1.27% | \n", "-0.46% | \n", "-1.30% | \n", "-1.07% | \n", "-0.26% | \n", "-0.61% | \n", "
first indices | \n", "2022-12-06 | \n", "2022-12-06 | \n", "2022-12-06 | \n", "2022-12-06 | \n", "2022-12-06 | \n", "2022-12-06 | \n", "
last indices | \n", "2024-05-08 | \n", "2024-05-08 | \n", "2024-05-08 | \n", "2024-05-08 | \n", "2024-05-08 | \n", "2024-05-08 | \n", "