Risk vs return

Risk measures
Benchmark used: Citi STRIPS 20+ Yr USD
| Fund | Category average | |
|---|---|---|
| Alpha | -16.14 | -10.08 |
| Beta | +7.10 | +4.62 |
| Information ratio | +0.63 | +0.67 |
| Fund | Category average | |
|---|---|---|
| R squared | +45.88 | +58.23 |
| Sharpe ratio | +0.85 | +1.02 |
| Standard deviation | 25.37% | 14.98% |
