Peer Index Comparison Report - Fixed Income - Australian Short Term Index
Fixed Income - Australian Short Term Index
Peer Index Comparison Report
September 30, 2024
Value Added Monthly Index
Monthly Return
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2024
0.45%
0.42%
0.48%
0.32%
0.51%
0.40%
0.53%
0.47%
0.45%
4.10%
2023
0.54%
0.26%
0.30%
0.38%
0.30%
0.35%
0.49%
0.48%
0.30%
0.30%
0.59%
0.65%
5.06%
2022
-0.02%
-0.08%
-0.30%
-0.18%
-0.07%
-0.16%
0.27%
0.13%
-0.04%
0.20%
0.42%
0.29%
0.46%
2021
0.10%
0.00%
0.06%
0.12%
0.08%
0.05%
0.07%
0.05%
0.03%
-0.16%
0.05%
0.05%
0.48%
2020
0.19%
0.09%
-0.77%
0.37%
0.38%
0.29%
0.27%
0.15%
0.07%
0.19%
0.22%
0.08%
1.56%
2019
0.25%
0.29%
0.27%
0.29%
0.21%
0.20%
0.27%
0.09%
0.13%
0.14%
0.16%
0.14%
2.45%
2018
0.21%
0.16%
0.10%
0.20%
0.18%
0.17%
0.24%
0.21%
0.20%
0.18%
0.14%
0.14%
2.14%
2017
0.28%
0.23%
0.24%
0.20%
0.24%
0.19%
0.26%
0.18%
0.20%
0.26%
0.20%
0.19%
2.70%
2016
0.19%
0.13%
0.28%
0.31%
0.30%
0.20%
0.27%
0.28%
0.23%
0.22%
0.14%
0.21%
2.81%
2015
0.28%
0.27%
0.25%
0.25%
0.23%
0.18%
0.24%
0.19%
0.13%
0.23%
0.19%
0.19%
2.66%
Return and Risk Report
Name
Return 1m
Return 3m
Return 12m
Return 3y
Return Incp
Std. Dev. 12m
Std. Dev. 3y
Std. Dev. Incp
Max Drawdown 12m
Max Drawdown 3y
Max Drawdown Incp
Fixed Income - Australian Short Term Index
0.45%
1.46%
5.71%
3.16%
4.20%
0.33%
0.86%
0.63%
0.00%
-0.87%
-0.87%
Dimensional Short Term Fixed Interest
0.37%
1.19%
4.55%
2.22%
3.73%
0.14%
0.96%
0.72%
0.00%
-1.45%
-1.56%
Janus Henderson Cnsrv Fxd Intst
0.40%
1.34%
5.47%
3.01%
4.18%
0.16%
0.92%
0.87%
0.00%
-1.34%
-1.34%
MLC MultiActive Cash Enhanced
0.42%
1.30%
5.36%
3.08%
3.38%
0.12%
0.79%
0.83%
0.00%
-0.81%
-1.20%
La Trobe Financial 12 Month Term Account
0.56%
1.69%
6.82%
5.65%
6.45%
0.04%
0.31%
0.34%
0.00%
0.00%
0.00%
MLC Wholesale Horizon 1 - Bond
0.63%
2.58%
8.01%
2.88%
3.34%
1.50%
1.89%
1.31%
-0.17%
-3.55%
-3.57%
PIC Wholesale 0/100 Portfolio
0.46%
0.97%
6.55%
2.04%
3.12%
1.51%
1.77%
1.33%
-0.17%
-3.57%
-3.57%
Perpetual Exact Market Return
0.36%
1.11%
4.42%
2.81%
3.36%
0.06%
0.50%
0.63%
0.00%
-0.02%
-0.27%
Western Asset Cnsrv Inc A
0.49%
1.42%
5.45%
3.19%
3.91%
0.34%
0.80%
0.92%
0.00%
-0.73%
-1.78%
Sandhurst Strategic Income B
0.47%
1.28%
5.78%
3.47%
3.30%
0.33%
0.85%
0.73%
0.00%
-0.56%
-1.08%
Total Return Summary
Name
Total Return 1m
Total Return 3m
Total Return 12m
Total Return 2y
Total Return 3y
Total Return 5y
Total Return Incp
Fixed Income - Australian Short Term Index
0.45%
1.46%
5.71%
10.36%
9.79%
12.59%
177.07%
Dimensional Short Term Fixed Interest
0.37%
1.19%
4.55%
8.39%
6.81%
7.73%
147.66%
Janus Henderson Cnsrv Fxd Intst
0.40%
1.34%
5.47%
10.19%
9.29%
12.35%
175.31%
MLC MultiActive Cash Enhanced
0.42%
1.30%
5.36%
9.91%
9.53%
11.95%
73.01%
La Trobe Financial 12 Month Term Account
0.56%
1.69%
6.82%
13.17%
17.92%
29.15%
295.38%
MLC Wholesale Horizon 1 - Bond
0.63%
2.58%
8.01%
12.85%
8.89%
10.99%
85.79%
PIC Wholesale 0/100 Portfolio
0.46%
0.97%
6.55%
9.79%
6.23%
8.65%
70.23%
Perpetual Exact Market Return
0.36%
1.11%
4.42%
8.11%
8.67%
9.36%
91.59%
Western Asset Cnsrv Inc A
0.49%
1.42%
5.45%
10.17%
9.89%
11.67%
146.12%
Sandhurst Strategic Income B
0.47%
1.28%
5.78%
10.81%
10.79%
13.98%
53.38%
Rolling Return
12 Month Rolling Return
-6%
-3%
0%
3%
6%
9%
12%
15%
2003
2005
2007
2009
2011
2013
2015
2017
2019
2021
2023
Fixed Income - Australian Short Term Index
Dimensional Short Term Fixed Interest
Janus Henderson Cnsrv Fxd Intst
La Trobe Financial 12 Month Term Account
MLC MultiActive Cash Enhanced
MLC Wholesale Horizon 1 - Bond
PIC Wholesale 0/100 Portfolio
Pendal Short Term Income Securities Fd
Perpetual Exact Market Return
Sandhurst Strategic Income B
Vanguard Short Term Fixed Interest
Western Asset Cnsrv Inc A
36 Month Rolling Return
-7%
-5%
0%
5%
10%
15%
20%
25%
30%
2005
2007
2009
2011
2013
2015
2017
2019
2021
2023
Fixed Income - Australian Short Term Index
Dimensional Short Term Fixed Interest
Janus Henderson Cnsrv Fxd Intst
La Trobe Financial 12 Month Term Account
MLC MultiActive Cash Enhanced
MLC Wholesale Horizon 1 - Bond
PIC Wholesale 0/100 Portfolio
Pendal Short Term Income Securities Fd
Perpetual Exact Market Return
Sandhurst Strategic Income B
Vanguard Short Term Fixed Interest
Western Asset Cnsrv Inc A
Sharpe Ratio Summary
Name
12m
2y
3y
5y
Incp
Fixed Income - Australian Short Term Index
Dimensional Short Term Fixed Interest
Janus Henderson Cnsrv Fxd Intst
MLC MultiActive Cash Enhanced
La Trobe Financial 12 Month Term Account
MLC Wholesale Horizon 1 - Bond
PIC Wholesale 0/100 Portfolio
Perpetual Exact Market Return
Western Asset Cnsrv Inc A
Sandhurst Strategic Income B
Rolling Sharpe Time
Risk/Return
Risk/Return 1 Year
Risk
Performance Return
-1.6%
-1.0%
0.0%
1.0%
2.0%
3.0%
4.0%
5.0%
0.0%
2.0%
4.0%
6.0%
8.0%
Fixed Income - Australian Short Term Index
Dimensional Short Term Fixed Interest
Janus Henderson Cnsrv Fxd Intst
La Trobe Financial 12 Month Term Account
MLC MultiActive Cash Enhanced
MLC Wholesale Horizon 1 - Bond
PIC Wholesale 0/100 Portfolio
Pendal Short Term Income Securities Fd
Perpetual Exact Market Return
Sandhurst Strategic Income B
Vanguard Short Term Fixed Interest
Western Asset Cnsrv Inc A
Average Risk/Return
Ave. Return 5.69%
Ave. Risk
0.42%
Ave. Return 5.69%
Ave. Risk
0.42%
Ave. Return 5.69%
Ave. Risk
0.42%
Ave. Return 5.69%
Ave. Risk
0.42%
Ave. Return 5.69%
Ave. Risk
0.42%
Ave. Return 5.69%
Ave. Risk
0.42%
Ave. Return 5.69%
Ave. Risk
0.42%
Ave. Return 5.69%
Ave. Risk
0.42%
Ave. Return 5.69%
Ave. Risk
0.42%
Ave. Return 5.69%
Ave. Risk
0.42%
Ave. Return 5.69%
Ave. Risk
0.42%
Ave. Return 5.69%
Ave. Risk
0.42%
Ave. Return 5.69%
Ave. Risk
0.42%
Risk/Return 2 Year
Risk
Performance Return
-1.5%
-1.0%
0.0%
1.0%
2.0%
3.0%
4.0%
5.0%
0.0%
2.0%
4.0%
6.0%
8.0%
Fixed Income - Australian Short Term Index
Dimensional Short Term Fixed Interest
Janus Henderson Cnsrv Fxd Intst
La Trobe Financial 12 Month Term Account
MLC MultiActive Cash Enhanced
MLC Wholesale Horizon 1 - Bond
PIC Wholesale 0/100 Portfolio
Pendal Short Term Income Securities Fd
Perpetual Exact Market Return
Sandhurst Strategic Income B
Vanguard Short Term Fixed Interest
Western Asset Cnsrv Inc A
Average Risk/Return
Ave. Return 4.98%
Ave. Risk
0.52%
Ave. Return 4.98%
Ave. Risk
0.52%
Ave. Return 4.98%
Ave. Risk
0.52%
Ave. Return 4.98%
Ave. Risk
0.52%
Ave. Return 4.98%
Ave. Risk
0.52%
Ave. Return 4.98%
Ave. Risk
0.52%
Ave. Return 4.98%
Ave. Risk
0.52%
Ave. Return 4.98%
Ave. Risk
0.52%
Ave. Return 4.98%
Ave. Risk
0.52%
Ave. Return 4.98%
Ave. Risk
0.52%
Ave. Return 4.98%
Ave. Risk
0.52%
Ave. Return 4.98%
Ave. Risk
0.52%
Ave. Return 4.98%
Ave. Risk
0.52%
Risk/Return 3 Year
Risk
Performance Return
-1.0%
0.0%
1.0%
2.0%
3.0%
4.0%
5.0%
0.0%
2.0%
4.0%
6.0%
8.0%
Fixed Income - Australian Short Term Index
Dimensional Short Term Fixed Interest
Janus Henderson Cnsrv Fxd Intst
La Trobe Financial 12 Month Term Account
MLC MultiActive Cash Enhanced
MLC Wholesale Horizon 1 - Bond
PIC Wholesale 0/100 Portfolio
Pendal Short Term Income Securities Fd
Perpetual Exact Market Return
Sandhurst Strategic Income B
Vanguard Short Term Fixed Interest
Western Asset Cnsrv Inc A
Average Risk/Return
Ave. Return 3.13%
Ave. Risk
0.93%
Ave. Return 3.13%
Ave. Risk
0.93%
Ave. Return 3.13%
Ave. Risk
0.93%
Ave. Return 3.13%
Ave. Risk
0.93%
Ave. Return 3.13%
Ave. Risk
0.93%
Ave. Return 3.13%
Ave. Risk
0.93%
Ave. Return 3.13%
Ave. Risk
0.93%
Ave. Return 3.13%
Ave. Risk
0.93%
Ave. Return 3.13%
Ave. Risk
0.93%
Ave. Return 3.13%
Ave. Risk
0.93%
Ave. Return 3.13%
Ave. Risk
0.93%
Ave. Return 3.13%
Ave. Risk
0.93%
Ave. Return 3.13%
Ave. Risk
0.93%
Risk/Return Incp
Risk
Performance Return
-1.2%
-1.0%
0.0%
1.0%
2.0%
3.0%
4.0%
5.0%
0.0%
2.0%
4.0%
6.0%
8.0%
Fixed Income - Australian Short Term Index
Dimensional Short Term Fixed Interest
Janus Henderson Cnsrv Fxd Intst
La Trobe Financial 12 Month Term Account
MLC MultiActive Cash Enhanced
MLC Wholesale Horizon 1 - Bond
PIC Wholesale 0/100 Portfolio
Pendal Short Term Income Securities Fd
Perpetual Exact Market Return
Sandhurst Strategic Income B
Vanguard Short Term Fixed Interest
Western Asset Cnsrv Inc A
Average Risk/Return
Ave. Return 3.91%
Ave. Risk
0.81%
Ave. Return 3.91%
Ave. Risk
0.81%
Ave. Return 3.91%
Ave. Risk
0.81%
Ave. Return 3.91%
Ave. Risk
0.81%
Ave. Return 3.91%
Ave. Risk
0.81%
Ave. Return 3.91%
Ave. Risk
0.81%
Ave. Return 3.91%
Ave. Risk
0.81%
Ave. Return 3.91%
Ave. Risk
0.81%
Ave. Return 3.91%
Ave. Risk
0.81%
Ave. Return 3.91%
Ave. Risk
0.81%
Ave. Return 3.91%
Ave. Risk
0.81%
Ave. Return 3.91%
Ave. Risk
0.81%
Ave. Return 3.91%
Ave. Risk
0.81%
Drawdown
Correlation
Fixed Income - Australian Short Term Index
Dimensional Short Term Fixed Interest
Janus Henderson Cnsrv Fxd Intst
La Trobe Financial 12 Month Term Account
MLC MultiActive Cash Enhanced
MLC Wholesale Horizon 1 - Bond
PIC Wholesale 0/100 Portfolio
Pendal Short Term Income Securities Fd
Perpetual Exact Market Return
Sandhurst Strategic Income B
Vanguard Short Term Fixed Interest
Western Asset Cnsrv Inc A
Fixed Income - Australian Short Term Index
Dimensional Short Term Fixed Interest
Janus Henderson Cnsrv Fxd Intst
La Trobe Financial 12 Month Term Account
MLC MultiActive Cash Enhanced
MLC Wholesale Horizon 1 - Bond
PIC Wholesale 0/100 Portfolio
Pendal Short Term Income Securities Fd
Perpetual Exact Market Return
Sandhurst Strategic Income B
Vanguard Short Term Fixed Interest
Western Asset Cnsrv Inc A
Fixed Income - Australian Short Term Index
1.00
0.85
0.90
0.74
0.90
0.89
0.89
0.89
0.74
0.85
0.79
0.82
Dimensional Short Term Fixed Interest
0.85
1.00
0.66
0.72
0.72
0.70
0.70
0.70
0.76
0.63
0.89
0.68
Janus Henderson Cnsrv Fxd Intst
0.90
0.66
1.00
0.60
0.90
0.77
0.77
0.84
0.55
0.79
0.56
0.83
La Trobe Financial 12 Month Term Account
0.74
0.72
0.60
1.00
0.80
0.43
0.43
0.78
0.92
0.67
0.71
0.70
MLC MultiActive Cash Enhanced
0.90
0.72
0.90
0.80
1.00
0.67
0.67
0.92
0.79
0.79
0.67
0.85
MLC Wholesale Horizon 1 - Bond
0.89
0.70
0.77
0.43
0.67
1.00
1.00
0.68
0.44
0.69
0.64
0.60
PIC Wholesale 0/100 Portfolio
0.89
0.70
0.77
0.43
0.67
1.00
1.00
0.68
0.44
0.69
0.64
0.60
Pendal Short Term Income Securities Fd
0.89
0.70
0.84
0.78
0.92
0.68
0.68
1.00
0.76
0.84
0.69
0.76
Perpetual Exact Market Return
0.74
0.76
0.55
0.92
0.79
0.44
0.44
0.76
1.00
0.63
0.80
0.69
Sandhurst Strategic Income B
0.85
0.63
0.79
0.67
0.79
0.69
0.69
0.84
0.63
1.00
0.57
0.70
Performance Review
Performance Metrics
value
Last Month
0.45%
3 Months Return
1.46%
1 Year Return
5.71%
3 Years Average Return
3.16%
Since Inc. Average Return
4.20%
1 Year Std. Dev. (Annual)
0.33%
3 Year Std. Dev. (Annual)
0.86%
Since Inc Std. Dev. (Annual)
0.63%
1 Year Max Drawdown
0.00%
3 Year Max Drawdown
-0.87%
Success Ratios
Performance Metrics
value
Average Winning Month
0.36%
Winning Month (%)
96.97%
Average Losing Month
-0.2%
Best Month
0.41%
Consecutive Winning Month
242
Consecutive Losing Month
6
Losing Months (%)
3.03%
Winning Year (%)
100%
Losing Year (%)
0%
