| Bloomberg Capital UK Gilt 15+ Year Index | -43.75% | -3.08% | 5.07% | 1.98% | 8.00% | 2.86% |
| Refinitiv Qualified Global Convertible Monthly Hedged (USD) Index | n.a | 42.17% | 11.53% | 3.79% | 5.51% | 2.34% |
| Refinitiv Qualified Global Convertible Index | 23.22% | 40.44% | 13.47% | 3.59% | 5.31% | 2.14% |
| Bloomberg UK Gilt Index | -21.76% | 6.03% | 4.00% | 1.40% | 4.42% | 1.76% |
| Bloomberg Sterling Gilt Float Adjusted Index | -23.85% | 5.76% | 4.09% | 1.40% | 4.42% | 1.75% |
| Bloomberg Sterling Gilt Float Adjusted Index | -25.89% | 2.93% | 1.31% | 1.40% | 3.62% | 1.75% |
| Refinitiv Qualified Global Convertible Monthly EUR Hedged Index | 13.38% | 46.20% | 23.24% | 2.81% | 5.30% | 1.64% |
| ICE U.S. Treasury 20+ Year Bond Index | -28.34% | -13.62% | -5.10% | 1.67% | -0.56% | 1.64% |
| ICE US Treasury 25+ Year Bond Index | n.a | n.a | -5.57% | 1.69% | -0.61% | 1.64% |
| ICE US Treasury 25+ Year Bond Index | n.a | n.a | -5.57% | 1.69% | -0.61% | 1.64% |
|
| Bloomberg Euro Treasury 50bn 25+ Year Bond Index | -49.80% | -10.66% | -6.37% | 0.37% | -0.75% | 1.59% |
| Markit iBoxx Euro Eurozone 25+ Index | -48.62% | -9.80% | -5.75% | 0.43% | -0.76% | 1.57% |
| Bloomberg US Treasury 10+ Year Bond Index | -24.91% | -10.89% | -4.63% | 1.24% | -0.16% | 1.57% |
| Bloomberg US Long Treasury Index | n.a | n.a | -4.67% | 1.23% | -0.19% | 1.56% |
| Bloomberg US Long Treasury Index | n.a | n.a | -4.65% | 1.23% | -0.17% | 1.56% |
| Bloomberg US 10+ Year Treasury Bond Index | n.a | n.a | n.a | 1.23% | -0.18% | 1.56% |
| Bloomberg US 10+ Year Treasury Bond Index | n.a | n.a | n.a | 1.23% | -0.18% | 1.56% |
| Bloomberg US Treasury 10+ Year Bond Index | -24.73% | -10.76% | -4.64% | 1.24% | -0.17% | 1.56% |
| Bloomberg US Long Treasury Index | n.a | -10.70% | -4.66% | 1.23% | -0.16% | 1.56% |
| Bloomberg US Corporate 10+ Year Index | -6.29% | 3.42% | -2.96% | 1.24% | -0.05% | 1.52% |
| Bloomberg Sterling Corporate Bond Index | -2.47% | 20.39% | 5.37% | 1.34% | 3.58% | 1.51% |
| Bloomberg World Government Inflation-Linked Bond Index | -4.73% | 1.45% | -2.38% | 1.13% | 0.91% | 1.44% |
| Citi Time-Weighted US Fallen Angel Bond Select Index | 22.71% | 14.68% | -2.06% | 1.69% | 1.71% | 1.38% |
| Bloomberg Euro Government Bond 30 Year Index | -36.70% | -1.31% | -2.35% | 0.35% | -0.35% | 1.36% |
| Bloomberg Euro Treasury 50bn 15+ Year Bond Index | -39.53% | -2.95% | -3.00% | 0.33% | -0.40% | 1.34% |
| Bloomberg Euro Treasury 50bn 15+ Year Bond Index | -39.53% | -2.94% | -3.00% | 0.33% | -0.40% | 1.34% |
| iBoxx EUR Sovereigns Eurozone Index | -1.24% | 4.29% | -7.83% | 1.24% | 0.59% | 1.30% |
| Markit iBoxx Euro Eurozone 15-30 Index | -36.27% | -0.78% | -2.19% | 0.37% | -0.38% | 1.30% |
| FTSE Australian Government Bond Index | -16.48% | -5.70% | -1.63% | 1.33% | -0.31% | 1.30% |
| Markit iBoxx Euro Eurozone 20yr Target Duration Index | n.a | n.a | -7.78% | 0.21% | -1.95% | 1.29% |
| Markit iBoxx Euro Eurozone 20yr Target Duration Index | -46.35% | -12.84% | -7.79% | 0.21% | -1.95% | 1.29% |
| ICE US Fallen Angel High Yield Constrained Index | n.a | n.a | -3.28% | 1.48% | 1.56% | 1.27% |
| Bloomberg Sterling Gilt Float Adjusted Index | -31.49% | -0.93% | 5.52% | 0.80% | 3.82% | 1.23% |
| Bloomberg Euro Government Bond 10+ Year Index | -33.00% | 1.38% | -0.95% | 0.39% | -0.01% | 1.21% |
| JP Morgan ESG EMU Government Bond IG 10+ Year Index | n.a | n.a | -1.23% | 0.30% | -0.13% | 1.21% |
| JP Morgan ESG EMU Government Bond IG 10+ Year Index | n.a | n.a | -1.23% | 0.30% | -0.13% | 1.21% |
| Bloomberg World Government Inflation-Linked Bond Index | -4.97% | 0.79% | -2.41% | 1.13% | 1.10% | 1.17% |
| Markit iBoxx Euro Liquid Sovereigns Diversified 10+ Index | -39.30% | -1.69% | -1.81% | 0.33% | -0.16% | 1.17% |
| FTSE Actuaries UK Conventional Gilts All Stocks Index | n.a | n.a | n.a | 0.77% | 3.63% | 1.16% |
| FTSE Actuaries UK Conventional Gilts All Stocks Index | n.a | 0.61% | 5.32% | 0.77% | 3.64% | 1.16% |
| JP Morgan USD EM Diversified 3% Capped 1-5 Year Bond Index | 21.60% | 16.95% | -2.67% | 1.41% | 2.19% | 1.14% |
| Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select Index | 31.63% | 19.39% | -4.50% | 1.39% | 1.16% | 1.14% |
| Markit iBoxx USD Liquid Investment Grade Index | 3.09% | 6.34% | -3.32% | 1.19% | 0.46% | 1.12% |
| Bloomberg MSCI USD Liquid Investment Grade Corporate Sustainable and SRI Index | 1.80% | 5.99% | -3.34% | 1.04% | 0.38% | 1.12% |
| eb.rexx Government Germany 10.5+ Index | -39.03% | -9.23% | -6.09% | 0.24% | -1.99% | 1.11% |
| Bloomberg MSCI ESG Euro Corporate Select Index | n.a | 11.40% | -6.18% | 1.29% | 0.55% | 1.11% |
| Bloomberg US Corporate Liquid Issuer Index | 6.27% | 7.19% | -3.26% | 1.04% | 0.49% | 1.10% |
| Bloomberg US Corporate Liquid Issuer Index | 6.27% | 7.19% | -3.26% | 1.04% | 0.48% | 1.10% |
| Bloomberg USD Liquid Investment Grade Corporate Index | 3.67% | 6.84% | -3.29% | 1.03% | 0.46% | 1.10% |
| Bloomberg USD Liquid Investment Grade Corporate Index | 3.68% | 6.85% | -3.28% | 1.02% | 0.46% | 1.10% |
| ICE BofAML US High Yield Constrained Index | n.a | 19.17% | -3.75% | 1.31% | 1.81% | 1.07% |
| Bloomberg MSCI US High Yield Sustainable and SRI Index | n.a | 17.33% | -3.46% | 1.28% | 1.83% | 1.07% |
| Bloomberg US High Yield Very Liquid Index ex 144A | 28.04% | 18.39% | -3.39% | 1.29% | 2.07% | 1.07% |
| Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral Index | n.a | 3.21% | -6.99% | 1.14% | 0.44% | 1.06% |
| Markit iBoxx USD Liquid High Yield Capped Index | 29.14% | 16.11% | -3.04% | 1.33% | 1.84% | 1.06% |
| Bloomberg Global Aggregate Corporate Index | n.a | n.a | n.a | 1.12% | 0.71% | 1.05% |
| Bloomberg Global Aggregate Corporate Index | n.a | n.a | n.a | 1.12% | 0.71% | 1.05% |
| Bloomberg US Aggregate Bond Index | 3.46% | 2.79% | -4.49% | 1.08% | 0.80% | 1.04% |
| Bloomberg Global Aggregate Bond USD Hedged Index | 6.62% | 4.57% | -6.59% | 1.11% | 0.58% | 1.04% |
| Bloomberg Global Aggregate Bond USD Hedged Index | 6.69% | 4.61% | -6.60% | 1.11% | 0.57% | 1.04% |
| Deutsche Boerse EUROGOV Germany 10+ Index | -38.14% | -8.08% | -5.65% | 0.26% | -1.86% | 1.04% |
| Bloomberg SASB US Corporate ESG Ex-Controversies Select Index | 5.29% | 6.62% | -3.88% | 1.04% | 0.59% | 1.03% |
| Bloomberg MSCI US Corporate SRI Sustainable ex Fossil Fuel Bond Index | n.a | n.a | -4.19% | 1.02% | 0.41% | 1.03% |
| Bloomberg MSCI US Corporate SRI Sustainable ex Fossil Fuel Bond Index | n.a | n.a | -4.18% | 1.02% | 0.41% | 1.03% |
| Bloomberg US Aggregate Bond Index | 3.28% | 2.60% | -4.62% | 1.07% | 0.79% | 1.03% |
| Bloomberg MSCI USD Liquid Corporate ESG Weighted Bond Index | 6.20% | 6.99% | -3.94% | 1.03% | 0.48% | 1.03% |
| Bloomberg Euro Government Bond 10-15 Year Index | -18.81% | 9.47% | 2.76% | 0.43% | 0.65% | 1.01% |
| ICE BofAML Diversified High Yield US Emerging Markets Corporate Plus Index | 19.37% | 18.02% | -3.53% | 1.23% | 1.72% | 1.01% |
| JP Morgan Government Bond Global Index | n.a | 0.46% | -7.57% | 1.07% | 0.40% | 1.01% |
| Bloomberg MSCI ESG US Corporate High Yield Select Index | 25.83% | 17.72% | -3.42% | 1.27% | 1.86% | 1.01% |
| Bloomberg Global Aggregate Corporate Bond Index | 4.17% | 4.52% | -6.75% | 1.14% | -0.20% | 1.00% |
| Bloomberg Global Aggregate Corporate Bond Index | 7.43% | 7.80% | -3.82% | 1.14% | 0.67% | 1.00% |
| Bloomberg US Liquid Corporate Index | 3.41% | 6.86% | -4.05% | 0.99% | 0.50% | 1.00% |
| JP Morgan China Custom Liquid ESG Capped Index | n.a | -1.02% | -6.31% | 0.95% | 1.90% | 0.99% |
| Markit iBoxx USD Liquid High Yield 0-5 Capped Index | 33.35% | 14.14% | -3.77% | 1.27% | 1.68% | 0.99% |
| Bloomberg Euro Treasury 50bn 10-15 Year Bond Index | -19.40% | 9.05% | 2.57% | 0.42% | 0.58% | 0.99% |
| Bloomberg Euro Treasury 50bn 10-15 Year Bond Index | -19.40% | 9.05% | 2.57% | 0.42% | 0.58% | 0.99% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | 5.88% | 6.72% | -4.13% | 1.00% | 0.58% | 0.99% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | 5.93% | 6.77% | -4.13% | 1.00% | 0.57% | 0.99% |
| JP Morgan China Government + Policy Bank 20% Capped 1-10 Year Index | 15.22% | -1.82% | -6.44% | 0.99% | 2.18% | 0.99% |
| Bloomberg Global Aggregate Treasuries Index | n.a | n.a | n.a | 1.07% | 0.25% | 0.99% |
| Bloomberg MSCI ESG US Corporate Select Index | 5.81% | 6.69% | -4.14% | 1.04% | 0.62% | 0.98% |
| Bloomberg US Government Inflation-Linked Bond Index | 10.73% | 2.12% | -5.14% | 1.04% | -0.21% | 0.98% |
| Bloomberg US Government Inflation-Linked Bond Index | 10.50% | 2.03% | -5.11% | 1.07% | -0.16% | 0.98% |
| Bloomberg US Government Inflation-Linked Bond Index | 10.90% | 2.25% | -5.11% | 1.03% | -0.20% | 0.98% |
| JP Morgan Global Credit Index (GCI) ESG Investment Grade USD Custom Maturity Index | n.a | 8.05% | -4.24% | 1.10% | 0.65% | 0.96% |
| Bloomberg MSCI Global High Yield Liquid Corporate ESG Weighted SRI Bond Index | n.a | n.a | -1.76% | 1.21% | 1.76% | 0.95% |
| Bloomberg MSCI Global High Yield Liquid Corporate ESG Weighted SRI Bond Index | n.a | n.a | -1.65% | 1.21% | 1.83% | 0.95% |
| Markit iBoxx TIPS Inflation-Linked Index | n.a | 2.21% | -5.04% | 1.19% | -0.19% | 0.94% |
| ICE Global Fallen Angel High Yield 10% Constrained Index | 21.54% | 16.14% | -1.88% | 1.16% | 1.14% | 0.93% |
| ICE U.S. Treasury 20+ Year Bond Index | -38.76% | -12.25% | 4.92% | 0.70% | -0.79% | 0.92% |
| Bloomberg China Treasury + Policy Bank Index | n.a | n.a | -7.19% | 0.92% | 1.91% | 0.92% |
| Markit iBoxx USD Treasuries Index | 0.81% | 0.20% | -5.35% | 1.07% | 0.55% | 0.91% |
| Bloomberg China Treasury + Policy Bank Index | 19.53% | 0.43% | -7.22% | 0.91% | 1.96% | 0.91% |
| J.P. Morgan Emerging Markets Bond Index Global Diversified 1Bn Country | 12.04% | 20.95% | 0.74% | 1.08% | 2.65% | 0.91% |
| J.P. Morgan Emerging Markets Bond Index Global Diversified 1Bn Country | 12.05% | 20.94% | 0.75% | 1.08% | 2.64% | 0.91% |
| Markit iBoxx GBP Liquid Corporates Large Cap Index | n.a | n.a | 6.58% | 0.78% | 2.91% | 0.91% |
| JP Morgan Government Bond United States Index | 0.09% | -0.24% | -5.42% | 1.07% | 0.52% | 0.90% |
| FTSE Australian Government Bond Index | n.a | n.a | n.a | 0.50% | -1.66% | 0.89% |
| Bloomberg MSCI USD Corporate and Agency Green Bond Index | n.a | 6.69% | -4.61% | 1.00% | 0.67% | 0.89% |
