| Bloomberg US Treasury Bills 1-3 Month Index | 79.89% | 34.58% | 10.96% | 2.03% | 5.56% | 1.39% |
| Bloomberg US Corporate 10+ Year Index | -7.30% | 3.22% | -2.24% | 1.69% | -1.34% | 0.95% |
| ICE U.S. Treasury 20+ Year Bond Index | -28.61% | -13.18% | -4.64% | 2.10% | -2.46% | 0.90% |
| ICE US Treasury 25+ Year Bond Index | n.a | n.a | -5.00% | 2.10% | -2.56% | 0.89% |
| ICE US Treasury 25+ Year Bond Index | n.a | n.a | -5.00% | 2.10% | -2.56% | 0.89% |
| Refinitiv Qualified Global Convertible Monthly Hedged (USD) Index | n.a | 42.16% | 12.04% | 4.48% | 6.29% | 0.87% |
| Bloomberg MSCI USD Corporate Float-Adjusted Liquid Bond Screened Index | n.a | n.a | -0.15% | -2.95% | 5.33% | 0.85% |
| Bloomberg MSCI USD Corporate Float-Adjusted Liquid Bond Screened Index | n.a | n.a | -2.33% | -5.07% | 4.49% | 0.85% |
| Bloomberg US Treasury 10+ Year Bond Index | -25.26% | -10.34% | -3.95% | 1.63% | -1.95% | 0.81% |
| FTSE Goldman Sachs China Government Bond Index | 16.99% | 0.61% | -7.35% | 1.14% | 1.74% | 0.81% |
|
| Bloomberg US Long Treasury Index | n.a | n.a | -3.97% | 1.62% | -1.96% | 0.80% |
| Bloomberg US Long Treasury Index | n.a | -10.17% | -3.98% | 1.62% | -1.96% | 0.80% |
| Bloomberg US Long Treasury Index | n.a | n.a | -3.99% | 1.62% | -1.97% | 0.80% |
| Bloomberg US 10+ Year Treasury Bond Index | n.a | n.a | n.a | 1.62% | -1.97% | 0.80% |
| Bloomberg US 10+ Year Treasury Bond Index | n.a | n.a | n.a | 1.62% | -1.97% | 0.80% |
| Bloomberg US Treasury 10+ Year Bond Index | -25.09% | -10.26% | -3.98% | 1.61% | -1.98% | 0.80% |
| Bloomberg China Treasury + Policy Bank Index | n.a | n.a | -7.51% | 1.11% | 1.75% | 0.78% |
| Refinitiv Qualified Global Convertible Index | 22.34% | 40.06% | 14.02% | 4.30% | 6.05% | 0.78% |
| Bloomberg China Treasury + Policy Bank Index | 18.16% | 0.93% | -7.52% | 1.08% | 1.81% | 0.76% |
| Bloomberg China Treasury + Policy Bank Index | n.a | -0.52% | -7.75% | 1.08% | 1.71% | 0.76% |
| Bloomberg Capital UK Gilt 15+ Year Index | -44.50% | -6.38% | 6.95% | 2.32% | 6.11% | 0.76% |
| JP Morgan China Custom Liquid ESG Capped Index | 14.10% | -1.18% | -6.83% | 1.15% | 1.97% | 0.73% |
| JP Morgan China Government + Policy Bank 20% Capped 1-10 Year Index | 13.92% | -1.38% | -6.85% | 1.14% | 2.01% | 0.72% |
| FTSE Chinese Government and Policy Bank Bond 1-10 Years Capped Index | 14.05% | -0.88% | -6.70% | 1.18% | 2.03% | 0.72% |
| JP Morgan China Custom Liquid ESG Capped Index | n.a | -0.94% | -6.29% | 1.02% | 2.26% | 0.70% |
| Bloomberg World Government Inflation-Linked Bond Index | -6.04% | 0.49% | -2.16% | 1.42% | 0.08% | 0.64% |
| Markit iBoxx USD Liquid Investment Grade Index | 1.98% | 6.41% | -2.96% | 1.43% | -0.67% | 0.64% |
| Bloomberg World Government Inflation-Linked Bond Index | -5.86% | 0.76% | -1.72% | 1.32% | 0.40% | 0.62% |
| Bloomberg USD Liquid Investment Grade Corporate Index | 2.63% | 7.00% | -2.86% | 1.29% | -0.57% | 0.60% |
| Bloomberg USD Liquid Investment Grade Corporate Index | 2.62% | 6.99% | -2.87% | 1.29% | -0.57% | 0.60% |
| Bloomberg US Corporate Liquid Issuer Index | 5.21% | 7.60% | -2.89% | 1.28% | -0.58% | 0.60% |
| Bloomberg US Corporate Liquid Issuer Index | 5.21% | 7.60% | -2.89% | 1.28% | -0.58% | 0.60% |
| Bloomberg Euro Government Inflation-Linked Bond Index | 2.65% | 5.03% | 2.49% | 0.82% | -0.01% | 0.59% |
| Bloomberg Euro Government Inflation-Linked Bond Index | 2.72% | 4.97% | 2.50% | 0.82% | -0.01% | 0.59% |
| Bloomberg Euro Government Inflation-Linked Bond Index | 2.56% | 5.01% | 2.46% | 0.84% | 0.01% | 0.59% |
| Bloomberg Euro Government Inflation-Linked Bond Index | 2.72% | 4.97% | 2.50% | 0.82% | -0.01% | 0.59% |
| ICE U.S. Treasury 20+ Year Bond Index | -38.30% | -12.64% | 6.13% | 1.19% | -2.14% | 0.59% |
| Bloomberg MSCI USD Liquid Investment Grade Corporate Sustainable and SRI Index | 0.68% | 6.13% | -2.95% | 1.29% | -0.71% | 0.58% |
| Refinitiv Qualified Global Convertible Monthly EUR Hedged Index | 13.51% | 44.81% | 24.62% | 3.56% | 6.69% | 0.57% |
| Bloomberg SASB US Corporate ESG Ex-Controversies Select Index | 4.24% | 6.99% | -3.63% | 1.26% | -0.41% | 0.55% |
| Bloomberg MSCI USD Liquid Corporate ESG Weighted Bond Index | 5.10% | 7.33% | -3.75% | 1.24% | -0.50% | 0.55% |
| iBoxx EUR Sovereigns Eurozone Index | -1.92% | 4.65% | -7.66% | 1.43% | -0.43% | 0.54% |
| Bloomberg Global Aggregate Corporate Bond Index | 6.30% | 8.25% | -3.67% | 1.34% | -0.29% | 0.53% |
| Bloomberg Global Aggregate Corporate Bond Index | 3.07% | 4.96% | -6.60% | 1.34% | -1.15% | 0.53% |
| Bloomberg Global Aggregate Corporate Index | n.a | n.a | n.a | 1.28% | -0.16% | 0.52% |
| Bloomberg Global Aggregate Corporate Index | n.a | n.a | n.a | 1.28% | -0.15% | 0.52% |
| Markit iBoxx Euro Eurozone 25+ Index | -47.99% | -10.81% | -3.65% | 1.15% | -2.00% | 0.52% |
| Bloomberg US Aggregate Bond Index | 2.47% | 3.46% | -4.37% | 1.20% | -0.30% | 0.52% |
| Bloomberg MSCI US Corporate SRI Sustainable ex Fossil Fuel Bond Index | n.a | n.a | -3.96% | 1.21% | -0.63% | 0.52% |
| Bloomberg Euro Treasury 50bn 25+ Year Bond Index | -49.28% | -11.22% | -4.28% | 1.07% | -2.07% | 0.52% |
| Bloomberg MSCI US Corporate SRI Sustainable ex Fossil Fuel Bond Index | n.a | n.a | -3.96% | 1.21% | -0.63% | 0.52% |
| Bloomberg US Aggregate Bond Index | 2.27% | 3.23% | -4.49% | 1.16% | -0.30% | 0.51% |
| ICE BofAML Diversified High Yield US Emerging Markets Corporate Plus Index | 18.53% | 18.79% | -3.71% | 1.33% | 1.77% | 0.50% |
| Markit iBoxx Contingent Convertible Liquid Developed Europe AT1 Index | 22.02% | 18.36% | 3.09% | 1.23% | 2.24% | 0.50% |
| iBoxx Contingent Convertible Liquid Developed Europe AT1 Index | 22.02% | 18.36% | 3.09% | 1.23% | 2.24% | 0.50% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | 4.80% | 7.11% | -3.93% | 1.16% | -0.43% | 0.50% |
| Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select Index | 30.17% | 19.61% | -4.62% | 1.46% | 0.90% | 0.50% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | 4.75% | 7.06% | -3.93% | 1.16% | -0.42% | 0.50% |
| Bloomberg MSCI ESG US Corporate Select Index | 4.68% | 7.10% | -3.98% | 1.20% | -0.39% | 0.50% |
| Bloomberg US Liquid Corporate Index | 2.33% | 7.11% | -3.54% | 1.19% | -0.44% | 0.50% |
| ICE US Fallen Angel High Yield Constrained Index | n.a | n.a | -3.45% | 1.42% | 1.33% | 0.49% |
| Bloomberg US Long Treasury Index | n.a | -9.33% | 7.00% | 0.73% | -1.64% | 0.49% |
| Bloomberg MSCI ESG Euro Corporate Select Index | n.a | 11.88% | -6.31% | 1.40% | -0.04% | 0.48% |
| Markit iBoxx TIPS Inflation-Linked Index | n.a | 3.41% | -5.35% | 1.32% | -1.09% | 0.48% |
| Bloomberg Global Aggregate Bond USD Hedged Index | 5.54% | 5.21% | -6.62% | 1.16% | -0.42% | 0.48% |
| Bloomberg Global Aggregate Bond USD Hedged Index | 5.60% | 5.25% | -6.63% | 1.15% | -0.43% | 0.48% |
| ICE BofA Diversified Core Plus Fixed Rate Preferred Securities Index | -12.03% | 2.21% | 3.68% | 1.35% | -0.42% | 0.47% |
| Markit iBoxx Euro Eurozone 20yr Target Duration Index | n.a | n.a | -5.81% | 1.00% | -3.03% | 0.47% |
| JP Morgan Emerging Market Enhanced Multi-Factor Local Currency Bond Index | 13.05% | 21.73% | 6.87% | 1.48% | 3.97% | 0.47% |
| Markit iBoxx Euro Eurozone 20yr Target Duration Index | -46.02% | -13.28% | -5.82% | 1.00% | -3.03% | 0.47% |
| JP Morgan Global Credit Index (GCI) ESG Investment Grade USD Custom Maturity Index | 7.47% | 8.48% | -4.05% | 1.28% | -0.18% | 0.47% |
| Bloomberg MSCI USD Corporate and Agency Green Bond Index | n.a | 7.44% | -4.62% | 1.14% | -0.16% | 0.47% |
| Markit iBoxx GBP Liquid Corporates Large Cap Index | n.a | n.a | 7.22% | 0.98% | 2.54% | 0.46% |
| Bloomberg World Government Inflation-Linked Bond Index | -12.23% | 0.94% | 4.31% | 0.73% | 0.21% | 0.46% |
| Bloomberg World Government Inflation-Linked Bond Index | -12.28% | 0.81% | 4.27% | 0.71% | 0.20% | 0.46% |
| Bloomberg World Government Inflation-Linked Bond Index | -12.32% | 0.83% | 4.25% | 0.72% | 0.20% | 0.46% |
| Bloomberg Sterling Gilt Float Adjusted Index | -31.48% | -3.20% | 6.27% | 0.97% | 2.63% | 0.46% |
| JP Morgan GBI EM Global Core Index | 8.63% | 14.35% | 4.84% | 1.30% | 3.36% | 0.45% |
| Markit iBoxx USD Liquid High Yield Capped Index | 27.61% | 16.32% | -3.34% | 1.26% | 1.35% | 0.45% |
| Bloomberg Sterling Corporate Bond Index | -3.30% | 19.23% | 6.76% | 1.67% | 3.55% | 0.45% |
| ICE BofAML US High Yield Constrained Index | n.a | 19.29% | -3.99% | 1.26% | 1.43% | 0.45% |
| Bloomberg US High Yield Very Liquid Index ex 144A | 26.76% | 18.59% | -3.59% | 1.29% | 1.68% | 0.45% |
| Bloomberg UK Gilt Index | -22.70% | 4.78% | 5.47% | 1.69% | 3.68% | 0.45% |
| Citi Time-Weighted US Fallen Angel Bond Select Index | 21.02% | 14.81% | -2.46% | 1.53% | 1.35% | 0.45% |
| ICE Global Fallen Angel High Yield 10% Constrained Index | 20.76% | 16.03% | -1.86% | 1.21% | 1.05% | 0.44% |
| Bloomberg Sterling Gilt Float Adjusted Index | -24.78% | 4.31% | 5.58% | 1.69% | 3.68% | 0.44% |
| Bloomberg Sterling Gilt Float Adjusted Index | -26.79% | 1.52% | 2.75% | 1.69% | 2.89% | 0.44% |
| Bloomberg Euro Government Bond 30 Year Index | -36.16% | -2.34% | -0.44% | 0.89% | -1.47% | 0.44% |
| Bloomberg Euro Treasury 50bn 15+ Year Bond Index | -39.03% | -3.77% | -1.12% | 0.90% | -1.52% | 0.44% |
| Bloomberg Euro Treasury 50bn 15+ Year Bond Index | -39.03% | -3.77% | -1.12% | 0.90% | -1.52% | 0.44% |
| FTSE Actuaries UK Conventional Gilts All Stocks Index | n.a | n.a | n.a | 0.91% | 2.54% | 0.44% |
| Markit iBoxx Euro Eurozone 15-30 Index | -35.68% | -2.02% | -0.32% | 0.94% | -1.36% | 0.44% |
| FTSE Actuaries UK Conventional Gilts All Stocks Index | n.a | -1.36% | 6.02% | 0.91% | 2.55% | 0.44% |
| Bloomberg MSCI Global Liquid Corporate ESG Weighted SRI Bond Index | n.a | n.a | -1.04% | 1.05% | -0.11% | 0.43% |
| Bloomberg US Government Inflation-Linked Bond Index | 9.11% | 3.16% | -5.38% | 1.17% | -1.07% | 0.43% |
| Bloomberg US Government Inflation-Linked Bond Index | 9.53% | 3.41% | -5.36% | 1.15% | -1.09% | 0.43% |
| Bloomberg Global Aggregate Corporate Bond Index | 3.42% | 9.54% | -1.58% | 1.01% | -0.08% | 0.43% |
| Bloomberg US Government Inflation-Linked Bond Index | 9.36% | 3.27% | -5.40% | 1.15% | -1.10% | 0.42% |
| Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral Index | n.a | 3.78% | -7.01% | 1.16% | -0.63% | 0.42% |
| JP Morgan GBI Emerging Markets Global Diversified 10% Cap 1% Floor Index | 7.78% | 14.80% | 5.07% | 1.27% | 3.12% | 0.42% |
