Portfolio Performance

Updated: 15 Aug 2026, 23:01 UTC

Base currency: SGD

Performance summary

Through the latest validated reporting date

Time-weighted returns

29.41%

Portfolio performance, excluding cash-flow timing

Internal rate of return

18.05%

Investor return, including cash-flow timing

Alpha

+7.19%

Risk-adjusted excess return vs S&P 500

Sharpe ratio

1.17

Return per unit of risk

Risk and drawdown

Volatility

18.22%

Maximum drawdown

-20.47%

Longest drawdown

86 days

Market sensitivity

Beta vs S&P 500

0.18

Gamma vs S&P 500

7.58

Past performance is not indicative of future results.