Portfolio Performance

Updated:

Base currency: SGD

Performance summary

Through the latest validated reporting date

Time-weighted returns
33.07%

Portfolio performance, excluding cash-flow timing

Internal rate of return
20.14%

Investor return, including cash-flow timing

Alpha
+6.30%

Risk-adjusted excess return vs S&P 500

Sharpe ratio
1.26

Return per unit of risk

Risk and drawdown

Volatility
17.93%
Maximum drawdown
-18.58%
Longest drawdown
105 days

Market sensitivity

Beta vs S&P 500
0.17
Gamma vs S&P 500
9.35

Past performance is not indicative of future results.