Portfolio Performance

Updated:

Base currency: SGD

Performance summary

Through the latest validated reporting date

Time-weighted returns
31.63%

Portfolio performance, excluding cash-flow timing

Internal rate of return
18.62%

Investor return, including cash-flow timing

Alpha
+5.23%

Risk-adjusted excess return vs S&P 500

Sharpe ratio
1.21

Return per unit of risk

Risk and drawdown

Volatility
17.82%
Maximum drawdown
-19.22%
Longest drawdown
112 days

Market sensitivity

Beta vs S&P 500
0.18
Gamma vs S&P 500
9.49

Past performance is not indicative of future results.