Portfolio Performance

Updated:

Base currency: SGD

Performance summary

Through the latest validated reporting date

Time-weighted returns
34.66%

Portfolio performance, excluding cash-flow timing

Internal rate of return
22.42%

Investor return, including cash-flow timing

Alpha
+7.93%

Risk-adjusted excess return vs S&P 500

Sharpe ratio
1.34

Return per unit of risk

Risk and drawdown

Volatility
18.14%
Maximum drawdown
-17.19%
Longest drawdown
89 days

Market sensitivity

Beta vs S&P 500
0.17
Gamma vs S&P 500
9.39

Past performance is not indicative of future results.