Portfolio Performance

Updated:

Base currency: SGD

Performance summary

Through the latest validated reporting date

Time-weighted returns
35.54%

Portfolio performance, excluding cash-flow timing

Internal rate of return
23.24%

Investor return, including cash-flow timing

Alpha
+8.58%

Risk-adjusted excess return vs S&P 500

Sharpe ratio
1.37

Return per unit of risk

Risk and drawdown

Volatility
18.16%
Maximum drawdown
-16.65%
Longest drawdown
88 days

Market sensitivity

Beta vs S&P 500
0.17
Gamma vs S&P 500
9.34

Past performance is not indicative of future results.