Portfolio Performance

Updated:

Base currency: SGD

Performance summary

Through the latest validated reporting date

Time-weighted returns
35.37%

Portfolio performance, excluding cash-flow timing

Internal rate of return
22.45%

Investor return, including cash-flow timing

Alpha
+8.14%

Risk-adjusted excess return vs S&P 500

Sharpe ratio
1.35

Return per unit of risk

Risk and drawdown

Volatility
17.98%
Maximum drawdown
-17.57%
Longest drawdown
98 days

Market sensitivity

Beta vs S&P 500
0.17
Gamma vs S&P 500
9.37

Past performance is not indicative of future results.