Portfolio Performance

Updated:

Base currency: SGD

Performance summary

Through the latest validated reporting date

Time-weighted returns
29.42%

Portfolio performance, excluding cash-flow timing

Internal rate of return
18.01%

Investor return, including cash-flow timing

Alpha
+7.20%

Risk-adjusted excess return vs S&P 500

Sharpe ratio
1.17

Return per unit of risk

Risk and drawdown

Volatility
18.22%
Maximum drawdown
-20.47%
Longest drawdown
87 days

Market sensitivity

Beta vs S&P 500
0.18
Gamma vs S&P 500
7.58

Past performance is not indicative of future results.