Portfolio Performance

Updated:

Base currency: SGD

Performance summary

Through the latest validated reporting date

Time-weighted returns
33.79%

Portfolio performance, excluding cash-flow timing

Internal rate of return
21.55%

Investor return, including cash-flow timing

Alpha
+7.25%

Risk-adjusted excess return vs S&P 500

Sharpe ratio
1.31

Return per unit of risk

Risk and drawdown

Volatility
18.10%
Maximum drawdown
-17.73%
Longest drawdown
91 days

Market sensitivity

Beta vs S&P 500
0.17
Gamma vs S&P 500
9.45

Past performance is not indicative of future results.