Portfolio Performance

Updated:

Base currency: SGD

Performance summary

Through the latest validated reporting date

Time-weighted returns
35.25%

Portfolio performance, excluding cash-flow timing

Internal rate of return
22.85%

Investor return, including cash-flow timing

Alpha
+8.29%

Risk-adjusted excess return vs S&P 500

Sharpe ratio
1.36

Return per unit of risk

Risk and drawdown

Volatility
18.12%
Maximum drawdown
-17.03%
Longest drawdown
90 days

Market sensitivity

Beta vs S&P 500
0.17
Gamma vs S&P 500
9.38

Past performance is not indicative of future results.