Time-weighted returns
34.02%
Portfolio performance, excluding cash-flow timing
Portfolio Performance
Updated:
Base currency: SGD
Performance summary
Through the latest validated reporting date
Internal rate of return
21.50%
Investor return, including cash-flow timing
Alpha
+7.26%
Risk-adjusted excess return vs S&P 500
Sharpe ratio
1.31
Return per unit of risk
Risk and drawdown
- Volatility
- 18.05%
- Maximum drawdown
- -17.59%
- Longest drawdown
- 95 days
Market sensitivity
- Beta vs S&P 500
- 0.17
- Gamma vs S&P 500
- 9.53
Past performance is not indicative of future results.