Parisby ilion
Latest Date—
Total Market Value—
English
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Risk and Performance

Overview

Return
MTD›QTD›YTD›
Portfolio
Benchmark
Alpha
Volatility
12.4%
Within limits
Tracking Error
2.1%
Within limits
Sharpe Ratio
0.87
Information Ratio
0.54
Max Drawdown
Drawdown
-17.3%
Duration
142 days
Recovery
>89 days
Rel. Max Drawdown
Drawdown
-8.1%
Duration
98 days
Recovery
45 days
No investment policy breaches. Foreign equities are within 2% of their upper limit (28% with a limit of 30%).
Commentary