Investment Results
Performance
Time-weighted returns vs MSCI ACWI benchmark · USD
YTD Return
+16.93%
Benchmark
+9.40%
Alpha
+7.53%
Period ReturnsNet of fees · vs MSCI ACWI
| Period | Portfolio | Benchmark | Excess | Trend |
|---|---|---|---|---|
| 1D | +0.42% | +0.23% | +0.19% | |
| 1W | +1.84% | +1.24% | +0.60% | |
| MTD | +3.12% | +2.18% | +0.94% | |
| QTD | +5.68% | +4.32% | +1.36% | |
| YTD | +16.93% | +9.40% | +7.53% | |
| 1Y | +18.20% | +14.40% | +3.80% | |
| 3Y | +49.80% | +38.20% | +11.60% | |
| 5Y | +112.40% | +81.20% | +31.20% | |
| ITD | +248.20% | +186.40% | +61.80% |
Risk & Style3y rolling
Sharpe Ratio
1.42
vs 1.10 bench
Sortino
1.86
downside only
Beta
0.84
vs ACWI
Alpha (annual.)
+3.80%
Volatility
11.80%
annualized
Max Drawdown
−7.20%
Q4 2022
Tracking Error
3.84%
Information Ratio
0.98
Calendar ReturnsMonthly · portfolio NAV
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | — | — | — | — | 0.00% | −0.88% | +3.44% | −1.29% | +2.34% | +3.04% | +3.20% | +2.09% | +12.44% |
| 2022 | −0.37% | −2.10% | +0.74% | +1.43% | −2.14% | +1.59% | −0.02% | −1.17% | −1.90% | −1.33% | +1.12% | +0.83% | −3.37% |
| 2023 | −0.08% | +0.05% | −2.03% | +1.38% | +2.75% | +0.39% | −1.64% | +1.40% | −1.36% | +3.01% | +3.02% | −1.94% | +4.86% |
| 2024 | +2.68% | +0.44% | −0.45% | −0.39% | −2.14% | +1.93% | −0.74% | −0.31% | −1.27% | +1.73% | −0.97% | +2.26% | +2.64% |
| 2025 | +1.88% | +0.20% | +1.34% | −0.71% | +2.71% | +1.47% | −0.31% | +3.37% | −0.05% | −0.76% | −0.39% | +1.35% | +10.45% |
| 2026 | +0.84% | +2.70% | +1.05% | −0.19% | — | — | — | — | — | — | — | — | +4.46% |
Sector AttributionContribution to YTD return
- Technology+25.82%
- Communications+11.60%
- Healthcare+5.93%
- Financials+5.31%
- Consumer+1.68%
- Materials−0.04%
Top Contributors / DetractorsYTD
- NVDANVIDIA Corp.+3.24%
- METAMeta Platforms Inc.+1.99%
- BTCBitcoin+1.95%
- LLYEli Lilly & Co.+1.35%
- AAPLApple Inc.+1.20%
- TSMTaiwan Semiconductor Mfg.+1.03%
- LVMHLVMH Moët Hennessy−0.10%
- NESNNestlé SA−0.09%
- AAPL 3.6 09/42Apple Inc. 3.600% 09/15/42−0.04%
- RIORio Tinto plc−0.01%
- VNQVanguard Real Estate ETF+0.10%
- UNHUnitedHealth Group Inc.+0.14%