Index Performance

Key Statistics

Risk/Return metrics

Key Defintions

Annualized Standard Deviation

Measures the dispersion of monthly returns around their mean, annualized to represent yearly volatility.

Maximum Drawdown

The largest peak-to-trough decline in the index value, representing the worst historical loss.

Best/Worst Monthly Return

The highest and lowest monthly returns recorded since inception, showing the range of historical performance.

Sharpe Ratio

Measures risk-adjusted performance, calculated as the difference between the annualized return and risk-free rate, divided by annualized standard deviation.

Positive Months %

Percentage of months with positive returns, indicating consistency of positive performance.

Risk Free Rate

The theoretical rate of return of an investment with zero risk of financial loss, used as a benchmark for calculating risk-adjusted returns.

Monthly performance (%)

% of managers have reported for the latest month