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