Portfolio Performance

Portfolio Performance Analysis

Portfolio Value

$56,700,000,000,000

YTD Return

8.45%

1 Year

12.32%

3 Year

9.87%

5 Year

11.23%

Inception

15.67%

Monthly Returns (2024)

vs Benchmark

+2.22%

Excess Return

Portfolio 8.45%

Benchmark 6.23%

Risk-Adjusted Metrics

Sharpe Ratio

1.42

Sortino Ratio

1.88

Info Ratio

0.67

Treynor Ratio

12.34

Sector Performance

Treasury Securities
Contribution: +2.48%

6.2%

Corporate Bonds
Contribution: +2.55%

8.5%

Real Estate
Contribution: +1.92%

12.8%

NVCT Reserves
Contribution: +1.52%

15.2%

Alternative Assets
Contribution: +0.94%