| Returns | |
| Win Rate | 52.6% |
| Risk | |
| Annualized Volatility | 15.09% |
| Sharpe Ratio | 0.64 |
| Sortino Ratio | 0.64 |
| Calmar Ratio | 0.41 |
| 95% VaR (1-day) | 1.42% |
| Skewness | 0.3 |
| Extremes | |
| Best Day | 7.68% |
| Worst Day | -5.71% |
| Coverage | |
| Start | 2023-11-10 |
| End | 2026-09-15 |
| Observations | 712 |
| Rank | Ticker | Company | Start Price | Latest Price | Return % | Market Cap | Weight |
|---|
18 constituents were removed at the Aug 1, 2026 reconstitution and are not shown. See index changes.