Portfolio Analytics

Select ETF

Index Performance — PA100

Total Return26.95%
CAGR9.97%
Annualized Volatility15.42%
Max Drawdown21.22%
Sharpe Ratio0.7
Sortino Ratio0.7
Calmar Ratio0.47
Win Rate52.9%
Best Day7.68%
Worst Day-5.71%
95% VaR (1-day)1.43%
Skewness0.3
Start2023-11-10
End2026-05-15
Observations629
Total Return68.97%
CAGR46.92%
Annualized Volatility24.86%
Max Drawdown19.65%
Sharpe Ratio1.68
Sortino Ratio1.72
Calmar Ratio2.39
Win Rate56.7%
Best Day9.98%
Worst Day-7.33%
95% VaR (1-day)2.3%
Skewness0.31
Start2025-01-02
End2026-05-15
Observations343
Total Return9.07%
CAGR6.57%
Annualized Volatility19.65%
Max Drawdown17.81%
Sharpe Ratio0.42
Sortino Ratio0.42
Calmar Ratio0.37
Win Rate50.0%
Best Day6.37%
Worst Day-4.95%
95% VaR (1-day)1.93%
Skewness-0.16
Start2025-01-02
End2026-05-15
Observations343
Total Return8.2%
CAGR5.95%
Annualized Volatility23.71%
Max Drawdown24.0%
Sharpe Ratio0.36
Sortino Ratio0.35
Calmar Ratio0.25
Win Rate52.0%
Best Day8.03%
Worst Day-8.47%
95% VaR (1-day)2.18%
Skewness-0.45
Start2025-01-02
End2026-05-15
Observations343
Total Return0.66%
CAGR0.48%
Annualized Volatility24.57%
Max Drawdown27.29%
Sharpe Ratio0.14
Sortino Ratio0.15
Calmar Ratio0.02
Win Rate49.7%
Best Day10.28%
Worst Day-6.56%
95% VaR (1-day)2.22%
Skewness0.39
Start2025-01-02
End2026-05-15
Observations343
Total Return17.14%
CAGR12.3%
Annualized Volatility40.26%
Max Drawdown36.08%
Sharpe Ratio0.49
Sortino Ratio0.51
Calmar Ratio0.34
Win Rate52.9%
Best Day13.96%
Worst Day-9.27%
95% VaR (1-day)4.05%
Skewness0.51
Start2025-01-02
End2026-05-15
Observations343

Sector Stock Performance

Ticker Company Start Price Latest Price Return % Mkt Cap ($B)