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Index Performance — PA100

Total Return33.71%
CAGR10.97%
Annualized Volatility15.12%
Max Drawdown21.22%
Sharpe Ratio0.77
Sortino Ratio0.78
Calmar Ratio0.52
Win Rate52.9%
Best Day7.68%
Worst Day-5.71%
95% VaR (1-day)1.42%
Skewness0.29
Start2023-11-10
End2026-08-25
Observations698
Total Return76.82%
CAGR41.48%
Annualized Volatility24.51%
Max Drawdown19.65%
Sharpe Ratio1.55
Sortino Ratio1.58
Calmar Ratio2.11
Win Rate56.2%
Best Day9.98%
Worst Day-7.33%
95% VaR (1-day)2.27%
Skewness0.26
Start2025-01-02
End2026-08-25
Observations412
Total Return25.96%
CAGR15.08%
Annualized Volatility19.18%
Max Drawdown17.81%
Sharpe Ratio0.83
Sortino Ratio0.84
Calmar Ratio0.85
Win Rate50.6%
Best Day6.37%
Worst Day-4.95%
95% VaR (1-day)1.87%
Skewness-0.15
Start2025-01-02
End2026-08-25
Observations412
Total Return24.38%
CAGR14.21%
Annualized Volatility22.79%
Max Drawdown24.0%
Sharpe Ratio0.7
Sortino Ratio0.66
Calmar Ratio0.59
Win Rate54.3%
Best Day8.03%
Worst Day-8.47%
95% VaR (1-day)2.15%
Skewness-0.46
Start2025-01-02
End2026-08-25
Observations412
Total Return3.5%
CAGR2.12%
Annualized Volatility23.95%
Max Drawdown27.29%
Sharpe Ratio0.21
Sortino Ratio0.21
Calmar Ratio0.08
Win Rate49.6%
Best Day10.28%
Worst Day-6.56%
95% VaR (1-day)2.19%
Skewness0.35
Start2025-01-02
End2026-08-25
Observations412
Total Return1.77%
CAGR1.07%
Annualized Volatility45.05%
Max Drawdown36.08%
Sharpe Ratio0.25
Sortino Ratio0.25
Calmar Ratio0.03
Win Rate52.8%
Best Day13.96%
Worst Day-9.27%
95% VaR (1-day)4.4%
Skewness0.3
Start2025-01-02
End2026-08-25
Observations412

Sector Stock Performance

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