Portfolio Analytics

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Index Performance — PA100

Total Return	32.69%
CAGR	11.25%
Annualized Volatility	15.26%
Max Drawdown	21.22%
Sharpe Ratio	0.78
Sortino Ratio	0.79
Calmar Ratio	0.53
Win Rate	53.1%
Best Day	7.68%
Worst Day	-5.71%
95% VaR (1-day)	1.43%
Skewness	0.29
Start	2023-11-10
End	2026-07-06
Observations	662

Total Return	79.37%
CAGR	47.41%
Annualized Volatility	24.78%
Max Drawdown	19.65%
Sharpe Ratio	1.71
Sortino Ratio	1.76
Calmar Ratio	2.41
Win Rate	56.8%
Best Day	9.98%
Worst Day	-7.33%
95% VaR (1-day)	2.26%
Skewness	0.31
Start	2025-01-02
End	2026-07-06
Observations	376

Total Return	20.17%
CAGR	12.98%
Annualized Volatility	19.43%
Max Drawdown	17.81%
Sharpe Ratio	0.73
Sortino Ratio	0.74
Calmar Ratio	0.73
Win Rate	50.1%
Best Day	6.37%
Worst Day	-4.95%
95% VaR (1-day)	1.89%
Skewness	-0.14
Start	2025-01-02
End	2026-07-06
Observations	376

Total Return	24.59%
CAGR	15.72%
Annualized Volatility	23.38%
Max Drawdown	24.0%
Sharpe Ratio	0.75
Sortino Ratio	0.72
Calmar Ratio	0.66
Win Rate	53.3%
Best Day	8.03%
Worst Day	-8.47%
95% VaR (1-day)	2.14%
Skewness	-0.45
Start	2025-01-02
End	2026-07-06
Observations	376

Total Return	5.94%
CAGR	3.91%
Annualized Volatility	24.38%
Max Drawdown	27.29%
Sharpe Ratio	0.28
Sortino Ratio	0.29
Calmar Ratio	0.14
Win Rate	49.3%
Best Day	10.28%
Worst Day	-6.56%
95% VaR (1-day)	2.21%
Skewness	0.37
Start	2025-01-02
End	2026-07-06
Observations	376

Total Return	10.58%
CAGR	6.91%
Annualized Volatility	42.39%
Max Drawdown	36.08%
Sharpe Ratio	0.37
Sortino Ratio	0.37
Calmar Ratio	0.19
Win Rate	53.3%
Best Day	13.96%
Worst Day	-9.27%
95% VaR (1-day)	4.29%
Skewness	0.36
Start	2025-01-02
End	2026-07-06
Observations	376

Sector Stock Performance

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