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Index Performance — PA100

Total Return27.71%
CAGR9.99%
Annualized Volatility15.35%
Max Drawdown21.22%
Sharpe Ratio0.7
Sortino Ratio0.71
Calmar Ratio0.47
Win Rate52.8%
Best Day7.68%
Worst Day-5.71%
95% VaR (1-day)1.43%
Skewness0.3
Start2023-11-10
End2026-06-05
Observations643
Total Return68.0%
CAGR44.06%
Annualized Volatility24.66%
Max Drawdown19.65%
Sharpe Ratio1.61
Sortino Ratio1.67
Calmar Ratio2.24
Win Rate56.2%
Best Day9.98%
Worst Day-7.33%
95% VaR (1-day)2.25%
Skewness0.32
Start2025-01-02
End2026-06-05
Observations357
Total Return10.65%
CAGR7.38%
Annualized Volatility19.5%
Max Drawdown17.81%
Sharpe Ratio0.46
Sortino Ratio0.46
Calmar Ratio0.41
Win Rate50.3%
Best Day6.37%
Worst Day-4.95%
95% VaR (1-day)1.92%
Skewness-0.17
Start2025-01-02
End2026-06-05
Observations357
Total Return13.37%
CAGR9.23%
Annualized Volatility23.6%
Max Drawdown24.0%
Sharpe Ratio0.49
Sortino Ratio0.47
Calmar Ratio0.38
Win Rate52.5%
Best Day8.03%
Worst Day-8.47%
95% VaR (1-day)2.17%
Skewness-0.43
Start2025-01-02
End2026-06-05
Observations357
Total Return3.05%
CAGR2.13%
Annualized Volatility24.22%
Max Drawdown27.29%
Sharpe Ratio0.21
Sortino Ratio0.21
Calmar Ratio0.08
Win Rate49.4%
Best Day10.28%
Worst Day-6.56%
95% VaR (1-day)2.21%
Skewness0.38
Start2025-01-02
End2026-06-05
Observations357
Total Return16.92%
CAGR11.63%
Annualized Volatility41.17%
Max Drawdown36.08%
Sharpe Ratio0.47
Sortino Ratio0.49
Calmar Ratio0.32
Win Rate53.1%
Best Day13.96%
Worst Day-9.27%
95% VaR (1-day)4.06%
Skewness0.49
Start2025-01-02
End2026-06-05
Observations357

Sector Stock Performance

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