Portfolio Analytics

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Index Performance — PA100

Total Return	32.32%
CAGR	10.88%
Annualized Volatility	15.17%
Max Drawdown	21.22%
Sharpe Ratio	0.76
Sortino Ratio	0.77
Calmar Ratio	0.51
Win Rate	53.3%
Best Day	7.68%
Worst Day	-5.71%
95% VaR (1-day)	1.42%
Skewness	0.29
Start	2023-11-10
End	2026-07-27
Observations	677

Total Return	85.84%
CAGR	48.65%
Annualized Volatility	24.57%
Max Drawdown	19.65%
Sharpe Ratio	1.75
Sortino Ratio	1.82
Calmar Ratio	2.48
Win Rate	56.4%
Best Day	9.98%
Worst Day	-7.33%
95% VaR (1-day)	2.2%
Skewness	0.3
Start	2025-01-02
End	2026-07-27
Observations	391

Total Return	21.29%
CAGR	13.14%
Annualized Volatility	19.33%
Max Drawdown	17.81%
Sharpe Ratio	0.74
Sortino Ratio	0.75
Calmar Ratio	0.74
Win Rate	50.0%
Best Day	6.37%
Worst Day	-4.95%
95% VaR (1-day)	1.88%
Skewness	-0.13
Start	2025-01-02
End	2026-07-27
Observations	391

Total Return	25.05%
CAGR	15.37%
Annualized Volatility	23.15%
Max Drawdown	24.0%
Sharpe Ratio	0.74
Sortino Ratio	0.7
Calmar Ratio	0.64
Win Rate	53.8%
Best Day	8.03%
Worst Day	-8.47%
95% VaR (1-day)	2.15%
Skewness	-0.45
Start	2025-01-02
End	2026-07-27
Observations	391

Total Return	0.26%
CAGR	0.17%
Annualized Volatility	24.22%
Max Drawdown	27.29%
Sharpe Ratio	0.13
Sortino Ratio	0.13
Calmar Ratio	0.01
Win Rate	49.0%
Best Day	10.28%
Worst Day	-6.56%
95% VaR (1-day)	2.22%
Skewness	0.36
Start	2025-01-02
End	2026-07-27
Observations	391

Total Return	-2.51%
CAGR	-1.61%
Annualized Volatility	42.46%
Max Drawdown	36.08%
Sharpe Ratio	0.17
Sortino Ratio	0.17
Calmar Ratio	-0.04
Win Rate	52.8%
Best Day	13.96%
Worst Day	-9.27%
95% VaR (1-day)	4.34%
Skewness	0.36
Start	2025-01-02
End	2026-07-27
Observations	391

Sector Stock Performance

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