Risk Metrics
Sharpe Ratio
1.45
Risk-adjusted return performance
Volatility
14.2%
Standard deviation of returns
Beta
0.92
Market sensitivity
Max Drawdown
-12.5%
Largest peak-to-trough decline
Quarterly Performance vs Benchmark
Period Returns
1M
2.4%
3M
8.2%
6M
15.3%
1Y
27.7%
3Y
45.2%
5Y
78.5%
Asset Concentration
Top holding represents 34.11% of portfolio
Risk LevelMedium
Consider diversifying to reduce concentration risk
Sector Exposure
Heavily weighted in Technology
Technology65.2%
Other Sectors34.8%