Analysis

Insights

As of May 7, 2026

Risk & Return

Alpha (3Y Ann.)

+4.21%

↑ 0.38%

Excess return above S&P 500 benchmark, annualised over 3Y.

Max Drawdown

−12.4%

↑ improved

Peak-to-trough decline in trailing 24 months.

Sortino Ratio

2.31

↑ 0.14

Risk-adjusted return penalising only downside volatility.

Beta vs S&P

0.91

↓ 0.03

Portfolio sensitivity relative to broad equity market. Below 1 = defensive posture.

Volatility (Ann.)

13.8%

↓ 0.6%

Annualised standard deviation of daily returns.

Concentration (HHI)

0.14

Herfindahl index. Below 0.15 indicates well-diversified allocation.

Sector Exposure

Financials47.7%

Technology30.5%

Healthcare11.6%

Consumer Discretionary7.0%

Utilities5.8%

Benchmark Comparison

YTD Return+22.38%+18.14%+4.24%

1Y Return+31.2%+25.8%+5.4%

3Y Ann. Return+14.8%+10.6%+4.2%

Volatility13.8%16.2%−2.4%

Sharpe Ratio1.841.41+0.43

PortfolioS&P 500Delta

Financials concentration at 47.72%. Threshold approaching. Review allocations before continuing.