Performance Report - PIC Wholesale 130/0 Portfolio
PIC Wholesale 130/0 Portfolio
Performance Report
June 30, 2024
Value Added Monthly Index
Monthly Return
Annual Return
Monthly Return
Return and Risk Report
Total Return Summary
Rolling Return
12 Month Rolling Return
36 Month Rolling Return
Sharpe Ratio Summary
Rolling Sharpe 12 Months
Rolling Sharpe Time
Regression Summary
Capture Ratio
Rolling Beta
Up Capture
Down Capture
Risk/Return
Risk/Return 1 Year
Risk/Return 2 Year
Risk/Return 3 Year
Risk/Return Incp
Drawdown
Excess Return
Tracking Error
Information Ratio
Correlation
Performance Review
Benchmark Comparison
Success Ratios
