Hold Fund — Portfolio Metrics
Sharpe Ratio (Pre)
-
Pre-financing
Sharpe Ratio (Post)
-
Post-financing
Ann. Return (Pre)
-
Pre-financing
Ann. Return (Post)
-
Post-financing
Portfolio Vol
-
Total Allocation
-
-
Financing cost: 5.00% applied to allocation above 100%. Strategies assumed uncorrelated.
Hold Fund Strategies
| Strategy | Sharpe | Ann. Return | Ann. Vol | Allocation (GMV) % | Contribution |
|---|---|---|---|---|---|
| Portfolio Total | - | - | - | - | - |