Global Equity

Specification

Benchmark
1.5X SPGM

Policy Report

Backtest Report

From to (7y 3m 22d)

Returns (annualized)

Portfolio 8.40%
Benchmark 14.98%

Risk (annualized)

Portfolio 26.05%
Benchmark 26.86%

Sharpe (annualized)

Portfolio 0.36
Benchmark 0.58

Excess Return (annualized)

-6.58%

Tracking Error (annualized)

8.30%

Risk Free Rate (annualized)

2.06%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

15.46

Skew

-1.09
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 1.4184 1.4184
Style Factor 0.1311 0.1311
Size Factor 0.3047 0.3047
U.S. Tilt (Non U.S.) -0.1150 -0.1150
Emerging (Developed) Factor 0.1825 0.1825
High Beta (Low Beta) -0.1572 -0.1572

Adjusted R2

Portfolio 0.96
Benchmark 0.96

Intercept

Portfolio -0.00
Benchmark 0.00

Factor Attribution