Parisby ilion
Latest Date
Total Market Value
English
Risk and Performance

Overview

Return
MTDQTDYTD
Portfolio
Benchmark
Alpha
Volatility
As of —
Tracking Error
As of —
Sharpe Ratio
1Y
Information Ratio
1Y
Max Drawdown3Y
Rel. Max Drawdown3Y
No investment policy breaches. Foreign equities are within 2% of their upper limit (28% with a limit of 30%).
Analyst

Examples

What was the YTD return of portfolio 3 as of 2026-08-31?

S&P 100 (3) returned 10.41% year to date as of 2026-08-31, beating its benchmark by 3.21%. (as of 2026-08-31)

Which portfolio had the best risk-adjusted return?

S&P 100 (3) had the best risk-adjusted return with a Sharpe ratio of 1.24, ahead of Fund mix (6) at 1.09, EuroStoxx50 (5) at 0.63, Icelandic Government Bonds (100) at 0.24 and ICEX (4) at -0.12. (as of 2026-09-11)

What are the current sensitivities of ICEX (4)?

ICEX (4) has no interest-rate sensitivity: none of its holdings carry a modified duration. A 10% equity move changes its value by an estimated 58.8 mISK, and a 10% currency move by 0 ISK. (as of 2026-09-11)

Give me a report on this week's performance, risk measures and main movers for all portfolios.

Three tables, one row per portfolio: total, benchmark and relative return for the week; volatility, tracking error, Sharpe and information ratio; and each portfolio's best and worst contributor.

Sample questions with the answers they produced. Click one to ask it, or type your own.