Realized returns (net of fees) of a portfolio, expressed as an annualized rate
It is the ratio of returns by risk (annualized). Sharpe Ratio is considered a measure of the risk-adjusted returns, and helps to gauge returns vs the risk taken.
Total returns realized by a portfolio since its inception. These are computed as the compounded sum of the daily returns.
The maximum % drop in value after achieving its peak value.
Share of cumulative returns driven by the benchmark 
Share of cumulative returns, realized independently from the benchmark .
The mandate determined risk that this portfolio tries to maintain. Over long term, the realized risk can be expected to be very close to this.
Daily risk extrapolated to get the annual risk. Measure of risk used here is the standard deviation of returns.
Cumulative returns derived from the algorithmic execution of orders.
Beta and alpha shown here are with respect to a 60/40 portfolio of MSCI ACWI and
Barclays Aggregate Bond Index for 'Balanced' and to their respective benchmarks
for other portfolios. Annualized returns are calculated over the past 12 months.
# Calculation Methodology
Performance is reported net of investment management fees, where such fee information is available. Performance is reported gross of all other expenses such as custodial and other fees. Performance is calculated using the daily time-weighted method. Daily calculation methodology: ((Ending market value - contributions + withdrawals - fees - previous ending market value)/previous ending market value). The calculation methodology for periods geometrically links daily returns for all days within a selected period by multiplying them together. Example for 3 days with 2% return per day: 1.02 x 1.02 x 1.02 = 1.0612, or 6.12%. Performance for some periods may include data from external sources supplied for inclusion in the performance history, whose accuracy has not been verified. All investments involve risk. This information has been shared for informational purposes and should not be considered specific investment advice or recommendation to any person or organization. Past performance is not indicative of future performance. Please read important additional disclosures here.