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Σ wi = 1.0Σ = Xi · Wiσ = 14.2%x̄ = Σ xi · WiNAV = Assets - LiabilitiesR² = 0.94WAF = 8.5%β = Cov(s,m) / Var(m)Sharpe RatioE(r) = Rf + β(rm - Rf)R = 12.4%r = 5.2%Δ PnL = +$4,210VaR(95%) = 2.1%CAGR = 9.7%Duration = Σ t·CFt / PVPV = FV / (1+r)ⁿTreynor = (Rp - Rf) / βSortino = 1.84α = Rp - Rf - β(Rm - Rf)DV01 = -ΔP / ΔyIR = (Rp - Rb) / TEDDM = D₁ / (r - g)σp = √(wᵀΣw)

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