Interim observation

Weekly Observations

The read between monthly reports: portfolio and benchmark return for each completed week, on the same currency basis as the monthly record.

No observations yet

Supplementary by design

Weeks do not divide into calendar months, so no cumulative return, risk measure or ratio on this website is computed from the weekly series. Every such figure is compounded from the monthly record, and the two are reconciled before publication.

Report structure

What a week states

FieldDefinitionLatest
Week ending—
Portfolio ReturnReported as a percentage on a stated currency basis.—
Benchmark ReturnReported as a percentage on a stated currency basis.—
Relative AlphaPortfolio Return − Benchmark Return, for the week—
Month to DateThe weeks so far in the current month, compounded. Superseded by the monthly report when the month closes.—
NoteWritten commentary from the FIBCOS Research Desk.—

Why it is supplementary

01A week is an observation, not a reporting period
02No cumulative return is compounded from weeks
03No risk measure or ratio is computed from weeks
04Month to date is superseded when the month closes
05Weeks are reconciled against the monthly record before publication

Archive

Weeks observed

No Observations Yet

Weekly observations are published for each FIBCOS Alpha Portfolio that has reached live inception, from the first full week after inception.