Oakwood
Fund Performance
Our performance workbook takes raw closing prices through to calculated performance metrics in a clear, modular way - supporting rolling Sharpe ratios, return analysis and risk evaluation.
Price Data
The central repository for raw closing prices, arranged by ticker with corresponding dates. Covers domestic and international equities alongside the S&P 500 as a benchmark, allowing relative performance comparison.
NASDAQ & NYSE
A cleaned, date-aligned matrix of daily closing prices for every tracked security, structured to house derived statistics: excess returns, volatility measures and risk-adjusted returns.
XVAR
Isolates our European securities to account for the differing number of open days across exchanges.
Rolling Sharpe Ratio
Once daily returns and risk-free rates are incorporated and excess returns calculated, rolling one-year average excess returns and standard deviations feed the rolling Sharpe ratio - return per unit of volatility. Applied across all holdings, it enables comparative analysis, ranking, and visualisation of performance over time.
We aim to disclose detailed position sizing and provide a full portfolio dashboard over the coming months.
Holdings Dashboard
Position sizing, sector weightings and a rolling performance chart will live here once the dashboard is built. Until then, the workbook above carries the full detail.
Sector Coverage
See how the seven divisions split our research universe, and what each team owns.