Volatility is how much and how quickly prices move over a given span of time. In the stock market, increased volatility is often a sign of fear and uncertainty among investors. SPDR S&P 500 ETF (SPY) had 180-Day Historical Volatility (Close-to-Close) of 12.78%.

Ideally a portfolio should have lower volatility than S&P due to diversification.

It’s a measurement of how the portfolio moves with respect to S&P 500. A correlation of 1.0 indicates a perfect positive correlation.

Goal of diversification is to reduce a portfolio’s alignment with the index. Therefore, a correlation lower than 1(or 100%) is desirable.

CAGR, which stands for "Compound Annual Growth Rate," is a metric used in the stock market to calculate the average annual growth rate of an investment over a specific period, taking into account the effect of compounding, essentially showing how much a stock has grown on average each year over a set timeframe, assuming profits are reinvested throughout the period.

Below is a table of S&P 500 CAGR:

3-year CAGR: 11.22%

5-year CAGR: 12.37%

10-year CAGR: 16.6%

In the short term, CAGR of the portfolio may be lesser than S&P 500 but over time it should outperform the index.

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The Sharpe ratio compares the return of an investment with its risk. The Sharpe ratio can help explain whether a portfolio's excess returns are attributable to smart investment decisions or simply luck and risk.

A Sharpe ratio of 1 or higher is generally considered good, 2 or higher is very good, and 3 or higher is excellent. 10-year historic S&P 500 Sharpe Ratio is 0.89

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Unlike the Sharpe ratio, the Sortino ratio only considers returns that fall below a predetermined threshold, making it particularly useful for investors concerned primarily with downside risk.

A higher Sortino ratio indicates a better risk-adjusted return for a given level of downside risk. A Sortino ratio of 1 or higher is generally considered good

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"Value at Risk" (VaR) is a statistical measure that estimates the maximum potential loss an investment or portfolio could experience within a specified time frame, at a given confidence level.

Typically calculated at 95 level, it indicates a confidence of 95% that the portfolio won’t underperform more than a certain percentage.