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Deep analysis of your portfolio composition, risk, and performance.
Portfolio Beta
Slightly more volatile than market
Sharpe Ratio
Strong risk-adjusted returns
Sortino Ratio
Excellent downside risk-adjusted returns
Max Drawdown
Peak-to-trough decline this year
Volatility (Annual)
Moderate annual volatility
Correlation to S&P
Highly correlated with market
Information Ratio
Active return relative to tracking error
Treynor Ratio
Return earned per unit of market risk
Top 10 = 68.3% of portfolio