Performance metrics track a portfolio’s value over time. Track a $10,000 investment over a 1-year period.
Performance comparisons provide a relative value over time. Track investments for outperformance.
Risk-Adjusted Performance INdicators
Historical data for an asset's risk-adjusted performance can help identify when an asset is underperforming.
Heat maps identify market trends and track market movements over time.
Risk-ADjusted Performance MEasure
The Sharpe ratio compares the risk and the return of an investment. An asset with a higher Sharpe ratio is considered a better investment.
Risk Adjusted Performance Rank
Rank assets based on their performance. The scores below are percentile ranks. A score of 92 puts an asset in the top 8% of assets.
Drawdown measures the decline of an asset over a time period. The more drawdown an investor experiences, the more pain they feel.
Volatility is the standard deviation of an asset's returns. Volatility is considered the measure of how much risk an asset has.