Maker
Performance
Performance
Performance metrics track a portfolio’s value over time. Track a $10,000 investment over a 1-year period.
Performance metrics track a portfolio’s value over time. Track a $10,000 investment over a 1-year period.
Performance Comparison
Performance Comparison
Performance comparisons provide a relative value over time. Track investments for outperformance.
Performance comparisons provide a relative value over time. Track investments for outperformance.
Risk-Adjusted Performance INdicators
Risk-Adjusted Performance INdicators
Historical data for an asset's risk-adjusted performance can help identify when an asset is underperforming.
Historical data for an asset's risk-adjusted performance can help identify when an asset is underperforming.
Heat Map
Heat Map
Heat maps identify market trends and track market movements over time.
Heat maps identify market trends and track market movements over time.
Risk-ADjusted Performance MEasure
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.
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
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.
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
Drawdown
Drawdown measures the decline of an asset over a time period. The more drawdown an investor experiences, the more pain they feel.
Drawdown measures the decline of an asset over a time period. The more drawdown an investor experiences, the more pain they feel.
Volatility
Volatility
Volatility is the standard deviation of an asset's returns. Volatility is considered the measure of how much risk an asset has.
Volatility is the standard deviation of an asset's returns. Volatility is considered the measure of how much risk an asset has.