Help center · Performance and analytics

Does it show Sharpe, Sortino, drawdown, beta and volatility?

Yes, all five, calculated from your own holdings and their price history rather than from a model portfolio.

Maximum drawdown is reported with the period it happened in, which is what makes it useful: the number means more when you can see the months that produced it.

Correlations between holdings, the efficient frontier and a Monte Carlo projection sit on the same pages.

See the risk analytics

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