Contents
Risk and Reward quantifies the amount of risk taken to achieve your investment returns. Key metrics include Return vs. the S&P 500, Maximum Drawdown, Volatility, Risk-Adjusted Return, and the Sharpe Ratio. This tab features a performance table at the top and a dual-chart panel at the bottom showing both Price Change and Value Over Time.
The portfolios you wish to analyze are selected on the left, and the desired time period is configured at the top.
The Risk and Reward table, shown in the screenshot below, includes the following data columns:
Additional columns compare your performance directly against the S&P 500 benchmark:
You can sort the rows by any of these metrics by clicking the column header; clicking twice will reverse the sort order. You can also right-click any column header and select the ‘Explain’ option to view the definition and calculation for that metric.
The top chart is the Price Change chart. You can visualize your portfolios as a single combined line or view them individually by selecting the ‘Chart Each’ option.
Benchmarks can be added from the Benchmarks pull-down menu. Any benchmarks previously assigned to the portfolio in the Portfolio Manager will also be available here.
The Value Over Time chart at the bottom tracks the total dollar value of the selected portfolios. Hovering your mouse over any point on the graph provides a tooltip showing the exact portfolio value for that specific date.
