Analytics

Overview

The Stock Rover Portfolio Analytics facility allows you to analyze the overall performance of your portfolio as well as the performance of the individual holdings that constitute your portfolio.

There are three basic sections to the Portfolio Analytics Facility. They are Value Over Time, Risk and Reward, and Holding Detail. The Analytics facility is available under Portfolios Tool in the Start Menu as seen in the screenshot below. The same facility is also available from Portfolio Manager window by clicking the Analyze Portfolio button.

Portfolio Analytics Overview

Value Over Time

Value Over Time shows you how your portfolio's value have changed over time, factoring in both inflows, outflows, and the underlying change in the value of the investments themselves.

You can see your Period Rate of Return (IRR) and Annual Rate of Return (IRR) for any selected period you like. You will also see investment appreciation, Return on Investment as well as additional metrics such as % invested.

This tab displays the table at the top of the screen and the chart panel at the bottom of the screen. The chart panel includes two graphs showing the Price Change and Value Over Time for the selected portfolios.

The portfolios that you’d like to analyze are selected on the left, and the time period is selected at the top.

portfolio analysis

Table

The table (shown below), displays the following measures of your portfolios’ value over the selected period:

  • Start value
  • Inflows and Trade Appreciation
  • Change($)
  • End value
  • Period Rate of Return (IRR)
  • Annual Rate of Return (IRR)
  • Appreciation ($)
  • Appreciation (%)
  • Return on Investment (ROI)
  • Time Weighted Return
  • Timing
  • Income ($)
  • Annualized yield (%)
  • Invested % Avg
  • Average value
  • Average cash value and Asset Value

You can sort the rows in the table by any of these metrics by clicking on the appropriate column header. Clicking on a column header twice reverse-sorts the data. You can also right-click on any of the column headers and select the Explain option to see the definition of the metric.

portfolio analysis

Price Change Chart

The top chart is the Price Change chart. This chart allows you to chart your portfolios as one combined line, as well as seeing them individually by selecting the Chart Each option.

Benchmarks can also be added to the Price Change chart from the Benchmarks pull down menu. Note, the benchmarks entered for the portfolio under the Portfolio Manager will appear in this drop down list as well.

portfolio analysis

Value Over Time Chart

The Value Over Time is the bottom chart and it charts the value of the selected portfolios over the desired time period. Mouse over the chart for a tooltip which shows the value of your portfolios on a specific date, as shown in the screenshot below.

portfolio analysis

Risk and Reward

Risk and Reward shows the amount of risk you took to achieve your return. It includes such metrics as return vs. the S&P 500, maximum drawdown. volatility, risk-adjusted return vs. the S&P 500 and the Sharpe ratio. This tab includes the table at the top and the chart panel showing the Price Change Chart and Value Over Time chart.

The portfolios you’d like to see in the display are selected on the left, and the time period is selected at the top.

risk and reward

Table

The Risk and Reward tab of Portfolio Analytics, shown in the screenshot below, shows the following columns:

  • Invested percentage average
  • Beta
  • Volatility
  • Maximum drawdown
  • Sharpe ratio

There are also columns that show returns and returns vs. the S&P 500 benchmark:

  • Period Rate of Return (IRR)
  • S&P 500 return
  • S&P 500 Volatility
  • S&P 500 Correlation
  • Return of the portfolios versus the S&P 500
  • Risk-adjusted return versus the S&P 500

You can sort the rows in the table by any of these metrics by clicking on the appropriate column header. Clicking on a column header twice reverse-sorts the data. You can also right-click on any of the column headers and select the Explain option to see the definition of the metric.

portfolio analysis

Price Change Chart

The top chart is the Price Change chart. This chart allows you to chart your portfolios as one combined line, as well as seeing them individually by selecting the Chart Each option.

Benchmarks can also be added to the Price Change chart from the Benchmarks pull-down menu. Note, the benchmarks entered for the portfolio under the Portfolio Manager will appear in this drop-down list as well.

portfolio analysis

Value Over Time Chart

The Value Over Time is the bottom chart and it charts the value of the selected portfolios over the desired time period. Mouse over the chart for a tooltip that shows the value of your portfolios on a specific date, as shown in the screenshot below.

portfolio analysis

Holdings Detail

The Holdings Detail section shows the contribution of the different holdings of the portfolio to overall portfolio return.

It will include any holdings you held during the period of reporting, not just the current holdings. With this section, it is easy to see which positions are punching above their weight and which positions have been creating the most drag on portfolio performance.

This section shows the holdings in the table at the top and Holdings Map in the bottom section.

The portfolios you’d like to see in the display are selected on the left, and the time period is selected at the top.

holding details

Table

The Holdings Detail tab (shown below) lists all of the holdings across all of the selected portfolios with the following columns:

  • Starting value
  • Change ($)
  • Inflows and Trade Appreciation
  • Ending value
  • Income
  • Yield (%)
  • Appreciation ($)
  • Appreciation (%)
  • Return on Investment (ROI)
  • Period Rate of Return (IRR)
  • Annual Rate of Return (IRR)
  • Time Weighted Return (%)
  • Timing
  • Unrealized Gain at Start
  • Unrealized Gain at End
  • Realized Gain ($)
  • Value Change (%)
  • Percent of Start Value
  • Percent of End Value
  • Percent of total return

You can sort the holdings by any of these metrics by clicking the appropriate column header. You also have the option to include Closed Positions.

Hovering over a ticker symbol will display a tooltip with more information about that holding, as shown below. Right-click a column header to group by sector, industry, portfolio, tag, color or currency, or to get an explanation on any of the metrics.

holding details

Holdings Map

The Holdings Map displays a heat map of the selected portfolios. The heat map displays the portfolio tickers grouped by sector. The tiles are sized and colored based on what you have selected. The list below shows the different size and color configuration options for the Holdings Map.

Size:

  • End Value
  • Average Value
  • Change ($)
  • Total Gain/Loss ($)
  • Uniform
    • Color:

      • ROI %
      • IRR %
      • Total Gain %
      • Value Change %
        • As displayed in the screenshot below, hovering over a ticker symbol will display more information about that holding.

          holding details

          Clicking the arrow highlighted below allows you to collapse the Holdings Map panel so you have more room to view the table.

          holding details


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