Contents
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.
The Risk and Reward tab of Portfolio Analytics, shown in the screenshot below, shows the following columns:
There are also columns that show returns and returns vs. the S&P 500 benchmark:
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.
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.
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.
