Analyzing a Portfolio

Overview

The Stock Rover Portfolio Analytics facility allows you to analyze the overall performance of your portfolio as well as the performance of the individuals 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. Analyzing a portfolio is available from the Portfolio Manager window as shown in the screenshot below.

Value over Time shows you how your portfolio's value has 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 the investment appreciation, return on Investment as well as additional metrics such as % invested.

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.

Finally 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.

Portfolio Analytics Overview

Value over Time

In the Value Over Time tab (shown below), you can see the following measures of your portfolio’s value over the given period:

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

Select which portfolios you’d like to see on the left, and select a time period at the top.

portfolio analysis

You can sort the rows by any of these measures by clicking on their column headers. Clicking on a column header twice reverse-sorts the data.

The graph shows the value of the selected portfolios over the selected period. Mouseover the chart for a tooltip that shows the value of your portfolios on a specific date, as shown below.

portfolio analysis

Risk and Reward

The Risk and Reward tab of Portfolio Analytics, pointed out 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

Select which portfolios you’d like to see on the left, and select a time period at the top.

risk and reward

You can sort the portfolios by any of these measures by clicking their column headers.

The chart below the Portfolio Analytics table in the Risk and Reward tab shows the total return, risk-adjusted return vs. the S&P 500, and beta for each of the selected portfolios. Mouseover one of the bars for a tooltip with the metric’s value for that portfolio.

risk and reward

Holdings Detail

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

  • Starting value
  • Change ($)
  • Ending value
  • Income
  • Yield (%)
  • Appreciation ($)
  • Appreciation (%)
  • Return on Investment (ROI)
  • Period Rate of Return (IRR)
  • Annual Rate of Return (IRR)
  • Percent of Start Value
  • Percent of End Value
  • Percent of total return

Select which portfolios’ holdings you’d like to see on the left, and select a time period at the top.

holding details

You can sort the holdings by any of these measures by clicking their column headers. Hovering over a ticker symbol will display more information about that holding, shown below. Right-click a column header to group by sector, industry, portfolio, tag, or color.

holding details


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