Portfolio 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

Portfolio Value over Time Charting Events