Analytics
Deep performance insights and risk metrics
Sharpe Ratio
1.82
Risk-adjusted return
Max Drawdown
-4.2%
Largest peak-to-trough
Volatility
8.7%
Annualized std deviation
Beta
0.74
Market sensitivity
Alpha
+2.8%
Excess return vs benchmark
Win Rate
73%
Positive months ratio
Wealth Growth
Portfolio vs S&P 500 Benchmark
Monthly Returns
Portfolio return % by month