Portfolio analytics

Analytics examines the selected portfolio over one, two or five years. It can show total and annualized return, volatility, Sharpe ratio, value at risk, maximum drawdown, best and worst month, and the share of positive periods.

The performance chart uses recorded portfolio history. A separate view groups performance by the labels assigned to your assets.

When a real benchmark series overlaps the portfolio history and the cash-flow and currency data are complete, the page can compare returns and show beta, alpha and R². Portfolio and benchmark are aligned to the same dates and currency before comparison.

• It does not predict future returns or tell you what to buy or sell.
• It does not replace missing history, cash flows, exchange rates or benchmark prices with assumed values.
• It does not interpret a Sharpe ratio, value at risk or benchmark difference as a guarantee of future risk.
• It does not combine every portfolio; the page analyses the portfolio currently selected.

• Risk metrics need enough valid return observations. With insufficient data, the metric is shown as unavailable rather than zero.
• Benchmark comparison may be empty when no real series is loaded or there is not enough overlap, cash-flow history or exchange-rate coverage.
• Results can change after historical transactions, prices, cash flows or currencies are corrected.
• Performance by label depends on the labels and asset coverage you maintain.
• Long periods are limited by the available portfolio snapshots; selecting five years does not create history that was never recorded.