Institutional Portfolio Analytics

Build weighted portfolios, audit assumptions, and compare risk-adjusted performance against a benchmark.

Analysis controls

Benchmark, calendar, compounding frequency, and leverage financing.

Use average 13-week T-bill yield over this window.
Weights total 100.0%
TickerNameWeightAction
SPDR S&P 500 ETF Trust
Invesco QQQ Trust
iShares 7-10 Year Treasury Bond ETF
Total return
Portfolio
N/A
Benchmark N/A
CAGR
Portfolio
N/A
Benchmark N/A
Volatility
Portfolio
N/A
Benchmark N/A
Sharpe
Portfolio
N/A
Benchmark N/A
Sortino
Portfolio
N/A
Benchmark N/A
Max drawdown
Portfolio
N/A
Benchmark N/A
Calmar
Portfolio
N/A
Benchmark N/A
Beta
Portfolio
N/A
Benchmark N/A
Tracking error
Portfolio
N/A
Benchmark N/A
Info ratio
Portfolio
N/A
Benchmark N/A

Normalized performance

PortfolioBenchmark

Rolling returns

1Y rolling compounded return path.

1Y

Run analysis with at least one year of observations to populate rolling returns.

Drawdown episodes

Peak, trough, recovery status, and capital impairment.

Run analysis to populate drawdown episodes.

Correlation & relative risk

Pairwise return structure, including portfolio blend when available.

Run analysis to populate correlation structure.