¶ Portfolio history
- At this page you can check important metrics from portfolio history
¶ 1. Monthly return
- This is the monthly return that portfolio had within the given time period
¶ 2. Monthly volatility / standard deviation
- This is plain volatility on monthly basis for this portfolio
¶ 3. Monthly VaR
- An estimated percentage VaR value for one month period @ 99% confidence level
¶ 4. Yearly return
- Average yearly return for a given portfolio calculated from history returns
¶ 5. Yearly volatility
- Same as Monthly volatility only measured on a yearly basis
¶ 6. Yearly VaR
- Same as Monthly VaR only estimated on a yearly basis
¶ 7. Max Drawdown
- Max drawdown show maximum drawdown from a highest peak in this portfolio
¶ 8. From date & to date
- Shows the period when the data was backtested for this portfolio
¶ 9. Asset allocation table
- Here you can check portfolio asset allocation in percentage terms
¶ 10. Portfolio value chart for given period
- Show's a hypothetical 10000$ investment for this portfolio and for this given period
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