Displays the 1-year correlation between any two assets held in the portfolio. Use strategy filters to limit the view to assets pertaining to a specific strategy.
Performance Attribution Heatmap
Provides a quick overview of which asset class most influenced the total portfolio performance on any given month. The greener the cell, the higher the contribution of the asset class to total portfolio performance on a given month. This heatmap is also available for daily contributions.
VaR & CVaR
Displays Value at Risk and Conditional Value at Risk, 1 day, 95% and 99%, historical and parametric method.
Position Size History
Shows the weight of the selected asset over time (in % of the portfolio net equity)
Buy & Sell Flags
Shows flags for your buy and sell transactions on top of the price history of the selected asset. Your average cost is also displayed.
Average Cost vs. Market Price
Shows the price history of the selected asset, its average cost history, your transactions as well as dividends and corporate actions.
Drawdowns
Shows how long and how deep the VADI (or NAV per Share) remained below its previous peak. A value of zero indicates that VADI is at its inception-to-date high.
Volatility
Displays the annualized volatility of the portfolio over time, based on data since inception. Rolling 3 and 12-month volatility measures are also available.
Asset Concentration
Displays theexplain the Herfindahl–Hirschman Index (HHI) over time. HHI assesses concentration risk and portfolio diversification. A low HHI suggests a well-diversified portfolio with no dominant positions.
Leverage
Displays portfolio leverage over time. Use strategy tags to display the leverage of a specific strategy.
Rolling Returns
Displays the time-weighted rate of return of the portfolio on a rolling 3, 6, or 12-month basis.
Monthly Return Table
Displays the time-weighted rate of returns of the portfolio for every month. VAMI eliminates the distorting effects on performance created by deposits and withdrawals.
Total Return Breakdown
Displays the cumulative P&L, both realized and unrealized. It distinguishes between P&L due to (i) changes in the price of assets; (ii) changes in the FX rate; and (iii) cash flows such as dividends, interest, fees, etc. This analysis can be carried at the portfolio, strategy or asset level.
Net Equity vs. Net Deposits
Displays (i) the net equity value of your portfolio over time and (ii) the cumulative value of your deposits and withdrawals. The difference between the two represents the portfolio's P&L.
Performance Summary
Displays key performance metrics.
Currency Breakdown
Displays the notional exposure to every currency as a % of the portfolio net equity. Both direct exposures (through outright cash positions) and indirect exposures (through assets) are included.
Asset-Class Breakdown
Displays the weight (% of the portfolio net equity) of every asset class held in your portfolio at the end of every day. Use filters to adjust the period and the strategies taken into account in this graph.
Position Breakdown
Displays the value of every position held in your portfolio at the end of every day. Negative values stand for short positions. Use filters to adjust the period and the strategies taken into account in this graph.
Animated Portfolio History
This animated visualization provides so many insights at once! It conveys an intuitive grasp of your largest performance & risk drivers over time, of your asset & asset-class correlation, of your periods of over- & under-performance and much more!
VADI vs. Benchmark
VADI (Value Added Daily Index) is equivalent to "NAV per share" in the funds world. It tracks the total performance of a hypothetical $1000 investment in the portfolio at inception. It is compared to the performance of a hypothetical $1000 investment in your selected benchmark.
Risk-Adjusted Returns
Sharpe, Sortino & Calmar Ratios
The Sharpe ratio compares excess returns to volatility, indicating if returns justify risk. The Sortino ratio focuses on downside risk, providing a clearer view of performance relative to negative fluctuations. The Calmar ratio assesses average annual returns against maximum drawdowns, revealing recovery potential from losses. Together, these ratios help investors make informed decisions by quantifying risk-adjusted performance.
Portfolio Returns
Displays the periodic return of the portfolio over time. Periodic returns are reset at the beginning of every period, i.e. day, month, quarter or year. Outlier periods as well as intra-period volatility are easily spotted.
Performance Attribution Heatmap
Provides a quick overview of which asset class most influenced the total portfolio performance on any given month. Use filters to adjust the period and the strategies taken into account in this graph.
Performance Attribution Treemap
Provides a quick overview of which assets most influenced yesterday's p&l. Every asset is represented by a box. The larger the box the larger the absolute notional position size. The greener the cell, the higher the contribution of the asset to yesterday's total portfolio performance.
Cash Flow History
Displays the cumulative value of cash flows received and paid since portfolio inception, incl. dividends, interest, tax, fees, etc.
Customizable Dashboard
Add any visualization to your custom dashboard for a quick overview of the portfolio metrics that matter most to you!
