Periodic Risk Metrics in Model Portfolio | Voters

Periodic Risk Metrics in Model Portfolio

under review

Organic Yak

Sharpe Ratios in Model Portfolios

For the Sharpe Ratios that are shown on the Model Portfolios page: Does the measurement period encompass the life of the model? And if so, could there be a way to control the date so different portfolios can be compared?

December 7, 2024

Conor MacNeil

marked this post as

under review

Conor MacNeil

Merged in a post:

Date for data used in model portfolio

Fuchsia Armadillo

Can we display the date that is being used for this data?

September 10, 2025

Conor MacNeil

Hey Robert, yes to the first question. We are planning o introduce some keys (columns, data series, etc) that show periodic risk metrics (1Y, 3Y, etc).

Conor MacNeil

This data is for the duration of the portfolio unless otherwise stated (start date to today).

I will leave this as a feature request.

Conor MacNeil

*following up here with another FYI. You can alter the date of the data in the Report too by adjusting the start and end date.

This date range will be shown in the report and data will be calculated based on that range.