Periodic Risk Metrics in Model Portfolio
complete
Conor MacNeil
updated the status to
complete
We have added periodic versions of portfolio risk data, available across the portfolio Risk tab, as metrics in watchlists and the MP and CP homepage tables.
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Conor MacNeil
Merged in a post:
Standard Deviation
F
Fuchsia Armadillo
What period of time is it using when I use the standard deviation annualized (portfolio) ?
Conor MacNeil
Right now, it's the lifetime. But we are currently adding periodic variants. I will merge your ticket with that feature request (which is in progress) so you are alerted when it's released.
F
Fuchsia Armadillo
Conor MacNeil So if I use the inception date column below then this is the timeframe that the SD column beside it will reflect?
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Conor MacNeil
Fuchsia Armadillo The first column (to the right of the inception date) is annualized since inception date of the fund.
Conor MacNeil
updated the status to
in progress
Conor MacNeil
Merged in a post:
Adjust date periods for Model Portfolios Statistics
C
Cyan Marten
In Model Portfolios it would be helpful to be able to adjust the date periods used for the Quantitative Statistics.
Conor MacNeil
updated the status to
planned
Conor MacNeil
updated the status to
planning
Conor MacNeil
updated the status to
under review
Conor MacNeil
Merged in a post:
Date for data used in model portfolio
F
Fuchsia Armadillo
Can we display the date that is being used for this data?
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P
Positive Frog
I agree - my model portfolio that I want to compare total returns for is between 1-3 years old and it would be nice to be able to specify the start date
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