We are excited to introduce a new addition to the risk-adjusted performance section on PortfoliosLab: Risk-Adjusted Performance Ranks. This feature quickly highlights the market position of an instrument based on its current performance values.



<img height="445" width="775" src="https://portfolioslab.com/static/user-content/1/ran09l31ahp15nw892z0ljue.png" />



Rank values range from 0 to 100, representing a percentile position in the market. For instance, a rank of 10 indicates that the instrument is in the bottom 10% of the market based on current indicators, whereas a rank of 90 means it is performing better than 90% of the market, placing it in the top 10% of performers.

This feature is available across all plans, including the free tier, and for all instruments like stocks, ETFs, and funds. We update the ranks daily based on the latest trading data, using data from the past 12 months.

Introducing Risk-Adjusted Performance Ranks

We're excited to announce an enhancement to the performance indicators for portfolios and stocks. Simply looking at raw numbers doesn't always tell the whole story, so we've introduced a feature that compares these numbers to the broader market. Now, with our updated charts, you can quickly see how a particular value stacks up against other stocks or portfolios. A value in the red zone indicates it's at the market's lower end, green signifies it's in the top 25%, and yellow represents the middle ground.

<img height="507" width="695" src="https://portfolioslab.com/static/user-content/1/mrdqlr76a11p8my6ydbwqy4a.png" />

This new feature covers the five most popular risk-adjusted performance metrics: [Sharpe](https://portfolioslab.com/tools/sharpe-ratio), [Sortino](https://portfolioslab.com/tools/sortino-ratio), [Omega](https://portfolioslab.com/tools/omega-ratio), [Calmar](https://portfolioslab.com/tools/calmar-ratio), and [Martin](https://portfolioslab.com/tools/martin-ratio) ratios, making comparisons straightforward and user-friendly.

Enhanced Visualization for Risk-Adjusted Indicators

Great to see this - I've just started looking for a screener with this metric. Are you able to configure the timeframe and # of periods?

You can only configure Martin Ratio parameters on the tool calculation page at the moment. In screeners, each symbol on the platform has just one precalculated value, currently using a 12-month lookback as the standard. However, we might introduce values calculated over different periods to our screeners in the future.

<img height="289" width="888" src="https://portfolioslab.com/static/user-content/1/syugire21otn1plzrqcxml60.png" />

We're thrilled to introduce our new [Martin Ratio Calculator](https://portfolioslab.com/tools/martin-ratio), a tool crafted to offer a comprehensive analysis of your investment portfolio's risk-adjusted performance. Unlike the well-known [Sharpe Ratio](https://portfolioslab.com/tools/sharpe-ratio), which uses volatility as a risk measure, the Martin Ratio (also known as the Ulcer Performance Index) evaluates risk based on the length and severity of investment drawdowns. This approach makes the Martin Ratio a more accurate measure of risk-adjusted performance, as it focuses solely on losses without penalizing gains, as volatility does. This feature is particularly beneficial for assessing safe withdrawal rates in retirement planning.

Give our new tool a try – we hope it enhances your investment experience!

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