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Your portfolio is currently empty. You can import symbols, add them manually, or select from an existing portfolio.

Performance

Performance Comparison

The graph shows the growth of $10,000 invested in each of the securities selected for comparison. Prices adjusted for splits and dividends.


Chart placeholderClick Calculate to get results

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

The [Sharpe ratio](pages.sharpe) shows whether the fund's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher fund's Sharpe ratio, the better its risk-adjusted performance. The chart below displays the rolling 12-month Sharpe Ratio.

Chart placeholderClick Calculate to get results

Drawdowns

Drawdowns Comparison

The Drawdowns chart displays losses from any high point along the way for each compared security.


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Volatility

Volatility Comparison

Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.

The chart below shows the rolling one-month volatility for each compared security.


Chart placeholderClick Calculate to get results

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

Chart placeholderClick Calculate to get results
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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