Tools
Performance Analysis
Portfolio Analysis
Portfolio Performance
Stock Comparison
Sharpe Ratio
Martin Ratio
Treynor Ratio
Sortino Ratio
Omega Ratio
Calmar Ratio
Summers Ratio
Risk Analysis
Drawdowns
Expected Shortfall (CVaR)
Ulcer Index
Value at Risk
Close-to-Close Volatility
Parkinson Volatility
Garman-Klass Volatility
Rogers-Satchell Volatility
Yang-Zhang Volatility
Optimization
Asset Correlations
Portfolio Optimization
Risk Parity Optimization
Hierarchical Risk Parity (HRP) Optimization
Factor Model
Alpha
Beta
Portfolios
Lazy Portfolios
User Portfolios
Screeners
ETF Screener
Mutual Fund Screener
Stock Screener
Discussions
RF
Rob Fuhrman
Joined Dec 4, 2024
Portfolios
0
Screeners
0
Discussions
0
Show
All portfolios
Show
Sort By
Views
Sort By
High to low
Low to high
5y Eq Model
7 views
Return
10%
YTD
Rank
61%
Average
Static Portfolio
107 positions
Jan 27, 2025
Currency in USD
Tech CORR
1 view
Return
14%
YTD
Rank
44%
Average
Static Portfolio
10 positions
Jan 15, 2025
Currency in USD
CR-Equity
0 views
Return
8%
YTD
Rank
58%
Average
Static Portfolio
36 positions
Jan 15, 2025
Currency in USD
1
