Dashboard
John Doe Equity - 20965
As of 31st December 2019
As of 31st December 2019
Market Value
$28,068,190
$28,068,190
Equity
S&P 500
Active
3.84%
2.76%
1.08%
Active Since
1st Jan 2010
Risk Profile
Aggresive
MPT Risk Statistics - 3 Years
S&P 500
Equity
|
9.60
8.07
8.60,7.69
Standard Dev
|
5.37
4.76
5.37,4.76
Downside Dev
|
0.91
1.00
1.08,1.00
Beta
|
0.93
1.00
0.93,1.00
R-Squared
|
0.81
0.94
0.91,1.14
Sharpe Ratio
|
1.42
1.56
1.52,1.92
Sortino Ratio
|
7.26
8.75
7.26,8.75
Treynor Ratio
|
|---|
| Hierarchy | Click to View | Attribution Analysis | Click to View | |||
| Key Insights | Click to View | Backtest Module | Click to View |
Equity Hierarchy
Fixed Income Hierarchy
John Doe Fixed Income - 78993
As of 31st December 2019
As of 31st December 2019
Market Value
$32,456,819
$32,456,819
Fixed Income
Benchmark
Active
2.06%
2.38%
-0.32%
Active Since
1st Jan 2010
Risk Profile
Moderate
Average Weighted Stats
Barclays Global Agg
Fixed Income
|
102
105
10.12, 10.34
Market Price
|
5.32
5.88
5.32, 5.88
Coupon Rate
|
4.82
5.45
4.82, 5.45
Current Yield
|
4.52
5.12
4.52, 5.12
Yield to Maturity
|
4.23
4.75
4.23, 4.75
Yield to Worst
|
7.19
6.24
7.19, 6.24
Maturity
|
9.78
9.23
9.78, 9.23
Duration
|
|---|
| Hierarchy | Click to View | Attribution Analysis | Click to View | |||
| Key Insights | Click to View | Interest Rate Shock Analysis | Click to View |
