Risk Measures

Portfolio risk by a variety of measures including Max Drawdown, Sortino Ratio, Sharpe Ratio, Calmar Ratio, Alpha, Beta, Positive Periods, Negative Periods, and more.

To navigate to this tool, please take the steps outlined below.

  1. Select Performance & Reports > PortfolioAnalyst > Navigate to the Risk Measures widget.

    • Alternatively, click Menu in the top left corner > PortfolioAnalyst > Navigate to the Risk Measures widget.

  2. Select the blue arrow icon in the top right corner to view additional details.