Specify any stock or ETF to use as a benchmark.
Compare portfolio performance relative to the market.
Analyze key metrics such as the Sharpe, Calmar and Sortino ratios.
Calculate performance characteristics such as Compound Annual Growth Rate, Annual Volatility and Maximum Drawdown.
Generate rolling historical charts of Sharpe and Beta.
Analyze how these ratios have changed over time.
Determine whether or not a portfolio's risk characteristics have been within acceptable limits.