TradingView
STOCHASTICU
15. Okt. 2020 21:21

Multi-Asset Portfolio 

AMEX:SPY1D
SPDR S&P 500 ETF TRUSTArca

Beschreibung

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With thanks to luminaryfi for tradingview.com/script/0T7X2HEB-Portfolio-Metrics-α-Jensen-s-β-CAPM-Ra-Sharpe-Treynor/, this indicator calculates basic metrics and statistics for a multi-asset portfolio. Note that returns are plotted after being multiplied by 100 in order allow the series to be visible against the other statistics.

Versionshinweise

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Chart updated to better reflect indicator

Versionshinweise

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returns to logreturns across the board

Versionshinweise

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Typo fix
Volatilitysharpeportfolioportfolioperformance
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