Portfolio
Menus
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Po
plot, herc, nco, minrisk, mktcap, equal, ef, maxret, show, maxdiv, file, maxsharpe, load, maxutil, riskparity,...
Commands
Alloc
Show your allocation to each asset or sector compared to the benchmark.
Attrib
Displays sector attribution of the portfolio compared to the S&P 500
Bench
Load in a benchmark from a selected list or set your own based on the ticker.
Distr
Compute distribution of daily returns
Dret
Daily returns
Es
Provides Expected Shortfall (short: ES) of the selected portfolio.
Holdp
Display holdings of assets (in percentage)
Holdv
Display holdings of assets (absolute value)
Load
Load your portfolio transactions.
Maxdd
Show portfolio maximum drawdown
Metric
Display metric of choice for different periods
Mret
Monthly returns
Om
Provides omega ratio of the selected portfolio.
Perf
Shows performance of each trade and total performance of the portfolio versus the benchmark.
Rbeta
Show rolling beta portfolio vs benchmark
Rsharpe
Show rolling sharpe portfolio vs benchmark
Rsort
Show rolling sortino portfolio vs benchmark
Rvol
Show rolling volatility portfolio vs benchmark
Show
Show transactions table
Summary
Display summary of portfolio vs benchmark
Var
Provides value at risk (short: VaR) of the selected portfolio.
Yret
End of the year returns