New Risk/Reward Analysis provides key comparisons between your portfolios and market
indexes, providing the commonly used measures: Standard Deviation, Beta, R-Squared, and Sharpe Ratio.
Standard Deviation compares raw volatility between portfolios and indexes,
Beta measures portfolio correlation with an index, R-Squared measures the
quality of the Beta and Standard Deviation calculations, as well as trend
strength, and Sharpe Ratio is a measure of risk versus reward. Beta
can be calculated using any selected index, and Sharpe Ratio using either 3-month or 6-month
T-Bill rates (automatically downloaded).
Index rates of return can be separately listed or charted for your selected
indexes and time interval.
A new T-Bill Rate listing shows nearly 50 years of downloaded daily market rates for 3-Month and 6-Month Treasury Bills.