Portfolios can now contain securities listed on foreign exchanges* in
mixed currencies, with values automatically converted to a single selected
currency on reports. Currency exchange rates can be downloaded or
imported and can be obtained for historical dates so that valuation changes
over time can be accurately calculated.
New Risk/Reward and Volatility Analysis (for securities or portfolios) provides key comparisons between
securities, 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).
A new T-Bill Rate listing shows nearly 50 years of downloaded daily market rates for 3-Month and 6-Month Treasury Bills.