Portfolio Analytics Pro
Hedge fund-grade risk metrics — Sharpe, Sortino, VaR, Drawdown, Correlation
⚡ Performance Metrics
Total P&L
—
USD
Total Return
—
% since start
🔒 Sharpe Ratio
—
risk-adj. return
Sortino Ratio PRO
—
downside risk
Max Drawdown PRO
—
% peak-to-trough
Win Rate PRO
—
% of profitable trades
Profit Factor PRO
—
gross profit / gross loss
Total Trades
—
closed positions
Equity Curve
Portfolio
BTC Benchmark
Drawdown Periods
Drawdown %
🛡️ Risk Dashboard
Portfolio Volatility (Ann.)
—
Annualized standard deviation
Value at Risk (95%, 1-day)
—
95% confidence max daily loss
Beta (vs BTC)
—
Correlation to BTC market
Alpha (vs BTC)
—
Excess return above BTC
Diversification Score
—/100
Based on holding concentration
Calmar Ratio
—
Return / max drawdown
🔗 Correlation Matrix
No correlation data yet
Trade at least 2 assets to see correlations
📊 Attribution Analysis
📄 Monthly Performance Reports
No reports yet
Generate your first monthly report above — requires Elite plan.