See how bumpy the ride was
A new Risk button next to Compare explains volatility, max drawdown and the Sharpe ratio in plain words, and tells you whether each one applies to the range you picked.
Part of: Portfolio visualizer
The chart shows where you ended up. The new Risk button shows how the ride felt on the way.
What you get
- Volatility: how much your portfolio swings in a year, from calm to bumpy.
- Max drawdown: the deepest fall from a high to a later low, with the dates it happened.
- Sharpe ratio: the return you earned above cash, for each unit of risk. Below 0 means cash did better.
In plain words, for the range you picked
Each figure comes with a one-line meaning and a level that is written out in full, so nothing is a black box. A check says it is shown for your range. When it is not, you see why, and a button takes you to the range that shows it.
Fair to your deposits
They measure the return on your money, so adding money never counts as a gain and taking it out never counts as a loss. Selling part of a holding can leave a small gap in the measure.
When you see them
Max drawdown shows from 1M. Volatility and Sharpe need a year of history, so they show on 1Y, 5Y and Max. On 1D and 1W you see a dash.
On your phone it opens as a sheet from the bottom. It is on the sample portfolio too, so you can see it before you add anything.