Portfolio Risk & Return Summary
Loading report…
TICKER — VOLATILITY
—
annualized std. deviation
BENCHMARK — VOLATILITY
—
annualized std. deviation
Side-by-side comparison
| Measure | Ticker | S&P 500 | U.S. Bonds |
|---|
Volatility (standard deviation): how much returns swing up and down. Sharpe ratio: return earned for each unit of risk taken (4.5% risk-free). Drawdown: the largest peak-to-trough decline over the period.
Growth of $100
Hypothetical growth of $100 over the period shown, based on historical daily prices.
Risk vs. return
Positions further left carry less risk; higher up means more return.