Portfolio & Risk
Example portfolios, risk and drawdown, and cross-asset portfolio views.
110 report specifications in this section
| ID | Title and research question | Category | Chart | Priority | Data |
|---|---|---|---|---|---|
| PRT-002 | Portfolio net asset value trend How much of the account's asset growth comes from capital contributed and how much from investment performance? | Portfolio (example holdings) | Line | Catalogue #13 P0 | Sample |
| PRT-006 | Portfolio versus benchmark return After removing the effect of deposits and withdrawals, has my investment performance beaten the benchmark? | Portfolio (example holdings) | Line | Catalogue #24 P0 | Sample |
| RSK-003 | Rolling volatility Has holding risk risen recently? | Risk and drawdown | Line | Catalogue #131 P1 | Sample |
| RSK-005 | Beta market sensitivity How sensitive is the stock to market movements? | Risk and drawdown | Line | Catalogue #133 P1 | Sample |
| PRT-025 | Portfolio relative strength Is the portfolio's advantage over its benchmark widening or narrowing? | Portfolio (example holdings) | Line | Catalogue #235 P2 | Sample |
| PRT-023 | Savings goal progress Based on my current assets and the user's assumptions, how far am I from my goal? | Portfolio (example holdings) | Line | Catalogue #273 P2 | Sample |
| RSK-006 | Downside risk and Sortino Is the risk of negative returns reasonable relative to the return earned? | Risk and drawdown | Line | Catalogue #361 P2 | Sample |
| RSK-007 | Sharpe risk-adjusted return How much excess return is earned per unit of volatility? | Risk and drawdown | Line | Catalogue #362 P2 | Sample |
| RSK-011 | Volatility historical percentile Is current volatility already above most of its history? | Risk and drawdown | Line | Catalogue #365 P2 | Sample |
| RSK-018 | Historical probability of loss by holding period Does the share of historical loss samples fall as the holding period lengthens? | Risk and drawdown | Line | Catalogue #366 P2 | Sample |
| RSK-023 | Rolling benchmark correlation Is the relationship between the stock and the market changing? | Risk and drawdown | Line | Catalogue #368 P2 | Sample |
| PRT-039 | Margin interest and its drag on returns Does the actual cost of borrowed funds erode investment results? | Portfolio (example holdings) | Line | Catalogue #513 P3 | Sample |
| RSK-021 | Downside beta Is sensitivity higher than usual when the market falls? | Risk and drawdown | Line | Catalogue #618 P3 | Sample |
| RSK-024 | Tracking error Is the deviation from the benchmark stable? | Risk and drawdown | Line | Catalogue #620 P3 | Sample |
| RSK-025 | Information Ratio How large is the outperformance relative to the volatility of the deviation? | Risk and drawdown | Line | Catalogue #621 P3 | Sample |
| RSK-031 | Calmar return-to-drawdown ratio How does long-term return compare with the maximum drawdown? | Risk and drawdown | Line | Catalogue #624 P3 | Sample |
| PRT-044 | Active management information ratio Is the excess return earned over the benchmark enough to compensate for the tracking risk? | Portfolio (example holdings) | Line | Catalogue #799 P3 | Sample |
| RSK-026 | Residual and idiosyncratic risk How much volatility remains after removing the market factor? | Risk and drawdown | Line | Catalogue #819 P4 | Sample |
| RSK-030 | Ulcer Index How painful is spending long periods in drawdown? | Risk and drawdown | Line | Catalogue #820 P4 | Sample |
| RSK-042 | Worst-day exclusion sensitivity How much does long-term return depend on a few extreme days? | Risk and drawdown | Line | Catalogue #821 P4 | Sample |
| RSK-014 | Rolling skewness Are recent returns skewed toward sharp falls or sharp rises? | Risk and drawdown | Line | Catalogue #960 P4 | Sample |
| RSK-015 | Rolling excess kurtosis Are extreme moves more frequent than a normal model implies? | Risk and drawdown | Line | Catalogue #961 P4 | Sample |
| RSK-036 | Normal vs historical VaR comparison Does assuming a normal distribution underestimate the tail? | Risk and drawdown | Line | Catalogue #965 P4 | Sample |
| RSK-037 | EWMA volatility vs simple volatility How does weighting recent moves more heavily change the risk estimate? | Risk and drawdown | Line | Catalogue #966 P4 | Sample |
Priority is a planning estimate from the original specification workbook, not popularity or performance. Catalogue reports are ordered 1–1,000; product reports are ranked only within their own workbench.