Ratios Tables

The ratios which can be shown in the table are

• Alpha
• Beta
• Downside Risk
• Information Ratio
• Jensen's Alpha
• Maximum Drawdown
• Maximum Gain
• Maximum Loss
• Negative Periods
• Positive Periods
• r²
• Relative Return
• Sharpe Ratio
• Sortino Ratio
• Tracking Error
• Treynor Ratio
• Volatility

To create a ratios table, select the Ratios Table option from the Tables dropdown.

Select the table you wish to use using the period drop down box which includes a number of standard options. Alternatively, you can use your own dates by selecting user specified (at the top of the list) and typing in the dates. NB the dates must be input in the format dd/mm/yyyy (see our Appendix for a range of quick shortcuts when using custom dates).

Alternatively you can select to have each individual fund use its own benchmark (where known) or its own sector average.

Note: We will add a "Dagger" symbol in front of the fund name to show that we are using the sector average as the benchmark where the items own benchmark is unavailable.

The tables are interactive and you can move columns by using the Customise Columns option in the top left hand corner of the table. This will allow you (as shown above) to reshuffle columns using the arrows and to add ranking columns to the performance columns of data. This is entirely flexible and it is possible to add Quartile and/or Decile and/or Percentile and/or Absolute rankings to some or all of the columns. Once you have reached your decision, click on Commit on the right hand side to effect the changes in the table.

Note: You can add ranking columns to individual data columns or to all data columns using the All Columns option.

 

You have all the same export and table options as a standard performance table including exporting to other formats and adding funds to your Active List.