Return-based Graphs

Return-based graphs display the portfolio return and drawdown over time. The following graphs are available:

  • VAMI - Displays a month-by-month change in portfolio equity assuming it starts at $1000 during the test period. The vertical and the horizontal axes are VAMI and the month correspondingly. (The $1000 initial value can be changed in the File > Properties > Display tab).
  • Cumulative Return (%) - Displays a cumulative change in portfolio equity in % during the test period. The vertical and horizontal axes are Cumulative Return (%) and the date correspondingly.
  • Cumulative Return & Drawdown (%) - Displays a cumulative change in portfolio equity in %, and portfolio drawdown in % during the test period. The left and right vertical axes are Cumulative Return (%) and Drawdown (%) correspondingly and the horizontal axis is the date.
  • Cumulative Return & Monthly Return (%) - Displays a cumulative and monthly change in portfolio equity in % during the test period. The left vertical axis is Return (%) and the horizontal axis is the date.
  • Monthly Return (%) - Displays in a bar chart form, a % return for each month over the period traded. The vertical and the horizontal axes are % return and months correspondingly.
  • Monthly Return (%) & Drawdown (%) - Displays in a bar chart form, a % Return and % Drawdown for each month over the period traded. The vertical and the horizontal axes are % return/drawdown and months correspondingly.
  • 12-Month Rolling Return - Displays a 12-month return for the portfolio in % during the test period, in a bar chart form. The vertical and horizontal axes are 12-month return (%) and the month correspondingly.
  • 24-Month Rolling Return - Displays a 24-month return for the portfolio in % during the test period, in a bar chart form. The vertical and horizontal axes are 24-month return (%) and the month correspondingly.
  • 36-Month Rolling Return - Displays a 36-month return for the portfolio in % during the test period, in a bar chart form. The vertical and horizontal axes are 36-month return (%) and the month correspondingly.
  • 12-Month Sharpe Ratio - Displays a 12-month Sharpe Ratio for the portfolio during the test period, in a bar chart form. The vertical and horizontal axes are 12-month Sharpe Ratio and the month correspondingly.
  • 24-Month Sharpe Ratio - Displays a 24-month Sharpe Ratio for the portfolio during the test period, in a bar chart form. The vertical and horizontal axes are 24-month Sharpe Ratio and the month correspondingly.
  • 36-Month Sharpe Ratio - Displays a 36-month Sharpe Ratio for the portfolio during the test period, in a bar chart form. The vertical and horizontal axes are 36-month Sharpe Ratio and the month correspondingly.