AlphaClone Tour

Backtest Performance Metrics

 
Tour-5

Access advanced performance metrics for each "clone".

  • 1View performance across several date spans and annually as far back as 2000.
  • 2Compare the performance of the clone against several benchmark indices.
  • 3View advanced return and risk metrics including sharpe ratio, max drawdown and alpha.
  • 4Download the clone's excel spreadsheet to easily share its performance results with others and view its monthly return streams.