Portfolio: trades-portfolio1.json

Positions

United Parcel Service, Inc. 100.0%
Simulation Parameters

Preview

Portfolio Metrics

Total Return

4.8186881%

Total Value

$1048186.9

Cash

$1043782.5

Volatility

0.0175889

Sharpe Ratio

0.0004388

Jensen's Alpha

-0.0015151

Beta

0.0120482

Max Drawdown

-9.2107286

CAGR

0.1233438%

VaR (10d, 95%)

$5960.04