Portfolio: trades-portfolio1.json

Net Asset Value

Net Asset Value (NAV) represents the total market worth of a portfolio. It is the sum of the market value of all held assets plus any uninvested cash on a specific date.

How is it calculated?
$$NAV_t = \text{Cash}_t + \sum_{i=1}^{n} (\text{Position}_{i,t} \times \text{Price}_{i,t})$$
Where, \(n\) is the total number of assets, \(i\) is a specific asset, and \(t\) is the specific point in time.
Why is it useful?

It provides a single, clear figure to track the performance of a portfolio over time. By calculating NAV daily, we can generate an Equity Curve, which is essential for calculating further risk metrics like Volatility, Sharpe Ratio, and Maximum Drawdown.

Log Returns

Preview

Portfolio Metrics

Total Return

59.9903492%

Total Value

$1599903.5

Jensen's Alpha

0.0644738

CAGR

1.4924601%

Beta

-0.0207863

Volatility

0.0538982

Max Drawdown

-19.0380600

VaR (10d, 95%)

$26664.99

Sharpe Ratio

0.3989851

Cash

$1157630.5

Positions

Fox Corporation 5.5%
Alphabet Inc. 33.5%
NVIDIA Corporation 24.7%
Tesla, Inc. 31.4%
United Parcel Service, Inc. 5.0%
Weights Allocation
Simulation Allocation
Simulation Parameters