Portfolio: trades-portfolio3.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

3094.2198280%

Total Value

$31942198.3

Jensen's Alpha

0.0330742

CAGR

11.5289186%

Beta

-0.0299720

Volatility

0.2311841

Max Drawdown

-53.1522988

VaR (10d, 95%)

$2143550.11

Sharpe Ratio

0.6851426

Cash

$979483.0

Positions

NVIDIA Corporation 98.5%
United Parcel Service, Inc. 1.5%
Weights Allocation
Simulation Allocation
Simulation Parameters