Analyse Portfolio Metrics

Raw returns tell you how much money was made. Portfolio metrics tell you whether the returns were worth the risk taken. A strategy with 15% annual returns is not necessarily better than one returning 10% if it achieves that with twice the volatility and periodic 30% drawdowns. The metrics that reveal this — Sharpe ratio, Sortino ratio, maximum drawdown, Calmar ratio — are standard in professional portfolio management but tedious to calculate without a model.

Financial Calculator computes the full set of portfolio performance and risk metrics from return series inputs. It handles both absolute and benchmark-relative performance metrics, including tracking error and information ratio.

Portfolio managers, wealth advisors, and individual investors building systematic strategies use this to evaluate performance rigorously rather than looking at returns in isolation.