Using Alpha, Beta, and Sharpe Ratio for Configuration of Investment Strategies
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The article, part of our “Configuration of Investment Strategies” series, introduces the concepts of stock investment indicators and ratios. Alpha indicator, Beta indicator, and Sharpe ratio are applied within our StockPicker configurator. We’ve introduced a simple table that quickly summarizes the performance and stability of …
Maximum drawdown with DCA
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Maximum drawdown with DCA The article, part of our “Configuration of Investment Strategies” series, introduces the concept of Maximum Drawdown Money as applied within our StockPicker configurator. In this article we are using a setting that was before deactivated, we set “Invest every rebalance = …
Maximum Drawdown
The article from the series “Configuration of Investment Strategies” presents the Maximum Drawdown Percentage that we use in the StockPicker configurator. Maximum Drawdown Tables offer a concise snapshot of an investment’s performance and risk through three key metrics: Maximum Drawdown Percentage: Shows the largest percentage …
Strategies Drawdown
The article from the series “Configuration of Investment Strategies” presents the Strategies Drawdown plot that we use in the StockPicker configurator. The drawdown plot serves as a valuable tool for analyzing how much an investment declines from its peak before it recovers. Visualizing maximum drawdown …
Equities of strategy and benchmarks
The article from the series “Configuration of Investment Strategies” presents the Equities of Strategy and Benchmarks indicator that we use in the StockPicker configurator. The graph shows us the development of the portfolio value over time according to the previously entered input data. In …