Portfolio Drawdown

Visualize historical drawdowns for your current, optimized, and benchmark portfolios to gauge performance during different market cycles. Examine the recovery time using a tabular output with detailed information.

Application Overview

The Portfolio Drawdown application within PRISM provides users with the ability to visualize and analyze the historical drawdown of their current, optimized, and benchmark portfolios. This insightful application helps users understand how their portfolios performed during various market cycles and the recovery time, enabling them to make better-informed decisions regarding their investment strategies.

Application Features

| Historical Drawdown Visualization

The application displays the historical drawdown for the current, optimized, and benchmark portfolios, allowing users to compare their performance during market downturns.

| Customizable Timeframes

Users can select different timeframes for measuring drawdown, tailoring the analysis to their specific needs and investment horizons.

| Performance Comparison

By visualizing drawdown across multiple portfolios, users can assess the effectiveness of their optimization strategies and benchmark their portfolio against industry standards.

| Portfolio Recovery Time

The application provides a detailed tabular output that includes the time period and portfolio drawdown during those periods, allowing users to understand the portfolio recovery time.

Usage Examples

A portfolio manager wants to evaluate how their current portfolio performed during the last bear market in comparison to the optimized and benchmark portfolios. They use the Portfolio Drawdown application to visualize the drawdowns and identify potential areas for improvement in their investment strategy.

A risk manager is assessing the resilience of their portfolio during market downturns. They use the application to analyze the historical drawdown across different timeframes and use the insights to implement risk mitigation measures.

An investor is considering reallocating their assets based on historical drawdown performance and recovery times. They use the Portfolio Drawdown application to compare their current portfolio's drawdown with the optimized and benchmark portfolios, helping them make more informed decisions.

How-to Guide

  1. Setting up the Portfolio Drawdown Application Access the PRISM platform and navigate to the Portfolio Drawdown application. In the top panel, select the desired time period and portfolio for measuring drawdown from the available options.

  2. Portfolio Drawdown Comparison The bottom portion of the page will display the drawdown chart for the current, optimized, and benchmark portfolios. Interact with the chart to zoom in on specific time periods or market events for more detailed analysis.

  3. Portfolio Recovery Time Examine the tabular output detailing the time period and portfolio drawdown during those periods to understand the portfolio recovery time. Use the insights gained from the drawdown analysis to make better-informed decisions regarding your investment strategy and risk management.

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