Analysing ETFs, stocks, and more

In some cases, you may exactly know which assets to analyse or to compare. If you do not, the Asset Database is a great starting point.

Start by selecting the desired timeframe, then use the interactive database table to identify assets.

Analysing an asset or portfolio provides in-depth metrics and charts of the selected asset or portfolio against a selected benchmark.

Settings tab

1. Select an asset or portfolio to analyse
2. Select a benchmark to compare against
3. Select a date range
4. Click 'Analyse'

In most cases, the advanced settings can be left unchanged. To learn more about the advanced setting, read this article.

Make sure to click the 'Analyse' button every time you make any changes to the settings to initiate the calculations.

Overview tab

Essential metrics and charts for a quick assessment.

Returns tab

In-depth analytics of the asset's or portfolio's returns including the full suite of metrics against the selected benchmark.

Rolling metrics tab

Two interactive rolling metrics charts that can be individually customised.

Example: Rolling 24 M Annual Volatility

Every day calculates the annualised volatility over the preceding 24 months and charts the resulting time series.

Allocations tab

This tab is only available for portfolios and provides details about the selected portfolio's allocations over time.

The group by setting aggregates the data by the selected category. For example, group by = region aggregates all assets of the same region in the portfolio.

Comparing assets or portfolios provides in-depth metrics and charts of the selected assets or portfolios against each other and a selected benchmark.

Compare a list of assets

Selecting an asset list in the Assets Overview page provides a quick way to compare all assets in the asset list.

Settings tab

1. Select assets and portfolios to compare
2. Select a benchmark to compare against
3. Select a group by category
4. Select a date range
5. Click 'Compare'

In most cases, the advanced settings can be left unchanged. To learn more about the advanced setting, read this article.

Make sure to click the 'Compare' button every time you make any changes to the settings to initiate the calculations.

Returns, drawdowns, metrics, and rolling metrics tabs

The returns, drawdowns, metrics, and rolling metrics tabs show the same information as the corresponding content on the Insights Analysis page with the addition of the colour coding by group by category.

Correlations and scatterplot tabs

The correlations tab displays a correlation matrix of all selected assets and portfolios. The first column shows the correlations against the benchmark in descending order.

The scatterplot tab provides an interactive chart with options to customise the x- and y-axis, as well as the size of the bubbles.

Allocations tab

If there are one or more portfolios in the comparison, the allocations tab shows the average allocation to the selected group by category.