i.
Build your portfolio
Add assets · set weights · choose horizon
Horizon
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ii.
Performance
Cumulative return, normalized to 100 at start
iii.
Returns & risk
Headline metrics for the selected period · annualized where applicable
iv.
Symmetric risk
Treats up moves and down moves the same — the volatility viewVolatility & market sensitivity
How much the portfolio moves around its mean, and how it moves relative to the S&P 500. These are the “moments” metrics — they don't distinguish good volatility from bad.
Correlation matrix
Pairwise correlation of daily returns. Values near +1 mean the assets move together; near 0 means independent; near −1 means they hedge each other.
v.
Asymmetric risk
Treats downside differently from upside — what allocators actually care aboutDownside metrics
Risk seen only from the loss side of the distribution. The Sortino ratio, downside deviation, VaR, and CVaR are how allocators evaluate strategies that have non-normal return profiles — hedge funds, options sellers, levered ETFs.
Drawdown over time
Cumulative peak-to-trough loss. Recovery is the period until the chart returns to zero.
Up-market vs down-market behavior
When the S&P 500 was up, what fraction of that gain did the portfolio capture? When it was down, what fraction of that loss? An ideal absolute-return strategy captures more upside than downside — that's where the asymmetry lives.
Distribution shape
Skew tells you which tail is fatter (negative = more bad days than the bell curve predicts). Kurtosis tells you how often big moves happen versus a normal distribution.
vi.
Allocation
Final weights and asset-class breakdown
Methodology & data. Returns are computed from end-of-day closing prices. Risk-free rate is set to 0% for Sharpe and Sortino calculations — adjust mentally if you're benchmarking against T-bills. Annualization assumes 252 trading days. Correlation, beta, downside deviation, VaR (5th percentile) and CVaR (mean of returns at or below VaR) all run on daily simple returns over the selected horizon. Up-market and down-market capture use monthly aggregation against the S&P 500 (SPY) as benchmark; a value of 100% means “moves dollar-for-dollar with the index in that direction.” This page is for analytical perspective, not investment advice. NAV News is editorial commentary; verify any numbers against your broker before acting on them. Historical performance does not predict future results.