Measures and the Interactive Statistics Analysis Resource.

The following table details all of the measures that can be supplied by the Interactive Statistics Analysis resource.

Measures Table

Identifier Name Table Type Sub-Category Data Type Suggested Title Is Relative? Risk Free Required? Is Logged? Measure Format Depends On RP ShareClass & ReturnDefinition?
Perf.PercentNegativePeriods % Negative Sub-Periods PortfolioDrillDown Interactive Statistics Real % Negative Periods No No No Percentage No
Perf.PercentNegativePeriodsRel % Negative Sub-Periods, Relative. (Batting Average) PortfolioDrillDown Interactive Statistics Real Batting Average Yes No No Percentage No
Perf.PercentPositivePeriods % Positive Sub-Periods (Gain Frequency) PortfolioDrillDown Interactive Statistics Real % Positive Periods No No No Percentage No
Perf.PercentPositivePeriodsRel % Positive Sub-Periods, Relative PortfolioDrillDown Interactive Statistics Real % Relative Positive Periods Yes No No Percentage No
Perf.AdjustedInfoRatioRel Adjusted Information Ratio (Geometric) (Log) PortfolioDrillDown Interactive Statistics Real Adjusted Information Ratio Yes No Yes Ratio No
Perf.AdjustedInfoRatioXS Adjusted Information Ratio (Log) PortfolioDrillDown Interactive Statistics Real Adjusted Information Ratio Yes No Yes Percentage No
Perf.AdjustedMSquaredAnn Adjusted M² (Ann.) (Log) PortfolioDrillDown Interactive Statistics Real Adjusted M² Yes Yes Yes Percentage No
Perf.AdjustedSharpe Adjusted Sharpe (Log) PortfolioDrillDown Interactive Statistics Real Adjusted Sharpe No Yes Yes Ratio No
Perf.AnnualAlpha Alpha (Ann.) (Log) PortfolioDrillDown Interactive Statistics Real Annual Alpha Yes No Yes Percentage No
Perf.Alpha Alpha (Log) PortfolioDrillDown Interactive Statistics Real Alpha Yes No Yes Percentage No
Perf.AnnAveToMaxLoss Ann Average : Max Loss PortfolioDrillDown Interactive Statistics Real Ann Average : Max Loss No No No Ratio No
Perf.AppraisalRatioAnn Appraisal Ratio (Ann.) (Log) PortfolioDrillDown Interactive Statistics Real Appraisal Ratio Yes Yes Yes Ratio No
Perf.BearBeta Bear-Market Beta (Log) PortfolioDrillDown Interactive Statistics Real Bear Beta Yes No Yes None No
Perf.BearCaptureRatio Bear-Market Capture Ratio PortfolioDrillDown Interactive Statistics Real Bear Capture Ratio Yes No No Ratio No
Perf.BearCorrelation Bear-Market Correlation (Log) PortfolioDrillDown Interactive Statistics Real Bear Correlation Yes No Yes None No
Perf.BearCovariance Bear-Market Covariance (Log) PortfolioDrillDown Interactive Statistics Real Bear Covariance Yes No Yes None No
Perf.BearGeomeanReturn Bear-Market Geomean Return PortfolioDrillDown Interactive Statistics Real Bear Mean Return Yes No No Percentage No
Perf.BearGeomeanReturnRel Bear-Market Geomean Return (Geometric) PortfolioDrillDown Interactive Statistics Real Bear Mean Relative Return Yes No No Percentage No
Perf.BearMeanReturnXS Bear-Market Mean Excess Return PortfolioDrillDown Interactive Statistics Real Bear Mean Excess Return Yes No No Percentage No
Perf.BearMeanReturn Bear-Market Mean Return PortfolioDrillDown Interactive Statistics Real Bear Mean Return Yes No No Percentage No
BenchmarkId Benchmark Id PortfolioDrillDown Settings String Benchmark Id None No
AtEnd.MarketCap Benchmark Market Cap at End PortfolioDrillDown Interactive Data Real Market Cap at End Monetary No
AtStart.MarketCap Benchmark Market Cap at Start PortfolioDrillDown Interactive Data Real Market Cap at Start Monetary No
Perf.Beta Beta (Log) PortfolioDrillDown Interactive Statistics Real Beta Yes No Yes None No
Perf.TestedBeta Beta (Tested) (Log) PortfolioDrillDown Interactive Statistics Real Beta Yes No Yes None No
Perf.BetaTiming Beta (Timing) (Log) PortfolioDrillDown Interactive Statistics Real Beta Yes No Yes None No
Perf.BiasRatio Bias Ratio (Log) PortfolioDrillDown Interactive Statistics Real Bias Ratio No No Yes Ratio No
Perf.BullBeta Bull-Market Beta (Log) PortfolioDrillDown Interactive Statistics Real Bull Beta Yes No Yes None No
Perf.BullCaptureRatio Bull-Market Capture Ratio PortfolioDrillDown Interactive Statistics Real Bull Capture Ratio Yes No No Ratio No
Perf.BullCorrelation Bull-Market Correlation (Log) PortfolioDrillDown Interactive Statistics Real Bull Correlation Yes No Yes None No
Perf.BullCovariance Bull-Market Covariance (Log) PortfolioDrillDown Interactive Statistics Real Bull Covariance Yes No Yes None No
Perf.BullGeomeanReturn Bull-Market Geomean Return PortfolioDrillDown Interactive Statistics Real Bull Mean Return Yes No No Percentage No
Perf.BullGeomeanReturnRel Bull-Market Geomean Return (Geometric) PortfolioDrillDown Interactive Statistics Real Bull Mean Relative Return Yes No No Percentage No
Perf.BullMeanReturnXS Bull-Market Mean Excess Return PortfolioDrillDown Interactive Statistics Real Bull Mean Excess Return Yes No No Percentage No
Perf.BullMeanReturn Bull-Market Mean Return PortfolioDrillDown Interactive Statistics Real Bull Mean Return Yes No No Percentage No
Perf.BurkeRatio Burke Ratio PortfolioDrillDown Interactive Statistics Real Burke Ratio No Yes No Ratio No
Perf.Calmar Calmar PortfolioDrillDown Interactive Statistics Real Calmar No No No Ratio No
Perf.Correlation Correlation (Log) PortfolioDrillDown Interactive Statistics Real Correlation Yes No Yes None No
Perf.TestedCorrelation Correlation (Tested) (Log) PortfolioDrillDown Interactive Statistics Real Correlation Yes No Yes None No
Perf.Covariance Covariance (Log) PortfolioDrillDown Interactive Statistics Real Covariance Yes No Yes None No
Perf.EndDateFound Date Found at End PortfolioDrillDown Interactive Statistics Date Date Found at End No No No None No
Perf.StartDateFound Date Found at Start PortfolioDrillDown Interactive Statistics Date Date Found at Start No No No None No
Perf.DownsidePotential Downside Potential PortfolioDrillDown Interactive Statistics Real Downside Potential No Yes No Percentage No
Perf.DownSideRiskAnnualised Downside Risk (Ann.) (Log) PortfolioDrillDown Interactive Statistics Real Annualised Downside Risk No Yes Yes Percentage No
Perf.DownSideRisk Downside Risk (Log) PortfolioDrillDown Interactive Statistics Real Downside Risk No Yes Yes Percentage No
Perf.EarliestPerformanceDate Earliest Performance Date PortfolioDrillDown Interactive Statistics Date Earliest Performance Date No No No None No
EndDate End Date PortfolioDrillDown Settings Date End Date None No
Perf.ExcessKurtosis Excess / Fisher's Kurtosis (Log) PortfolioDrillDown Interactive Statistics Real Excess / Fisher's Kurtosis No No Yes None No
Perf.XSTotalReturn Excess Return PortfolioDrillDown Interactive Statistics Real Excess Return Yes No No Percentage No
Perf.XSReturnAnnIfGtYr Excess Return (Ann. if > 1 Year) PortfolioDrillDown Interactive Statistics Real Excess Annual Return Yes No No Percentage No
Perf.RelReturnAnnIfGtYr Excess Return (Ann. if > 1 Year) (Geometric) PortfolioDrillDown Interactive Statistics Real Annual Excess Return Yes No No Percentage No
Perf.XSAnnualAverage Excess Return (Ann.) PortfolioDrillDown Interactive Statistics Real Excess Annual Return Yes No No Percentage No
Perf.RelAnnualAverage Excess Return (Ann.) (Geometric) PortfolioDrillDown Interactive Statistics Real Annual Excess Return Yes No No Percentage No
Perf.RelTotalReturn Excess Return (Geometric) PortfolioDrillDown Interactive Statistics Real Excess Return (Geometric) Yes No No Percentage No
Perf.XSPeriodAverage Excess Return (Sub-Period Average) PortfolioDrillDown Interactive Statistics Real Average Excess Return Yes No No Percentage No
Perf.RelPeriodAverage Excess Return (Sub-Period Average) (Geometric) PortfolioDrillDown Interactive Statistics Real Average Excess Return Yes No No Percentage No
Perf.ExPostConditionalSharpe Ex-post Conditional Sharpe PortfolioDrillDown Interactive Statistics Real Conditional Sharpe No Yes No Ratio No
Perf.ExPostExpectedShortfall Ex-post Expected Shortfall PortfolioDrillDown Interactive Statistics Real Ex-post Expected Shortfall No No No Percentage No
Perf.ExPostExpectedShortfallRel Ex-post Expected Shortfall, Relative PortfolioDrillDown Interactive Statistics Real Ex-post Expected Relative Shortfall Yes No No Percentage No
Perf.ExPostExpectedUpside Ex-post Expected Upside PortfolioDrillDown Interactive Statistics Real Ex-post Expected Upside No No No Percentage No
Perf.ExPostParametricMethodModifiedVar Ex-post Modified VaR (Parametric Method) (Log) PortfolioDrillDown Interactive Statistics Real Modified VaR No No Yes Percentage No
Perf.ExPostParametricMethodModifiedVarRel Ex-post Modified VaR, Relative (Parametric Method) (Log) PortfolioDrillDown Interactive Statistics Real Modified Relative VaR Yes No Yes Percentage No
Perf.ExPostPotentialUpside Ex-post Potential Updside PortfolioDrillDown Interactive Statistics Real Ex-post Potential Upside No No No Percentage No
Perf.ExPostRachevRatio Ex-post Rachev Ratio PortfolioDrillDown Interactive Statistics Real Ex-post Rachev Ratio No No No Ratio No
Perf.ExPostTailRatio Ex-post Tail Ratio PortfolioDrillDown Interactive Statistics Real Ex-post Tail Ratio No Yes No Ratio No
Perf.ExPostTailRisk Ex-post Tail Risk PortfolioDrillDown Interactive Statistics Real Ex-post Tail Risk No No No Percentage No
Perf.ExPostVar Ex-post VaR PortfolioDrillDown Interactive Statistics Real Ex-post VaR No No No Percentage No
Perf.ExPostParametricMethodVar Ex-post VaR (Parametric Method) (Log) PortfolioDrillDown Interactive Statistics Real Ex-post VaR No No Yes Percentage No
Perf.ExPostVarRel Ex-post VaR, Relative PortfolioDrillDown Interactive Statistics Real Ex-post Relative VaR Yes No No Percentage No
Perf.ExPostParametricMethodVarRel Ex-post VaR, Relative (Parametric Method) (Log) PortfolioDrillDown Interactive Statistics Real Ex-post Relative VaR Yes No Yes Percentage No
Perf.FamaDiversification Fama Diversification (Log) PortfolioDrillDown Interactive Statistics Real Diversification Yes Yes Yes Ratio No
Perf.FamaNetSelectivity Fama Net Selectivity (Log) PortfolioDrillDown Interactive Statistics Real Net Selectivity Yes Yes Yes Ratio No
Perf.FamaSystematicRisk Fama Systematic Risk (Log) PortfolioDrillDown Interactive Statistics Real Systematic Risk Yes Yes Yes Ratio No
Perf.FarinelliTibilettiRatio Farinelli Tibiletti Ratio (Log) PortfolioDrillDown Interactive Statistics Real Farinelli Tibiletti Ratio No Yes Yes Percentage No
Perf.GainsToLosses Gains : Losses (Arithmetic) PortfolioDrillDown Interactive Statistics Real Gains : Losses No No No Ratio No
Perf.GainsToLossesGeometric Gains : Losses (Geometric) PortfolioDrillDown Interactive Statistics Real Gains : Losses No No No Ratio No
Perf.HalfVariance Half Variance (Log) PortfolioDrillDown Interactive Statistics Real Half Variance No No Yes None No
Perf.XS1PeriodHigh Highest Sub-Period Excess Return PortfolioDrillDown Interactive Statistics Real Highest Excess Return Yes No No Percentage No
Perf.OnePeriodHigh Highest Sub-Period Return PortfolioDrillDown Interactive Statistics Real Highest Return No No No Percentage No
Perf.Rel1PeriodHigh Highest Sub-Period Return (Geometric) PortfolioDrillDown Interactive Statistics Real Highest Relative Return Yes No No Percentage No
Perf.HurstRatio Hurst Ratio (Log) PortfolioDrillDown Interactive Statistics Real Hurst Ratio No No Yes Ratio No
Perf.IndexedReturnAtEnd Indexed Return at End PortfolioDrillDown Interactive Statistics Real Indexed Return No No No None No
Perf.IndexedReturnAtStart Indexed Return at Start PortfolioDrillDown Interactive Statistics Real Indexed Return No No No None No
Perf.InfoRatioRel Information Ratio (Ann.) (Geometric) (Log) PortfolioDrillDown Interactive Statistics Real Information Ratio Yes No Yes Ratio No
Perf.InfoRatioXS Information Ratio (Ann.) (Log) PortfolioDrillDown Interactive Statistics Real Information Ratio Yes No Yes Ratio No
Perf.PeriodInfoRatioRel Information Ratio (Geometric) (Log) PortfolioDrillDown Interactive Statistics Real Information Ratio Yes No Yes Ratio No
Perf.PeriodInfoRatioXS Information Ratio (Log) PortfolioDrillDown Interactive Statistics Real Information Ratio Yes No Yes Ratio No
RP.IsPrecalculated Is Precalculated? PortfolioDrillDown Revolution Performance Boolean Is Precalculated? None Yes
Perf.IsraelsensMeasure Israelsens Measure (Log) PortfolioDrillDown Interactive Statistics Real Israelsons Measure No Yes Yes None No
Perf.JarqueBeraTest Jarque Bera Test (Log) PortfolioDrillDown Interactive Statistics Real Jarque Bera Test No No Yes None No
Perf.JensensAlpha Jensens Alpha (Log) PortfolioDrillDown Interactive Statistics Real Jensens Alpha Yes Yes Yes Percentage No
Perf.JensensSpecificRiskAnn Jensens Specific Risk (Ann.) (Log) PortfolioDrillDown Interactive Statistics Real Jensens Specific Risk Yes No Yes Percentage No
Perf.JensensSystematicRiskAnn Jensens Systematic Risk (Ann.) (Log) PortfolioDrillDown Interactive Statistics Real Jensens Systematic Risk Yes No Yes Percentage No
Perf.Kappa3 Kappa 3 (Log) PortfolioDrillDown Interactive Statistics Real Kappa 3 No Yes Yes Percentage No
Perf.Kappa4 Kappa 4 (Log) PortfolioDrillDown Interactive Statistics Real Kappa 4 No Yes Yes Percentage No
Perf.Kurtosis Kurtosis (Log) PortfolioDrillDown Interactive Statistics Real Kurtosis No No Yes None No
Perf.LargestUninterruptedDrawdown Largest Uninterrupted Drawdown PortfolioDrillDown Interactive Statistics Real Largest Uninterrupted Drawdown No No No Percentage No
Perf.LatestPerformanceDate Latest Performance Date PortfolioDrillDown Interactive Statistics Date Latest Performance Date No No No None No
Perf.XS1PeriodLow Lowest Sub-Period Excess Return PortfolioDrillDown Interactive Statistics Real Lowest Excess Return Yes No No Percentage No
Perf.OnePeriodLow Lowest Sub-Period Return PortfolioDrillDown Interactive Statistics Real Lowest Return No No No Percentage No
Perf.Rel1PeriodLow Lowest Sub-Period Return (Geometric) PortfolioDrillDown Interactive Statistics Real Lowest Relative Return Yes No No Percentage No
MainId Main Id PortfolioDrillDown Settings String Main Id None No
AtEnd.MarketValueBest Market Value Best Available at End PortfolioDrillDown Interactive Data Real Market Value at End Monetary No
AtStart.MarketValueBest Market Value Best Available at Start PortfolioDrillDown Interactive Data Real Market Value at Start Monetary No
AtEnd.MarketValueExternal Market Value External at End PortfolioDrillDown Interactive Data Real Market Value at End Monetary No
AtStart.MarketValueExternal Market Value External at Start PortfolioDrillDown Interactive Data Real Market Value at Start Monetary No
AtEnd.MarketValueInternal Market Value Internal at End PortfolioDrillDown Interactive Data Real Market Value Internal at End Monetary No
AtStart.MarketValueInternal Market Value Internal at Start PortfolioDrillDown Interactive Data Real Market Value Internal at Start Monetary No
Perf.MartinRatio Martin Ratio PortfolioDrillDown Interactive Statistics Real Martin Ratio No Yes No Ratio No
Perf.MaxLoss Maximum Loss PortfolioDrillDown Interactive Statistics Real Maximum Loss No No No Percentage No
Perf.MaxLossEndDate Maximum Loss, End Date of PortfolioDrillDown Interactive Statistics Date Maximum Loss, End Date of No No No None No
Perf.MaxLossRel Maximum Loss, Relative PortfolioDrillDown Interactive Statistics Real Maximum Relative Loss Yes No No Percentage No
Perf.MaxLossStartDate Maximum Loss, Start Date of PortfolioDrillDown Interactive Statistics Date Maximum Loss, Start Date of No No No None No
Perf.MeanAbsoluteDeviation Mean Absolute Deviation PortfolioDrillDown Interactive Statistics Real Mean Absolute Deviation No No No None No
Perf.ModifiedSharpe Modified Sharpe (Log) PortfolioDrillDown Interactive Statistics Real Modified Sharpe No Yes Yes Ratio No
Perf.MSquaredAnn Modigliani (Ann.) (Log) PortfolioDrillDown Interactive Statistics Real Modigliani Yes Yes Yes Percentage No
Perf.MSquared Modigliani (Log) PortfolioDrillDown Interactive Statistics Real Modigliani Yes Yes Yes Percentage No
Perf.MSquaredExcessAnnGeo Modigliani Excess (Ann.) (Geometric) (Log) PortfolioDrillDown Interactive Statistics Real Modigliani Excess Yes Yes Yes Percentage No
Perf.MSquaredExcessAnn Modigliani Excess (Ann.) (Log) PortfolioDrillDown Interactive Statistics Real Modigliani Excess Yes Yes Yes Percentage No
Perf.MSquaredExcessGeo Modigliani Excess (Geometric) (Log) PortfolioDrillDown Interactive Statistics Real Modigliani Excess Yes Yes Yes Percentage No
Perf.MSquaredExcess Modigliani Excess (Log) PortfolioDrillDown Interactive Statistics Real Modigliani Excess Yes Yes Yes Percentage No
Perf.Moment3 Moment 3 PortfolioDrillDown Interactive Statistics Real 3rd Moment No No No None No
Perf.Moment4 Moment 4 PortfolioDrillDown Interactive Statistics Real 4th Moment No No No None No
RP.MoneyWeightedReturn.Gross Money-Weighted Gross Return PortfolioDrillDown Revolution Performance Real Money-Weighted Gross Return Percentage Yes
RP.MoneyWeightedReturn.GrossAnnualised Money-Weighted Gross Return (Ann.) PortfolioDrillDown Revolution Performance Real Annualised Money-Weighted Gross Return Percentage Yes
RP.MoneyWeightedReturn.Net Money-Weighted Net Return PortfolioDrillDown Revolution Performance Real Money-Weighted Net Return Percentage Yes
RP.MoneyWeightedReturn.NetAnnualised Money-Weighted Net Return (Ann.) PortfolioDrillDown Revolution Performance Real Annualised Money-Weighted Net Return Percentage Yes
Perf.NumberOfSubPeriods Number of Sub-Periods PortfolioDrillDown Interactive Statistics Integer Number of Sub-Periods No No No Integer No
Perf.OmegaRatio Omega Ratio PortfolioDrillDown Interactive Statistics Real Omega Ratio No Yes No Ratio No
Perf.PainIndex Pain Index PortfolioDrillDown Interactive Statistics Real Pain Index No No No Ratio No
Perf.PainRatio Pain Ratio PortfolioDrillDown Interactive Statistics Real Pain Ratio No Yes No Ratio No
PeriodName Period Name PortfolioDrillDown Settings String Period Name None No
Perf.RSquared R² (Log) PortfolioDrillDown Interactive Statistics Real Yes No Yes Percentage No
Perf.RecoveryPeriod Recovery Days after Max Loss PortfolioDrillDown Interactive Statistics Integer Recovery Period No No No Integer No
Perf.RecoveryPeriodRel Recovery Days after Max Relative Loss PortfolioDrillDown Interactive Statistics Integer Relative Recovery Period Yes No No Integer No
Perf.KurtosisRel Relative Kurtosis (Geometric) (Log) PortfolioDrillDown Interactive Statistics Real Relative Kurtosis Yes No Yes None No
Perf.KurtosisXS Relative Kurtosis (Log) PortfolioDrillDown Interactive Statistics Real Relative Kurtosis Yes No Yes None No
Perf.SkewnessRel Relative Skewness (Geometric) (Log) PortfolioDrillDown Interactive Statistics Real Relative Skewness Yes No Yes None No
Perf.SkewnessXS Relative Skewness (Log) PortfolioDrillDown Interactive Statistics Real Relative Skewness Yes No Yes None No
Perf.ReturnOut Return PortfolioDrillDown Interactive Statistics Real Return No No No Percentage No
Perf.ReturnAnnIfGtYr Return (Ann. if > 1 Year) PortfolioDrillDown Interactive Statistics Real Annual Return No No No Percentage No
Perf.ReturnAnn Return (Ann.) (Daily Data) PortfolioDrillDown Interactive Statistics Real Annual Return No No No Percentage No
Perf.PeriodReturnAnn Return (Ann.) (Monthly/Weekly Data) PortfolioDrillDown Interactive Statistics Real Annual Return No No No Percentage No
Perf.PeriodAverage Return (Sub-Period Average, Geomean) PortfolioDrillDown Interactive Statistics Real Average Return No No No Percentage No
Perf.PeriodAverageArithmetic Return (Sub-Period Average, Mean) (Log) PortfolioDrillDown Interactive Statistics Real Average Return No No Yes Percentage No
Perf.PeriodAverageMedian Return (Sub-Period Average, Median) (Log) PortfolioDrillDown Interactive Statistics Real Median Return No No Yes Percentage No
Perf.RiskFreeRateAtEndDate Risk Free Rate at End PortfolioDrillDown Interactive Statistics Real Risk Free Rate No Yes No Percentage No
Perf.RiskFreeReturnOut Risk Free Return PortfolioDrillDown Interactive Statistics Real Risk Free Return No Yes No Percentage No
Perf.RiskFreeReturnAnn Risk Free Return (Ann.) (Daily Data) PortfolioDrillDown Interactive Statistics Real Annual Risk Free Return No Yes No Percentage No
Perf.PeriodRiskFreeReturnAnn Risk Free Return (Ann.) (Monthly/Weekly Data) PortfolioDrillDown Interactive Statistics Real Annual Risk Free Return No Yes No Percentage No
Perf.RiskFreeReturnPeriod Risk Free Return (Sub-Period Average) PortfolioDrillDown Interactive Statistics Real Average Risk Free Return No Yes No Percentage No
Perf.SharpeRatioGeo Sharpe Ratio (Ann.) (Geometric) (Log) PortfolioDrillDown Interactive Statistics Real Sharpe Ratio No Yes Yes Ratio No
Perf.SharpeRatio Sharpe Ratio (Ann.) (Log) PortfolioDrillDown Interactive Statistics Real Sharpe Ratio No Yes Yes Ratio No
Perf.PeriodSharpeGeo Sharpe Ratio (Geometric) (Log) PortfolioDrillDown Interactive Statistics Real Sharpe Ratio No Yes Yes Ratio No
Perf.PeriodSharpe Sharpe Ratio (Log) PortfolioDrillDown Interactive Statistics Real Sharpe Ratio No Yes Yes Ratio No
Perf.Skewness Skewness (Log) PortfolioDrillDown Interactive Statistics Real Skewness No No Yes None No
Perf.SortinoRatioAnnualised Sortino Ratio (Ann.) (Log) PortfolioDrillDown Interactive Statistics Real Sortino Ratio No Yes Yes Ratio No
Perf.SortinoRatio Sortino Ratio (Log) PortfolioDrillDown Interactive Statistics Real Sortino Ratio No Yes Yes Ratio No
Perf.StandardError Standard Error (Log) PortfolioDrillDown Interactive Statistics Real Standard Error Yes No Yes None No
StartDate Start Date PortfolioDrillDown Settings Date Start Date None No
Perf.StdDevAnn Std. Dev. Volatility (Ann.) (Log) PortfolioDrillDown Interactive Statistics Real Annualised Volatility No No Yes None No
Perf.StdDevPeriod Std. Dev. Volatility (Log) PortfolioDrillDown Interactive Statistics Real Volatility No No Yes None No
Perf.SterlingRatio Sterling Ratio PortfolioDrillDown Interactive Statistics Real Sterling Ratio No Yes No Ratio No
Perf.TrackingErrorRel Tracking Error (Ann.) (Geometric) (Log) PortfolioDrillDown Interactive Statistics Real Annualised Tracking Error Yes No Yes None No
Perf.TrackingErrorXS Tracking Error (Ann.) (Log) PortfolioDrillDown Interactive Statistics Real Annualised Tracking Error Yes No Yes None No
Perf.PeriodTrackErrRel Tracking Error (Geometric) (Log) PortfolioDrillDown Interactive Statistics Real Tracking Error Yes No Yes None No
Perf.PeriodTrackErrXS Tracking Error (Log) PortfolioDrillDown Interactive Statistics Real Tracking Error Yes No Yes None No
Perf.TreynorRatio Treynor Ratio (Ann.) (Log) PortfolioDrillDown Interactive Statistics Real Treynor Ratio Yes Yes Yes Ratio No
Perf.PeriodTreynor Treynor Ratio (Log) PortfolioDrillDown Interactive Statistics Real Treynor Ratio Yes Yes Yes Ratio No
Perf.TStatBeta2 T-stat (Beta-2) (Log) PortfolioDrillDown Interactive Statistics Real T-stat (Beta-2) Yes No Yes None No
Perf.TStatCorrel2 T-stat (Correl.-2) (Log) PortfolioDrillDown Interactive Statistics Real T-stat (Correl.-2) Yes No Yes None No
Perf.UlcerIndex Ulcer Index PortfolioDrillDown Interactive Statistics Real Ulcer Index No No No None No
AtEnd.UnitPrice Unit Price at End PortfolioDrillDown Interactive Data Real Unit Price at End Monetary No
AtStart.UnitPrice Unit Price at Start PortfolioDrillDown Interactive Data Real Unit Price at Start Monetary No
AtEnd.Units Units at End PortfolioDrillDown Interactive Data Real Units at End None No
AtStart.Units Units at Start PortfolioDrillDown Interactive Data Real Units at Start None No
Perf.UpsidePotential Upside Potential PortfolioDrillDown Interactive Statistics Real Upside Potential No Yes No Percentage No
Perf.UpsidePotentialRatio Upside Potential Ratio (Log) PortfolioDrillDown Interactive Statistics Real Upside Potential Ratio No Yes Yes Ratio No
Perf.UpsideRiskAnnualised Upside Risk (Ann.) (Log) PortfolioDrillDown Interactive Statistics Real Annualised Upside Risk No Yes Yes Percentage No
Perf.UpsideRisk Upside Risk (Log) PortfolioDrillDown Interactive Statistics Real Upside Risk No Yes Yes Percentage No
RP.ValuationDateFoundAtEnd Valuation Date Found at End PortfolioDrillDown Revolution Performance Date Valuation Date Found at End None Yes
RP.ValuationDateFoundAtStart Valuation Date Found at Start PortfolioDrillDown Revolution Performance Date Valuation Date Found at Start None Yes
Perf.Variance Variance (Log) PortfolioDrillDown Interactive Statistics Real Variance No No Yes None No