Portfolio Performance - 2 Assets — Strategy by Skywalking2874
By Skywalking2874
Performance Metrics
- Author: Skywalking2874
- Symbol: NASDAQ:BND
- Timeframe: 1 day
Description
Function:- Can be used to evaluate the performance of portfolios containing 2 assets over a set time interval- Created to evaluate of the performance of portfolios containing different weightings of stocks and bonds over time- Shows the % return of each portfolio over the time interval defined by the user - Capable of showing the risk adjusted % return of each portfolio over the time interval defined by the user (setting turned off by default)Instructions: - To be used with dividends adjustments turned on- Add this script to a symbol. e.g. NASDAQ:BND- Click the chart to define the entry time and the exit time. i.e. the time interval - Define the second asset to be included in the portfolio. e.g. AMEX:VOO- The strategy comes pre-populated with 6 portfolios with the most common stock/bond weightings (100% stocks/0% bonds, 80% stocks/20% bonds, 60% stocks/40% bonds, et cetera)- The 6 lines show the weighted % return of each portfolio over the time period defined by the user - All asset weights are adjustable via the settings - Each plot can be turned on and turned off via a tick box in the settings - There are 6 plots that show the risk adjusted returns of each portfolio (setting turned off by default)