Portfolio table
Color Name Start Date End Date Year Mean Year Volatility Year VaR Monthly Mean Monthly Volatility Monthly VaR Maximum Drawdown Sharpe Sortino Calmar Market correlation Alpha Beta Edit Excel Optimize
Portfolio 1 31-05-2007 26-12-2023 7.28% 13.07% -19.71% .64% 3.69% -7.64% -41.92% 0.34 0.43 0.26 1.00 -.38% 0.77 Excel Optimize
Portfolio balance (hypothetical growth of $10,000)
Portfolio Returns
FAANG Stocks

In finance, “FAANG” is an acronym that refers to the stocks of five prominent American technology companies:

Chinese Stocks

Some of the largest Chinese stocks listed in the US.


Some of the largest cryptocurrencies in the market.

European stocks

Some of the largest European stocks listed in the UK: