What does the Portfolio Metrics tab show in Fincanva simulations?

The Portfolio Metrics tab in Fincanva provides a comprehensive overview of your portfolio's performance and risk profile during the simulation period. It consolidates essential quantitative insights into easy-to-read tables and charts, helping you understand how your strategy performed—both on its own and relative to a benchmark.

Overall Metrics Table

This table highlights high-level performance indicators for your portfolio, with side-by-side comparisons to your selected benchmark (BCK). It includes:

• Total Return

• Maximum Drawdown

• Volatility (Standard Deviation)

• Risk-Adjusted Metrics (e.g., Sharpe Ratio)

• Average Monthly Performance

These metrics help you evaluate both returns and risk with a single glance.

Yearly Metrics Table

This section breaks down the same key metrics year by year, allowing you to:

• Track performance consistency

• Spot outlier years

• Compare annual results with your benchmark

It’s useful for understanding how your strategy behaves over time and during different market conditions.

Fincanva Score (Beta)

This unique visual summarizes your portfolio’s performance across six key dimensions:

• CAGR (Compound Annual Growth Rate)

• Maximum Drawdown

• Standard Deviation

• Sharpe Ratio

• Percentage of Positive Months

• Recovery Speed (how quickly the portfolio rebounds after drawdowns)

This radar-style chart offers a multidimensional view of your strategy’s return, stability, efficiency, and resilience—helping you go beyond simple performance figures.

Use the Portfolio Metrics tab to analyze performance and risk at a glance, compare results with a benchmark, and evaluate the robustness of your strategy over time and across key dimensions.