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Model stats

Hi P123 team,

my second model is now live for a year but doesn‘t show any stats yet:

After how mang months are stats like beta and Sharpe ratio displayed in the statistics tab?

Best regards,

Attachment C1E68741-672D-48CC-8006-4A0E15DA1F6D.jpeg (180042 bytes) (Download count: 125)

Oct 27, 2021 2:50:51 AM       
Edit 1 times, last edit by sevensisters at Oct 27, 2021 2:53:14 AM
Re: Model stats

As monthly samples are used for this, the figures will start to show up 13 calendar months after October 31st, 2020.

Portfolio123 Staff

Oct 27, 2021 10:59:40 AM       
Re: Model stats

Thanks Aaron!

Oct 27, 2021 2:49:24 PM       
Re: Model stats

Stats have arrived.

Seeing the S&P500 with a Sharpe higher than 2 blows my mind...

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Dec 3, 2021 4:58:32 AM