This overview provides a summary of the selected indicators, including their latest values, changes over time, and key statistics.
Settings
AssetSGPFOREST
Latest Value20.933
Value Change %Calculating...
Value Change XCalculating...
Up YearsCalculating...
Down YearsCalculating...
Avg Up Year %Calculating...
Avg Down Year %Calculating...
Median Up Year %Calculating...
Median Down Year %Calculating...
Volatility %1.21%
Win Rate %48.5%
CAGR %-45.93%
Best Year %+1.48%
Worst Year %-1.77%
Max Drawdown %-17.91%
Period High25.50
Period Low20.93
From High %-17.9%
From Low %+0.0%
Sharpe Ratio-0.13
Years >Avg %52.9%
Value Chart Percentage Changes
The value chart compares the percentage changes for each indicator in the given time period. Each starts out at 0% at the x axis left most position.
Value Overlay ChartPercentage Changes
The overlay value chart displays the value movements of each indicator over the selected period, using individual y-axes for each. This allows for an easy comparison of indicators with different magnitudes, making it great for identifying correlations.