Quant Studio & Custom Graph Builder
MULTI-SERIESBuild normalized % return comparisons, cross-asset correlations, and quantitative risk scorecards.
Active Series:
SPY
NVDA
AAPL
Normalized Percentage Return Comparison (Base = 0%)
Fetching historical exchange bars...
Risk & Return Decomposition
SPY0 trading bars
TOTAL RETURN0.0%
ANNUALIZED VOL0.0%
SHARPE RATIO0.00
SORTINO RATIO0.00
BETA VS SPY1.00
MAX DRAWDOWN0.0%
NVDA0 trading bars
TOTAL RETURN0.0%
ANNUALIZED VOL0.0%
SHARPE RATIO0.00
SORTINO RATIO0.00
BETA VS SPY1.00
MAX DRAWDOWN0.0%
AAPL0 trading bars
TOTAL RETURN0.0%
ANNUALIZED VOL0.0%
SHARPE RATIO0.00
SORTINO RATIO0.00
BETA VS SPY1.00
MAX DRAWDOWN0.0%
Pairwise Asset Correlation Heatmap
| Ticker | SPY | NVDA | AAPL |
|---|---|---|---|
| SPY | 1.00 | 0.00 | 0.00 |
| NVDA | 0.00 | 1.00 | 0.00 |
| AAPL | 0.00 | 0.00 | 1.00 |