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已更新

Multi-Asset Portfolio

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With thanks to luminaryfi for tradingview.com/script/0T7X2HEB-Portfolio-Metrics-α-Jensen-s-β-CAPM-Ra-Sharpe-Treynor/, this indicator calculates basic metrics and statistics for a multi-asset portfolio. Note that returns are plotted after being multiplied by 100 in order allow the series to be visible against the other statistics.
發行說明
Chart updated to better reflect indicator
發行說明
returns to logreturns across the board
發行說明
Typo fix

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