Utluna - Portfolio Visualizations
A sophisticated and customizable, portfolio monitoring webapp to help professional investors analyze their portfolio's composition, performance, and risk.
What is Utluna - Portfolio Visualizations?
A sophisticated and customizable, portfolio monitoring webapp to help professional investors analyze their portfolio's composition, performance, and risk.
Key Features
Position breakdown history
Displays the value of every position held in your portfolio at the end of every day. Negative values stand for short positions. Use filters to adjust the period and the strategies taken into account in this graph.
Realized vs Unrealized P&L
Displays the cumulative P&L, both realized and unrealized. It distinguishes between P&L due to (i) changes in the price of assets; (ii) changes in the FX rate; and (iii) cash flows such as dividends, interest, fees, etc. This analysis can be carried at the portfolio, strategy or asset level.
Net Equity vs Net Deposits
Displays (i) the net equity value of your portfolio over time and (ii) the cumulative value of your deposits and withdrawals. The difference between the two represents the portfolio's P&L.
Risk-Adjusted Returns (Sharpe, Sortino & Calmar Ratios)
The Sharpe ratio compares excess returns to volatility, indicating if returns justify risk. The Sortino ratio focuses on downside risk, providing a clearer view of performance relative to negative fluctuations. The Calmar ratio assesses average annual returns against maximum drawdowns, revealing recovery potential from losses. Together, these ratios help investors make informed decisions by quantifying risk-adjusted performance.
Tool Information
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