We’ve just released the Drawdown Risk report in beta for both Expert and Pro plans.
You can find the report under Asset Allocation. Next to Exposure or Diversity Report. Make sure to enable beta features in Account Preference to access it.
The Drawdown Risk report calculates holding’s Return Over Maximum Drawdown (RoMaD) ratio. This ratio tells you how much return you’re generating for each unit of risk taken by looking at the holding’s total return and maximum drawdown over a selected time period.
There are many ways to use this report but here are the main 3:
- Compare strategies: High-risk (growth stocks) vs low risk (dividend stocks)
- Portfolio rebalancing: Compare holdings RoMaD
- Capital preservation or liquidity planning
Ben and Steph have written a blog post with more details on the report.
We’d love to hear your feedback!