Release Notes 20220124.1


This post details the changes that went into production for Inovestor For Advisors on January 24th, 2021:

Feature 1

Portfolio Returns vs. Benchmark

You can now compare your portfolio’s performance against different benchmarks (S&P/TSX, S&P500). Performance of the portfolio and benchmark can be viewed in terms of both periodic and calendar returns. Value added represents portfolio returns in excess of the benchmark.

Feature 2

Porfolio Risk Adjusted Returns

Portfolio risk-adjusted returns and other risk metrics were added to the new Performance section, including Sharpe ratio, Sortino ratio, 5% Monthly VaR, Maximum Drawdown and Annualized Standard Deviation. Portfolio risk can be compared with the benchmark over different time periods. These metrics offer insight into how the portfolio has performed relative to the amount of risk taken. Use these tools to verify whether your portfolios are in line with their predetermined risk profiles.

Feature 3

Portfolio Factor Exposure

Use the new portfolio Factor Exposure section to identify your portfolio investment style based on the style exposure of your portfolio’s holdings, including Value, Growth, Quality, Momentum, Volatility and Yield. The charts allow you to identify the holdings that are key contributors to your portfolio style. Note that ETFs and Mutual Funds are excluded from the factor exposure calculation.