Portfolio Management

Portfolio ROI

Financial Reports

Return on investment from portfolio activities

Evaluate overall return on investment from portfolio

Portfolio Value

Financial Reports

Total value of assets within the portfolio

Measure total value of assets within the portfolio

Portfolio Growth Rate

Financial Reports

Percentage increase in portfolio value over time

Assess rate of growth of the portfolio

Portfolio Risk

Risk Management Reports

Aggregate risk level of assets within the portfolio

Assess overall risk exposure of the portfolio

Portfolio Diversification

Portfolio Holdings

Degree of diversification across different asset classes

Measure level of diversification within the portfolio

Portfolio Volatility

Financial Reports

Standard deviation of portfolio returns

Measure volatility of returns within the portfolio

Portfolio Sharpe Ratio

Financial Reports

Ratio of portfolio return to portfolio volatility

Assess risk-adjusted return of the portfolio

Portfolio Turnover Rate

Portfolio Transaction Records

Percentage of portfolio assets replaced in a certain period

Measure frequency of changes in portfolio composition

Portfolio Liquidity

Liquidity Metrics

Ability to quickly sell assets within the portfolio

Assess ease of converting portfolio assets into cash

Portfolio Alpha

Financial Reports

Measure of portfolio's excess return compared to a benchmark

Assess outperformance of the portfolio relative to the market

Portfolio Beta

Financial Reports

Measure of portfolio's sensitivity to market movements

Assess level of systematic risk of the portfolio

Portfolio Tracking Error

Financial Reports

Standard deviation of differences between portfolio returns and benchmark returns

Measure level of deviation from benchmark returns

Portfolio Expense Ratio

Financial Reports

Total expenses incurred in managing the portfolio

Assess cost-effectiveness of portfolio management

Portfolio Resilience

Stress Testing

Ability of portfolio to withstand market fluctuations

Measure resilience of portfolio to adverse market conditions

Portfolio Correlation

Correlation Analysis

Degree of correlation between assets within the portfolio

Measure level of correlation between portfolio assets

Portfolio Duration

Financial Reports

Weighted average time to receive the cash flows from the portfolio assets

Assess sensitivity of portfolio to changes in interest rates

Portfolio Earnings Growth

Financial Reports

Percentage increase in portfolio earnings over time

Measure growth in earnings generated by the portfolio

Portfolio Market Value Ratio

Financial Reports

Ratio of market value of portfolio assets to total portfolio value

Assess proportion of portfolio value represented by market value assets

Portfolio Allocation Efficiency

Allocation Analysis

Degree to which portfolio assets are optimally allocated across different investments

Measure efficiency of asset allocation within the portfolio

Portfolio Sustainability

Sustainability Metrics

Ability of portfolio to generate sustainable returns over time

Measure sustainability of portfolio investment strategy