Strategy Performance Analysis
Comprehensive analysis of trading strategies to identify strengths, weaknesses, and opportunities for optimization.
Performance Breakdown
Detailed analysis of strategy performance across different market conditions and time periods.
Return Attribution
Analysis of profit sources and performance drivers
Volatility Analysis
Risk-adjusted return metrics and volatility patterns
Time-Based Analysis
Performance across different time periods and market cycles
Strategy Health Dashboard
Real-time monitoring of key performance indicators and strategy health metrics.
Performance Categories
Strong Performance
Strategies exceeding benchmarks with consistent returns.
Needs Optimization
Strategies requiring adjustment for better performance.
Under Review
Strategies being evaluated for continued viability.
New Strategies
Recently implemented strategies under initial assessment.
Analysis Framework
Return Metrics
- • Absolute Returns
- • Risk-Adjusted Returns
- • Return Distribution
- • Benchmark Comparison
- • Rolling Returns
Risk Metrics
- • Value at Risk (VaR)
- • Maximum Drawdown
- • Beta and Correlation
- • Volatility Analysis
- • Stress Testing
Strategy Diagnostics
- • Signal Quality
- • Execution Analysis
- • Cost Analysis
- • Capacity Limits
- • Market Impact