Zephyr WebANALYTICS - Custom Axis Graph

WebANALYTICS

Style Analysis

·	Manager Style
·	Style History

Performance & Risk

·	Performance
·	Performance Attribution
·	Risk/Return
·	Excess Return
·	Upside/Downside
·	Manager vs Benchmark
·	Calendar Year Return

Peer Group Analysis

·	Manager vs Universe

Asset Allocation

·	Asset Allocation

Custom Graphs

Custom Graph

The Custom Axis graph allows the user to plot many different statistics on the horizontal and vertical axis. The user can select time for the horizontal axis so that any of the other statistics can be looked at on a rolling basis over a period of time. In the example below we have standard deviation plotted against return. Below the graph is a list of all the statistics that can be selected.

Standard Deviation of Excess Return

Custom Axis Statistics

Time
Return
Standard Deviation
Semi-Standard Deviation
Up Periods
Down Periods
Sharpe Ratio
Average Up Return
Average Down Return
Best Period Return
Worst Period Return
Style Map X
Style Map Y
Style Map X-scaled
Style Map Y-scaled

vs. Style and vs. Market Benchmark
- Alpha
- Beta
- R-squared
- Excess Return
- Standard Deviation of Excess Return
- Benchmark Turnover
- Treynor Ratio
- Information Ratio
- T-statistic
- Significance Level
- Up Capture
- Down Capture
- Batting Average
- Correlation