Since Inception and Max History Metrics

Jessica
Jessica
  • Updated

We're excited to introduce the addition of Max Common History (MAX) and Since Inception (SI) to CapIntel. In this article we will break down the difference between Max History and Since Inception and which metrics can be viewed using these periods.

Understanding the difference: Since Inception (SI) vs. Max Common History (MAX)

Since Inception (SI)

This field looks at the earliest date that products within a portfolio share and displays performance and metrics based on that common inception date. It provides a comprehensive view from the beginning of each product’s existence.

Since Inception Performance.png

Max Common History (MAX)

This new option considers the earliest date for all portfolios in a comparison or proposal share, displaying performance and metrics based on that Maximum Common History date. This approach ensures a more accurate comparison by aligning the start dates of the portfolios.

Max Common History Performance.png

Metrics Available with Max History

Max History is available in several sections of the comparison screen and portfolios. It can be viewed in the performance metrics along with the following sections.

 

Risk Metrics

Max History Risk Metrics.png

Hypothetical Return Graph

Max Performance HIstory Graph.png

Drawdown Analysis and Details

Drawdown Max History Proposal.png

Risk/Reward Analysis

Risk Reward Analysis Max History.png

 

For further assistance or questions about including Max History, please contact our support team.

 

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