Portfolio Analytics

What is Portfolio Analytics?

Portfolio Analytics is a powerful suite of tools designed to give you complete visibility into your trading performance on Citadel Markets Pro. Our advanced analytics platform transforms your trading data into actionable insights, helping you understand what works, identify areas for improvement, and make informed decisions to optimize your trading strategy.

Whether you're tracking individual positions, analyzing your overall portfolio performance, or comparing your results against market benchmarks, our analytics dashboard provides the clarity and depth you need to succeed in today's dynamic financial markets.

Key Analytics Features

Our Portfolio Analytics platform includes comprehensive features to help you monitor and improve your trading performance:

• Real-Time Performance Dashboard - Monitor your portfolio value, profit and loss, and account balance in real-time. View your daily, weekly, monthly, and yearly returns with interactive charts and graphs that update instantly as market conditions change.
• Position Tracking - Get detailed insights into every open and closed position. Track entry and exit points, holding periods, profit margins, and performance metrics for each trade. Identify your most profitable positions and learn from less successful trades.
• Asset Allocation Analysis - Visualize how your capital is distributed across different asset classes, markets, and instruments. Ensure your portfolio maintains optimal diversification and identify concentration risks before they become problems.
• Risk Metrics - Access advanced risk analytics including Value at Risk (VaR), maximum drawdown, Sharpe ratio, and volatility measures. Understand your risk-adjusted returns and compare them against industry benchmarks.
• Trade History Analysis - Review your complete trading history with advanced filtering and sorting options. Analyze win rates, average gain per winning trade, average loss per losing trade, and identify patterns in your trading behavior.
• Performance Benchmarking - Compare your portfolio performance against major market indices, sector benchmarks, and peer traders. Understand how your strategy performs relative to broader market movements.
• Custom Reports - Generate detailed performance reports for any time period. Export data in multiple formats including PDF, Excel, and CSV for tax reporting, auditing, or personal record-keeping.

Understanding Performance Metrics

Our analytics platform provides a wide range of performance metrics to help you evaluate your trading success:

• Total Return - The overall percentage gain or loss on your portfolio since inception or for a specific time period. This includes both realized and unrealized gains from all positions.
• Profit Factor - The ratio of gross profit to gross loss. A profit factor above 1.0 indicates profitability, while higher values demonstrate stronger performance consistency.
• Win Rate - The percentage of trades that resulted in profit. This metric helps you understand the accuracy of your entry and exit timing.
• Average Win and Average Loss - Compare the average size of your winning trades versus losing trades. A positive expectancy (average win larger than average loss) is crucial for long-term profitability.
• Maximum Drawdown - The largest peak-to-trough decline in your portfolio value. This metric indicates the worst-case scenario you've experienced and helps assess your risk tolerance.
• Sharpe Ratio - A measure of risk-adjusted returns. Higher Sharpe ratios indicate better returns relative to the risk taken, making it easier to compare different trading strategies.

Risk Analysis Tools

Understanding and managing risk is essential for sustainable trading success. Our analytics platform includes sophisticated risk assessment tools:

• Position Sizing Analysis - Review how much capital you allocate to each trade relative to your total portfolio. Identify if you're over-concentrating in specific positions or maintaining appropriate position sizes.
• Correlation Analysis - Understand how your positions correlate with each other and with broader market movements. Reduce portfolio risk by identifying and avoiding highly correlated positions.
• Exposure Monitoring - Track your total exposure across different markets, sectors, and currencies. Set alerts for when your exposure exceeds predefined thresholds to prevent overextension.
• Volatility Tracking - Monitor the volatility of your portfolio and individual positions. Higher volatility means greater uncertainty and potential for both gains and losses.
• Stress Testing - Simulate how your portfolio would perform under various market scenarios including crashes, rallies, and high volatility periods. Prepare for adverse conditions before they occur.

Asset Allocation Insights

Proper asset allocation is fundamental to portfolio construction and risk management. Our analytics provide detailed visibility into your allocation strategy:

• By Asset Class - See how your capital is distributed across stocks, cryptocurrencies, forex, commodities, and other asset classes. Ensure balanced exposure aligned with your investment objectives.
• By Sector - For stock positions, view your allocation across different sectors such as technology, healthcare, finance, and energy. Identify sector concentration risks and opportunities.
• By Geography - Understand your geographic exposure across different regions and countries. Diversify internationally to reduce country-specific risks.
• By Strategy - If you use copy trading or multiple strategies, analyze how much capital is allocated to each approach. Optimize your strategy mix for better risk-adjusted returns.

Trade Analytics and Patterns

Dive deep into your trading behavior and identify patterns that impact your performance:

• Time Analysis - Discover which days of the week, times of day, or months you perform best. Adjust your trading schedule to capitalize on your most productive periods.
• Holding Period Analysis - Analyze average holding times for winning versus losing trades. Determine if you're cutting winners too early or holding losers too long.
• Instrument Performance - Identify which specific instruments, currency pairs, or stocks you trade most profitably. Focus on your strengths and avoid consistently unprofitable instruments.
• Trade Size Analysis - Examine the relationship between trade size and profitability. Determine your optimal position sizing for maximum returns with acceptable risk.
• Consecutive Wins and Losses - Track streaks of winning and losing trades. Understand how you react emotionally to consecutive outcomes and avoid revenge trading or overconfidence.

Custom Reports and Exports

Generate detailed reports tailored to your specific needs:

• Periodic Performance Reports - Create comprehensive monthly, quarterly, or annual performance reports with all key metrics, charts, and analysis. Perfect for tracking progress toward your goals.
• Tax Documentation - Export detailed transaction histories and profit/loss statements formatted for tax reporting. Simplify your tax preparation with organized, accurate trading data.
• Custom Date Ranges - Analyze performance for any custom time period. Compare different periods to identify trends and evaluate strategy changes.
• Multiple Export Formats - Download reports and data in PDF for presentations, Excel for deeper analysis, or CSV for importing into other tools.

Access Anywhere, Anytime

Your portfolio analytics are available across all devices:

• Access your complete analytics dashboard from desktop, tablet, or mobile devices with a responsive, optimized interface.
• Receive real-time notifications for important portfolio events, risk threshold breaches, or significant market movements affecting your positions.
• Sync seamlessly across devices so your analysis and custom settings are always available wherever you trade.

Getting Started with Analytics

Portfolio Analytics is automatically available to all Citadel Markets Pro users at no additional cost: