Is there an “out of the box” chart to track portfolio turnover over time?
I’ve noticed some of my “all season” strategies have had very low turnover the last few months, going several weeks without any change (on a weekly rebalance). I have a decent value weight in my ranking systems, so assumed that there would be some increased turnover activity finding cheaper stocks these days, but doesn’t seem to be the case. Unless the market sell-off is so uniform that relative rank doesn’t change…hmm…
Anyway, having a chart to track turnover would be helpful to see how it changes over time, under market sell-offs vs raging bulls, etc.
Any differences in your turnover lately?
Cheers,
Ryan