Rank Performance → Trend analysis chart

I think the addition of a ranking system analysis chart would be very useful and not difficult to create since it uses data that is already available when a Performance Graph is created for a ranking system.

The idea is to create a graph that shows the returns of the top bucket of the ranking
system vs the index used for each rebalance period. The graph will show you how the ranking system has done over time vs the index using a trendline.

I created an example of this by going to the Performance screen for a ranking system and running it after selecting the Performance Graph option button. Then click download to get the data into Excel. If you scroll over to the far right in the sheet, you will see the graph. I did an example using 200 buckets with a multifactor ranking system and an example using 20 buckets with a single factor ranking system. I’ll create a thread in the community message boards and attach the Excel file with these examples.

I would find this helpful. Even better would be the option to specify how many of the top buckets to display. Such as 1, 2, 3, etc. I like to see how the top 4 buckets of 200 behave.

Brian

Done