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Investing Metrics

Descriptions and calculations for investing metrics in Composer

Annualized Return

In this article, you'll learn about the annualized return and how it's calculated in Composer.

Beta

In this article, you'll learn about beta, how to use it to evaluate the relationship between a symphony and it's benchmark, and how it's calculated in Composer.

Calmar Ratio

In this article, you'll learn about the Calmar ratio and how it's calculated in Composer for automated trading strategies.

Cumulative Return

In this article, you'll learn about cumulative return and how it's calculated in Composer for automated trading strategies..

ETFs

An ETF is an exchange-traded fund is a pooled security that is traded on a stock exchange, just like individual securities. 

Exponential Moving Average

In this article, you'll learn about exponential moving average (EMA), how it's calculated, and how it's used in Composer.

Inverse Volatility Weighting

In this article, you'll learn how inverse volatility weighting works and how it can be used in automated trading strategies.

Threshold Trading

In this article, you’ll learn about the threshold trading setting and how it’s used in Composer.

Relative Strength Index

Learn about relative strength index on Composer and follow our step-by-step guide to calculate this important momentum indicator.

Max Drawdown

Learn about max drawdown with Composer and follow our step-by-step guide to calculate this important portfolio metric.

Leveraged ETFs

Learn about leveraged ETFs with Composer and how these ETFs can be used in systematic investment strategies.

Standard Deviation

Learn about standard deviation with Composer and follow our step-by-step guide to calculate this important portfolio metric.

Sharpe Ratio

Learn about Sharpe ratio and follow Composer's step-by-step guide to calculating this useful portfolio metric.

Simple Moving Average

Learn about simple moving average with Composer and use our step-by-step guide to calculate this important portfolio metric.