Quantora · Desk
Performance & Drawdown Lab
Total return flatters everything. This lab shows the risk behind the return - how deep the drawdowns went, how consistent the risk-adjusted performance was, and how the asset behaved relative to the S&P 500 - all from real price history, computed with Quantora's verified engines.
A drawdown is how far below its prior peak an asset sits at any moment - the underwater chart shows every dip and how long recovery took, which is what actually tests an investor's nerve. Calmar divides annual return by the worst drawdown; the Ulcer index measures the depth and duration of all drawdowns together (lower is calmer). Rolling Sharpe reveals whether risk-adjusted performance was stable or came in lucky bursts. Beta is sensitivity to the market, alpha is the annualized excess return beta doesn't explain, and up/down capture shows how much of the market's gains and losses the asset caught. Together they separate genuine skill-like consistency from a single big run.