Features

Multi-Asset Monthly Returns Heatmap Features

Built for macro investors and portfolio managers, this Multi-Asset Heatmap goes beyond simple price tracking by offering cross-market performance comparisons. Discover its key capabilities below:

• Comprehensive Asset Tracking: Analyze the performance of up to 28 different customizable assets simultaneously. The default list covers major equities, bonds, commodities, and REITs.
• Quarterly Layout: The heatmap table intelligently groups months into quarters (Q1-Q4) for easy visual segmentation and quarter-over-quarter analysis.
• Dynamic Heatmap Scaling: Fully customizable colors for bullish and bearish returns. The heatmap automatically scales its maximum color intensity bounds depending on the active Calc Mode (e.g., ±4% for Mean/Median, ±8% for Volatility, ±25% for Max/Min, and ±50% for Sum) to accurately highlight outliers.

Calculation Modes

The table automatically calculates and displays your chosen metric for each month per asset, dynamically updating the overall summary column. Select from the following modes:

Mean

Calculates the average historical return.

Median

Calculates the median historical return, helping to filter out extreme outliers.

Volatility

Measures the historical volatility (risk) of returns for that month.

Max

Shows the single highest positive return historically recorded.

Min

Shows the single lowest negative return historically recorded.

Sum

Calculates the cumulative total of all historical returns.