I am requesting some metrics that would be tailored for the portfolio level of Optimization, and available as an optimizable value.  These might include items that address the stability of Returns (e.g. Period Returns (i.e. Weekly, Monthly, Quarterly, Annually) / StdDev of Period Returns), Fat Tail Issues (e.g. Tail Ratio), Adverse Actions (e.g. Risk of Ruin),  as well as others as appropriate.  
Also, to improve performance, make the calculation of these Metrics "user-selectable" (via a "check box"?) so that if not required for an Optimization they can be ignored.
Vince
    
    
    
    Also, to improve performance, make the calculation of these Metrics "user-selectable" (via a "check box"?) so that if not required for an Optimization they can be ignored.
Vince
        Rename
    
        Risk of Ruin metrics are part of the Extended Scorecard from the PowerPack extension:
https://www.wealth-lab.com/extension/detail/PowerPack
    
https://www.wealth-lab.com/extension/detail/PowerPack
        Thanks Eugene!  One down, and two (or more) to go!! ;)
Vince
    
Vince
        Forgot to tell, Tail Ratio is also on the Extended Scorecard.
    
    
        Getting better all of the time!  :)
    
    
            Your Response
            
            Post
        
        
        
    
            Edit Post
            
        
        
        
    
            Login is required