FINANCE / OVERVIEW
Market overview
Explore published market data and research.
HISTORICAL DATA
Price charts
Daily close series from the published Yahoo Finance dataset. OHLC candles are unavailable in this source.
QUANT TOOLS
Risk & position sizing
Observed daily volatility and drawdown. Annualised volatility uses 252 sessions and requires at least 20 daily returns. Shorter samples show unavailable.
PUBLIC DATA
Data sources
Download the published market snapshots and research index used by this site.
Exchange-Traded Funds
ETF Analysis
Research notes and data-driven analysis on exchange-traded funds across asset classes.
Portfolio construction / MPT
Exchange-traded funds risk / return map
Annualised return versus annualised volatility. Point colour denotes excess return per unit of risk using a 3.00% annual risk-free hurdle.
observations
This scatterplot compares individual observations. The envelope is not an optimised portfolio frontier; no covariance matrix or portfolio weights are estimated. The slope is illustrative, not a capital market line. The fixed hurdle is a comparison assumption, not a current risk-free quote.
Annualised return is compounded from first to last observed adjusted close. Annualised volatility is the sample standard deviation of observed daily adjusted-close returns multiplied by sqrt(252). All eligible securities are displayed; no alphabetical sampling is applied.