iSharpe Matrix
The iSharpe matrix add-in displays the incremental Sharpe ratio for every combination of sub-portfolios in the select portfolio in the main grid. Each [row,column] entry is the iSharpe matrix indicates corresponds to the incremental change in the Sharpe ratio from adding the row portfolio to the column portfolio.
The calculations are based on realized profits, as a percentage of AUM, for the date range indicated at the bottom right of the application. The date range of the entire screen (main grid and add-in), can be changed under the Screen tab on the right side of the application.