Risk adjusted returns data (volatility optimised)

RAR - risk adjusted returns. This methodology could be helpful in portfolio creation and position size risk management. We can set our own preference of risk tolerance via the X variable which is the exponent of volatility in our calculations. This gives an unlimited set of example portfolios on a given time-frame that can be sorted from return oriented to volatility reduction oriented as X increases. RARs are to be compared against eachother.

Notes de version:

Added the middle line. If RAR is above it it means positive returns; below it negative returns.
Updated the chart