# New C2 Query to analyze a portfolio of systems

**URL:** <https://forums.collective2.com/t/new-c2-query-to-analyze-a-portfolio-of-systems/9348>\
**Category:** C2 Explorer\
**Created:** [March 8, 2017, 6:40pm UTC](https://forums.collective2.com/t/new-c2-query-to-analyze-a-portfolio-of-systems/9348 "2017-03-08T18:40:32Z")\
**Posts on this page:** 5\
**Page:** 1

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**Author:** ![WalnutTester](https://yyz2.discourse-cdn.com/flex028/user_avatar/forums.collective2.com/walnuttester/32/1487_2.png) [@WalnutTester](https://forums.collective2.com/u/WalnutTester)\
**Post date:** [March 8, 2017, 6:40pm UTC](https://forums.collective2.com/t/new-c2-query-to-analyze-a-portfolio-of-systems/9348/1 "2017-03-08T18:40:32Z")

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I’ve published a query in C2 Explorer called “Portfolio Analysis” that helps you analyze a portfolio of systems. It graphs the combined ROC and gives you the portfolio Sharpe ratio among other pieces of information. I’m planning to add the Sortino ratio as well, but let me know if you’d like to see anything else in the query.

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**Author:** ![boffster](https://yyz2.discourse-cdn.com/flex028/user_avatar/forums.collective2.com/boffster/32/238_2.png) [@boffster](https://forums.collective2.com/u/boffster)\
**Post date:** [March 12, 2017, 10:12am UTC](https://forums.collective2.com/t/new-c2-query-to-analyze-a-portfolio-of-systems/9348/2 "2017-03-12T10:12:03Z")

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Cool - can I use this to build a portfolio of uncorrelated strategies?

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**Author:** ![WalnutTester](https://yyz2.discourse-cdn.com/flex028/user_avatar/forums.collective2.com/walnuttester/32/1487_2.png) [@WalnutTester](https://forums.collective2.com/u/WalnutTester)\
**Post date:** [March 13, 2017, 9:33pm UTC](https://forums.collective2.com/t/new-c2-query-to-analyze-a-portfolio-of-systems/9348/3 "2017-03-13T21:33:14Z")

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It should be helpful towards that end. You can evaluate a portfolio and see how well different combinations of systems fit together. FYI the correlation table at the bottom is not new, but rather it’s a standard command that C2 added recently. I just added it because it seemed relevant. The portfolio Sortino ratio has also now been added.

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**Author:** ![MechStrat](https://yyz2.discourse-cdn.com/flex028/user_avatar/forums.collective2.com/mechstrat/32/6241_2.png) [@MechStrat](https://forums.collective2.com/u/MechStrat)\
**Post date:** [March 15, 2017, 9:08am UTC](https://forums.collective2.com/t/new-c2-query-to-analyze-a-portfolio-of-systems/9348/4 "2017-03-15T09:08:06Z")

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Excellent job! THX!!!

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**Author:** ![TT3](https://yyz2.discourse-cdn.com/flex028/user_avatar/forums.collective2.com/tt3/32/238_2.png) [@TT3](https://forums.collective2.com/u/TT3)\
**Post date:** [March 15, 2017, 3:51pm UTC](https://forums.collective2.com/t/new-c2-query-to-analyze-a-portfolio-of-systems/9348/5 "2017-03-15T15:51:00Z")

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can you build one like the portfolio builder page. they only allow 5 systems at one time. I would like to put in up to 20 systems and build 1 chart and allow user to input starting value.