In the December 2005 release of CAPS 4.0, a risk summary report was added to CAPS Reports that provides for composites (asset and equal-weighted) or portfolios against any selected benchmark the Sharpe, Treynor and Information ratios, and Alpha, Beta, R-Squared, Correlation and Tracking Error. This report can be run for any portfolio return (e.g. equity gross return or total net return) and for any date range and through date.

For sample reports, see CAPS Sample Reports