The Risk/Reward Scatterplot graphs up to 100 investments with at least 3 years of investment history on an x/y axis. Each point on the Risk/ Reward Scatterplot represents the standard deviation and mean return figures for a holding.
The sum of the standard deviation (and separately, the mean) of each holding multiplied by the weight (%) each holding takes up in the portfolio equals the average standard deviation (or mean) of the portfolio as a whole. The mean and standard deviation of the portfolio and the benchmark are plotted as well.