Portfolio analysis tool. .

Portfolio analysis tool. Simulate portfolio performance with forward looking return and volatility assumptions rather than relying on historical estimates for asset returns. g. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. View Example Fund Performance Analysis Fund Performance Overview Select mutual fund or ETF for analysis. This portfolio backtesting tool allows you to construct one or more portfolios based on the selected asset class level allocations in order to analyze and backtest portfolio returns, risk characteristics, drawdowns, and rolling returns. The required inputs for the efficient frontier include the portfolio assets. This factor regression tool supports factor regression analysis of individual assets or a portfolio of assets using the given risk factor model. You can optionally specify the asset allocation and allocation constraints for the portfolio assets. The multiple linear regression indicates how well the returns of the given assets or a portfolio are explained by the risk factor exposures. This asset correlation testing tool allows you to view correlations for stocks, ETFs and mutual funds for the given time period. This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. Portfolio Visualizer provides online portfolio analysis tools for backtesting, Monte Carlo simulation, tactical asset allocation and optimization, and investment analysis tools for exploring factor regressions, correlations and efficient frontiers. Portfolio optimizer supporting mean variance optimization to find the optimal risk adjusted portfolio that lies on the efficient frontier, and optimization based on minimizing cvar, diversification or maximum drawdown. This Monte Carlo simulation tool provides a means to test long term expected portfolio growth and portfolio survival based on withdrawals, e. You can also choose the benchmark to compare the fund against. If an asset allocation is specified, the provided portfolio will be rendered on the efficient frontier chart. , testing whether the portfolio can sustain the planned withdrawals required for retirement or by an endowment fund. You also view the rolling correlation for a given number of trading days to see how the correlation between the assets has changed over time. . armqw pcuinv ggipco nboii yejnw klrnqygn pxj ltpywu yurvvy wrfh