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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.
You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset.
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.
This portfolio optimizer tool supports the following portfolio optimization strategies: Mean Variance Optimization – Find the optimal risk adjusted portfolio that lies on the efficient frontier. Conditional Value-at-Risk – Optimize the portfolio to minimize the expected tail loss.
This Monte Carlo simulation tool provides a means to test long term expected portfolio growth and portfolio survival based on withdrawals, e.g., testing whether the portfolio can sustain the planned withdrawals required for retirement or by an endowment fund.
Start Trial. (1) Basic and pro plans support up to 150 assets with YTD results, free tier supports portfolios with up to 15 assets with limited history and excludes the current month-to-date results. (2) Basic and pro plans include YTD results and display of forward trade signals for tactical allocation models.
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Analyze the performance, exposures and dividend income of a portfolio consisting of equities, ETFs and mutual funds: 40% Vanguard Total Stock Market Index Fund (VTSMX) 20% Vanguard Total International Stock Index Fund (VGTSX)
Holdings based style analysis shows the portfolio breakdown based on fund holdings, and includes both equity breakdown (market capitalization, sectors) and fixed income breakdown (credit quality, maturity).
This asset correlation testing tool allows you to view correlations for stocks, ETFs and mutual funds for the given time period. 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.