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- Portfolio Visualizer
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
- Backtest Portfolio Asset Allocation - Portfolio Visualizer
The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing
- Backtest Portfolio Asset Class Allocation - Portfolio Visualizer
Portfolio Analysis Results (Jan 1987 - May 2025) Note: The time period was constrained by the available data for Total US Bond Market [Jan 1987 - May 2025] Sample Portfolio Asset Class Allocation; US Stock Market: 60 00%: Total US Bond Market: 40 00%: Edit Portfolio Save Portfolio: Performance Summary
- Portfolio Optimization - Portfolio Visualizer
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
- Gallery of Examples - Portfolio Visualizer
This gallery of examples highlights typical use cases of the different tools provided by Portfolio Visualizer Portfolio Modeling and Analysis Backtest Asset Class Allocation; Portfolio Model Performance; Manager Performance Analysis; Monte Carlo Simulations Monte Carlo Simulation
- Documentation - Portfolio Visualizer
Sometimes a portfolio model can contain assets with a relatively short history, e g , new ETFs with a recent inception date To extend the available data for the portfolio model analysis you can map assets with a short history to their closest proxy, such as the tracked index or a similar passive index fund, which is then used to backfill the asset returns for the longer time period
- Monte Carlo Simulation - Portfolio Visualizer
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 The following simulation models are supported for portfolio returns:
- Asset Correlations - Portfolio Visualizer
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
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