安裝中文字典英文字典辭典工具!
安裝中文字典英文字典辭典工具!
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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 Class Allocation
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
- Backtest Portfolio Asset Allocation
This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns
- Portfolio Optimization
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
- 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
- Gallery of Examples - Portfolio Visualizer
Backtest moving average based models for a single asset or for a portfolio of assets For example, test a tactical asset allocation model based on the S P 500 index using VFINX with a 10-month simple moving average (SMA) from 1990 onwards
- Efficient Frontier - Portfolio Visualizer
The required inputs for the efficient frontier include the portfolio assets You can optionally specify the asset allocation and allocation constraints for the portfolio assets If an asset allocation is specified, the provided portfolio will be rendered on the efficient frontier chart
- Factor Regression Analysis - Portfolio Visualizer
This factor regression tool supports factor regression analysis of individual assets or a portfolio of assets using the given risk factor model The multiple linear regression indicates how well the returns of the given assets or a portfolio are explained by the risk factor exposures
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