Portfolio Visualizer provides online portfolio analysis tools for backtesting, Monte Carlo simulation, tactical asset allocation and optimization, and investment analysis tools for exploring factor …

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 …

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 …

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 …

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 …

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 …

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 …

Use principal component analysis to analyze asset returns in order to identify the underlying statistical factors. The statistical factors are the independent sources of risk that drive the …

The fund performance analysis results were constructed using net of fee mutual fund performance. Portfolio Visualizer does not provide preferential treatment to any specific …

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 …