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.

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Backtest Portfolio

Backtest a portfolio asset allocation and compare historical and realized returns and risk characteristics against various lazy portfolios.

Factor Analysis

Run regression analysis using Fama-French and Carhart factor models for individual assets or a portfolio to analyze returns against market, size, value and momentum factors.

Asset Correlations

View correlations for asset classes and selected tickers for a given time period including rolling correlations over time.

Monte Carlo Simulation

Run Monte Carlo simulations for the specified portfolio based on historical or forecasted returns to test long term expected portfolio growth and survival, and the capability to meet financial goals.

Portfolio Optimization

Chart the efficient frontier to explore risk vs. return trade-offs based on historical or forecasted returns. Optimize portfolios based on mean-variance, conditional value-at-risk (CVaR), ratios, or drawdowns. Apply the Black-Litterman model to find the optimal portfolio based on market views.

Timing Models

Compare and test market timing models based on moving averages, momentum, the Shiller PE ratio valuation, and target volatility.