PORTFOLIO VISUALIZER

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Match Factor Exposure

Match Factor Exposure Overview

This tool allows you to match the factor exposures or performance of the given asset or portfolio using a combination of assets from the given list. The tool finds the combination of the given assets that most closely clones the factor exposures of the target asset or portfolio based on the selected time period and factor model. The closest match based on past performance is also displayed for comparison purposes.

Model Configuration

Match Target

Target Asset

Clone Assets

Tickers
Clear List
Upload List

Max Positions

Start Date

End Date

Factor Returns

Factor Model

Use HML-DEV Factor

Include Quality Factor (QMJ)

Include Bet Against Beta (BAB) Factor

FF Equity Factors

MKT-RF SMB SMB5 HML MOM RMW CMA ST-REV LT-REV

AQR Equity Factors

MKT-RF SMB HML HML-DEV MOM QMJ BAB

Alpha Architect Equity Factors

MKT-RF SMB HML MOM QMJ

q-Factors

MKT-RF ME I/A ROE EG

Factor Weighting

Target Portfolio

Allocation Weights
Equal Weight
Normalize
Clear
Import Portfolio
Upload Portfolio

Allocation

Asset 1

Select asset 1

Enter percentage allocation for asset 1 %

Asset 2

Select asset 2

Enter percentage allocation for asset 2 %

Asset 3

Select asset 3

Enter percentage allocation for asset 3 %

Asset 4

Select asset 4

Enter percentage allocation for asset 4 %

Asset 5

Select asset 5

Enter percentage allocation for asset 5 %

Asset 6

Select asset 6

Enter percentage allocation for asset 6 %

Asset 7

Select asset 7

Enter percentage allocation for asset 7 %

Asset 8

Select asset 8

Enter percentage allocation for asset 8 %

Asset 9

Select asset 9

Enter percentage allocation for asset 9 %

Asset 10

Select asset 10

Enter percentage allocation for asset 10 %

Total

Total allocation for portfolio %

Find ETF, Mutual Fund or Stock Symbol

Type

Name

Example: "vanguard bond"

Cash Asset

Asset Class

Import Portfolio

You can upload a portfolio asset allocation by selecting a file below. The import uses a standard Excel or CSV file format with a ticker symbol followed by asset balance or weight on each row, and you can download sample files for the supported data formats from the related documentation section.

You can upload a list of tickers by selecting either a text file of an Excel file below. The tickers in the file can be listed either on separate lines or on the same line.

File

Confirm Action

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