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User Agreement

By clicking I Agree or by using this software, you confirm that you have read, understood, and agree to be bound by the Terms of Service, Privacy Policy, Disclaimer, Global Disclosures, and Partners and Affiliates.

Educational only. Not investment advice. Past and hypothetical results do not guarantee future performance. Investing involves risk, including loss of principal. By using this site, you agree to our Global Disclosures.
SRL does not provide investment, legal, accounting, or tax advice and is not registered with any regulator.
All outputs (including backtests and performance results) are hypothetical and not indicative of future outcomes.
Investments involve risk, including possible loss of principal. You remain solely responsible for your investment decisions.
From time to time we feature, discuss, or link to instruments, funds, platforms, or services issued or sponsored by our owners, affiliates, partners, or advertisers. We may receive compensation (e.g., referral fees, advertising fees, revenue-share). Such relationships may influence which products are illustrated or how they are presented. Compensation does not change our rules-based calculation methodologies, but it may affect presentation or placement. See Partners and Affiliates.
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Risk Factor Allocation

Risk Factor Allocation Overview

This tool supports optimizing the portfolio asset allocation based on the targeted risk factor exposures. The returns of the given portfolio are first regressed against the selected risk factor model consisting of equity risk factors (e.g. market, size, value), fixed income risk factors (e.g. term, credit), custom risk factor series, or any combination thereof. Based on the regression results, the targeted risk factor exposures of the portfolio can then be adjusted. You can also specify a list of optional assets that the optimizer can choose to add to the portfolio in order to meet the targeted risk factor exposures.

Step 1/2: Specify Risk Factor Model and Input Portfolio

Model Configuration

Factor Returns

Equity Factor Model

Use HML-DEV Factor

Include Quality Factor (QMJ)

Include Bet Against Beta (BAB) Factor

Fixed Income Factor Model

FF Equity Factors

MKT-RF SMB SMB5 HML MOM RMW CMA

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

Fixed Income Factors

TRM CDT

Custom Factors

Tickers
Clear List
Upload List

Regression Period

Optional Assets

Tickers
Clear List
Upload List

Portfolio Assets

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

Index

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

User Agreement

By clicking âI Agreeâ or by using Portfolio Visualizer, you confirm that you have read, understood, and agree to be bound by the Terms of Use, Privacy Policy, and Disclaimer. Global Disclosures Partners and Affiliates

Portfolio Visualizer is provided strictly for educational and illustrative purposes only.
SRL does not provide investment, legal, accounting, or tax advice and is not registered with the SEC, FINRA, FCA, ESMA, or any other regulator.
All outputs (including backtests and performance results) are hypothetical and not indicative of future outcomes.
Investments involve risk, including possible loss of principal. You remain solely responsible for your investment decisions.
By proceeding, you consent to the processing of your personal data in accordance with our Privacy Policy (GDPR/UK GDPR/U.S. compliant).

I have read and agree to the Terms of Use, Privacy Policy, and Disclaimer.

© 2026 SRL Global

Contact Pricing Affiliates Terms of Service Privacy Policy Global Disclosures Partners and Affiliates

For educational and illustrative purposes only. Portfolio Visualizer is not registered with the SEC, FINRA, FCA, ESMA, or any other regulator and does not provide investment, legal, accounting, or tax advice. Past performance and model results are hypothetical and not guarantees of future outcomes. Investments involve risk, including possible loss of principal. By using this site, you agree to our Terms of Service and Privacy Policy.