Portfolio Visualizer is an online software platform for portfolio and investment analytics to help you make informed decisions when comparing and analyzing portfolios and investment products. Our suite of quantitative tools covers portfolio modeling and backtesting, Monte Carlo simulations, portfolio optimization, factor models, and tactical asset allocation models.
Backtest a portfolio asset allocation and compare historical and realized returns and risk characteristics against various lazy portfolios.
Backtest Asset Allocation » Backtest Portfolio » Backtest Dynamic Allocation »
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.
Factor Regression » Risk Factor Allocation » Match Factor Exposures » Principal Component Analysis » Factor Statistics » Fund Factor Regressions » Fund Performance Attribution »
Find funds based on asset class, style and risk adjusted performance, and analyze asset correlations.
Fund Screener » Fund Rankings » Fund Performance » Asset Correlations » Asset Class Correlations » Asset Autocorrelation » Asset Cointegration »
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 and liabilities.
Monte Carlo Simulation » Financial Goals » Asset Liability Modeling »
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), risk-return ratios, or drawdowns. Apply the Black-Litterman model to find the optimal portfolio based on market views.
Historical Efficient Frontier » Forecasted Efficient Frontier » Portfolio Optimization » Black-Litterman Model » Rolling Optimization »
Compare and test market timing models based on moving averages, momentum, the Shiller PE ratio valuation, and target volatility.
Market Valuation » Moving Averages » Momentum Rotation » Dual Momentum » Adaptive Allocation » Target Volatility » Core-Satellite »