Annie H.
Egalatarian
This is a very interesting free tool able to perform all the functions below:
https://www.portfoliovisualizer(dot)com/
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 three-factor model or Carhart four-factor model 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 asset allocation to test long term expected portfolio growth and survival.
Efficient Frontiers
Visualize efficient frontier for any two asset classes for the specified time period.
Timing Models
Compare and test market timing models based on moving averages, momentum and the Shiller PE ratio valua
https://www.portfoliovisualizer(dot)com/
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 three-factor model or Carhart four-factor model 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 asset allocation to test long term expected portfolio growth and survival.
Efficient Frontiers
Visualize efficient frontier for any two asset classes for the specified time period.
Timing Models
Compare and test market timing models based on moving averages, momentum and the Shiller PE ratio valua