Resource-portfolio visualizer

[Annie H.]

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

 

[Matt]

Yep looked at it recently. Didn't dive deeply in but did look at another (more professional) solution for this and found major flaws.

Be careful what you read into such things, not sure that there's anything wrong with this product specifically but many are released with flaws.

 

[Annie H.]

Yep looked at it recently. Didn't dive deeply in but did look at another (more professional) solution for this and found major flaws.

Be careful what you read into such things, not sure that there's anything wrong with this product specifically but many are released with flaws.

Yep, Monte Carlo simulation is called 'monte carlo' for a reason"

"Free-- or even paid software-- is not the final answer. Only a professional financial advisor can provide a personal solution for your individual financial needs." How's that sound? I'm not even being sarcastic, just taking a poke at Roboadvisors!

 

[Matt]

Yep, Monte Carlo simulation is called 'monte carlo' for a reason"

"Free-- or even paid software-- is not the final answer. Only a professional financial advisor can provide a personal solution for your individual financial needs." How's that sound? I'm not even being sarcastic, just taking a poke at Roboadvisors!

Actually, there are a lot of financial advisors that would just rely on the software too.. so make sure you interview the advisor!

 

[Annie H.]

Actually, there are a lot of financial advisors that would just rely on the software too.. so make sure you interview the advisor!

Uh... can you say Vanguard advisor??? Not just software but cookie-cutter recommendations.