Portfolio Visualizer provides online portfolio analysis tools for backtesting, Monte Carlo simulation, tactical asset allocation and optimization, and investment analysis tools for exploring factor regressions, correlations and efficient frontiers.

This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns.

This portfolio backtesting tool allows you to construct one or more portfolios based on the selected asset class level allocations in order to analyze and backtest portfolio returns, risk characteristics, drawdowns, and rolling returns.

Analyze the performance, exposures and dividend income of a portfolio consisting of equities, ETFs and mutual funds: 40% Vanguard Total Stock Market Index Fund (VTSMX) 20% Vanguard Total International Stock Index Fund (VGTSX)

Portfolio optimizer supporting mean variance optimization to find the optimal risk adjusted portfolio that lies on the efficient frontier, and optimization based on minimizing cvar, diversification or maximum drawdown.

This Monte Carlo simulation tool provides a means to test long term expected portfolio growth and portfolio survival based on withdrawals, e.g., testing whether the portfolio can sustain the planned withdrawals required for retirement or by an endowment fund.

Select mutual fund or ETF for analysis. You can also choose the benchmark to compare the fund against.

Find ETF or mutual fund based on category and performance. You can select any fund for more detailed performance and risk statistics analysis.

(5) Create and import custom return series for use as portfolio assets and benchmarks. (6) Synchronize model portfolios, report templates, fee structures, and other settings across multiple team member accounts.

This tool uses mean-variance optimization to calculate and plot the efficient frontier for the specified asset classes, mutual funds, ETFs, or stocks based on historical returns or forward-looking capital market assumptions The efficient frontier shows the set of optimal portfolios that provide the best possible expected return for the level of ...