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Here you can find powerful investment research and analysis tools

Performance Analysis

Portfolio Analysis

This portfolio analysis tool allows you to backtest portfolio returns, drawdowns, various risk characteristics, and compare them to a benchmark.

Portfolio Performance

Portfolio Performance is a tool that helps you visualize a portfolio's gains or losses over a given period and easily compare them to a selected benchmark.

Relative Performance

Relative Performance shows how an index, stock, or portfolio is performing relative to another index, stock, or portfolio.

Sharpe Ratio

Sharpe Ratio is a performance indicator that shows the investment portfolio's efficacy relative to its risk. It helps investors understand whether a higher portfolio's return is due to a higher risk or a result of a better investment decision.

Sortino Ratio

Sortino Ratio is an indicator that measures a portfolio's risk-adjusted performance. It is similar to the Sharpe ratio but uses downside deviation as a measure of risk.

Risk Analysis

Drawdowns

Drawdown is a risk measure that shows how deep an asset or portfolio has fallen from its maximum and how long it has taken to recover.

Value at Risk

Value at Risk (VaR) is a risk measure that measures the loss in a portfolio over a pre-specified time horizon, assuming some level of probability.

Expected Shortfall

Expected Shortfall is a risk measure that shows the amount of loss if the loss exceeds VaR. Expected Shortfall is known by other names, such as tail VaR, CVaR, and tail loss.

Close-to-Close Volatility

Close-to-Close volatility is a classic and most commonly used volatility measure, sometimes referred to as historical volatility.

Parkinson Volatility

Parkinson volatility is a volatility measure that uses the stock’s high and low price of the day.

Garman Klass Volatility

Garman Klass is a volatility estimator that incorporates open, low, high, and close prices of a security.

Rogers-Satchell Volatility

Rogers-Satchell is an estimator for measuring the volatility of securities with an average return not equal to zero.

Yang Zhang Volatility

Yang Zhang is a historical volatility estimator that handles both opening jumps and the drift and has a minimum estimation error.

Optimization

Asset Correlations

Asset correlation is a measure that shows how prices of two securities move in relation to each other.

Portfolio Optimization

Portfolio Optimization is a tool that helps you find the best asset allocation according to your objectives.

Factor Model

Alpha

Alpha is a measure indicating how well a stock or portfolio has performed in comparison to the broad market or a benchmark index.

Beta

Beta is a popular risk measure of a security or portfolio used in the capital asset pricing model (CAPM). It shows how asset price moves in comparison to its reference market.

Lazy Portfolios

Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownSharpe RatioExpense Ratio
7Twelve Portfolio8.23%6.15%1.25%9.62%-22.46%2.620.15%
Alpha Architect Robust Portfolio7.97%7.95%1.11%12.94%-28.81%2.370.40%
Aronson Family Taxable Portfolio7.49%9.46%1.64%12.23%-25.12%2.580.19%
Bill Bernstein Coward's Portfolio8.72%7.61%1.18%10.49%-21.52%2.530.15%
Bill Bernstein No Brainer Portfolio8.04%9.68%1.70%13.38%-27.91%2.450.04%
Bill Schultheis Coffee House Portfolio8.04%8.54%2.05%10.66%-24.01%2.390.05%
Bob Clyatt Sandwich Portfolio5.84%7.43%1.20%9.13%-18.13%2.370.17%
Bogleheads Four-fund Portfolio8.38%10.32%1.66%13.22%-28.24%2.420.04%
Bogleheads Three-fund Portfolio8.40%10.15%1.72%13.81%-28.12%2.410.04%
Cloud Computing Stocks Portfolio11.19%37.92%0.60%25.52%-29.48%1.500.00%
Conservative Portfolio2.79%6.68%1.71%7.23%-15.68%2.100.08%
David Swensen Lazy Portfolio9.38%8.50%1.87%11.93%-25.66%2.410.11%
David Swensen Yale Endowment Portfolio8.43%9.66%1.91%11.25%-24.30%2.270.13%
Dividend-Paying Stocks Portfolio3.89%10.91%2.70%15.05%-27.63%1.480.00%
FAAMG Portfolio17.09%31.84%0.30%22.90%-27.28%1.740.00%
FAANG Portfolio11.98%38.21%0.13%24.79%-30.93%1.480.00%
FANG Plus Portfolio7.71%33.36%0.07%26.51%-34.13%2.180.00%
FANG Portfolio15.35%40.13%0.00%26.68%-32.10%1.370.00%
Frank Armstrong’s Ideal Index Portfolio9.51%7.44%1.39%12.27%-25.37%2.520.13%
FundAdvice Ultimate Buy & Hold Portfolio7.14%6.58%1.95%10.30%-21.19%2.360.14%
Golden Butterfly Portfolio4.91%8.26%0.82%7.78%-15.83%2.090.20%
Gone Fishin’ Portfolio7.94%8.47%1.92%11.60%-26.04%2.550.13%
Growth Portfolio8.26%10.20%1.62%13.84%-28.25%2.410.05%
Gyroscopic Investing Desert Portfolio1.59%6.46%1.59%5.17%-8.85%1.660.06%
Harry Browne Permanent Portfolio-0.65%6.49%0.81%6.49%-11.14%0.980.18%
Income Portfolio0.09%4.78%1.75%4.74%-10.79%1.640.09%
Larry Swedroe Minimize FatTails Portfolio5.28%4.55%1.22%6.03%-13.45%2.760.17%
Larry Swedroe Simple Portfolio9.68%7.89%1.79%11.04%-25.44%2.660.20%
Mebane Faber Ivy Portfolio12.63%5.89%1.44%12.17%-27.66%2.690.23%
Moderate Portfolio5.52%8.49%1.66%10.39%-21.72%2.290.06%
Nasdaq-100 Portfolio9.35%21.26%0.40%19.95%-28.56%1.800.20%
Paul Merriman Ultimate Portfolio14.03%9.26%1.94%17.73%-38.24%2.730.18%
Pinwheel Portfolio8.64%8.01%1.64%10.64%-23.65%2.400.09%
Ray Dalio All Weather Portfolio1.64%8.26%1.11%7.07%-13.99%1.300.19%
Ray Dalio All Weather Portfolio 2x Leveraged5.35%15.76%0.26%14.56%-24.71%1.000.94%
Rick Ferri Core Four Portfolio9.21%10.28%1.82%13.71%-28.73%2.410.04%
Roger Gibson Five Asset Portfolio13.05%6.46%1.68%11.62%-27.82%2.850.23%
Roger Gibson Talmud Portfolio10.06%9.52%2.24%11.87%-26.60%2.100.06%
S&P 500 Portfolio11.34%14.57%1.34%17.24%-33.72%2.260.09%
Scott Burns Couch Portfolio6.24%9.16%1.59%8.60%-19.76%2.490.11%
Scott Burns Margaritaville Portfolio7.19%8.18%1.74%11.37%-23.92%2.520.10%
Second Grader's Starter Portfolio9.49%10.98%1.58%15.63%-31.07%2.460.05%
Semiconductor Stocks Portfolio9.57%27.87%1.34%28.09%-35.76%1.680.00%
Simple Path to Wealth Portfolio8.32%11.99%1.54%13.03%-26.82%2.340.03%
Stocks/Bonds 20/80 Portfolio0.91%5.69%2.06%4.68%-10.51%1.580.04%
Stocks/Bonds 40/60 Leveraged Portfolio1.40%32.55%1.61%22.81%-32.14%0.950.66%
Stocks/Bonds 40/60 Portfolio3.59%8.05%1.87%7.19%-15.64%2.050.04%
Stocks/Bonds 60/40 Portfolio6.29%10.33%1.68%10.41%-21.85%2.240.03%
Stocks/Bonds 80/20 Portfolio9.00%12.53%1.49%13.93%-28.47%2.370.03%
Tech Stocks Dividend Portfolio11.90%17.30%2.18%21.11%-30.79%1.990.00%
Tim Maurer Simple Money Portfolio6.95%7.06%1.40%10.32%-21.12%2.300.23%
Total Stock Market Portfolio11.73%14.62%1.30%17.63%-35.00%2.480.03%
Warren Buffett's 90/10 Portfolio10.54%13.42%1.41%15.57%-30.73%2.270.03%