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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 Ratio
7Twelve Portfolio9.11%6.35%1.26%9.64%-22.46%3.11
Alpha Architect Robust Portfolio9.30%7.86%1.05%12.97%-28.81%2.97
Aronson Family Taxable Portfolio8.18%9.32%1.55%12.24%-25.12%3.05
Bill Bernstein Coward's Portfolio9.95%7.55%1.20%10.50%-21.52%2.86
Bill Bernstein No Brainer Portfolio9.12%9.55%1.69%13.41%-27.91%2.97
Bill Schultheis Coffee House Portfolio8.82%8.48%2.06%10.67%-24.01%2.75
Bob Clyatt Sandwich Portfolio6.53%7.40%1.19%9.13%-18.13%2.82
Bogleheads Four-fund Portfolio9.08%10.57%1.66%13.26%-28.24%2.95
Bogleheads Three-fund Portfolio9.08%9.97%1.72%13.84%-28.12%2.95
Cloud Computing Stocks Portfolio4.37%37.32%0.60%25.64%-29.48%1.76
Conservative Portfolio3.03%6.64%1.73%7.23%-15.68%2.66
David Swensen Lazy Portfolio9.12%8.31%1.81%11.95%-25.66%2.74
David Swensen Yale Endowment Portfolio7.39%9.41%1.85%11.26%-24.30%2.58
Dividend-Paying Stocks Portfolio6.39%11.11%2.61%15.06%-27.63%1.89
FAAMG Portfolio13.20%31.81%0.30%22.95%-27.28%2.08
FAANG Portfolio8.90%38.35%0.13%24.86%-30.93%1.80
FANG Plus Portfolio3.84%33.29%0.07%26.59%-34.13%2.79
FANG Portfolio11.46%40.20%0.00%26.77%-32.10%1.56
Frank Armstrong’s Ideal Index Portfolio10.52%7.35%1.40%12.30%-25.37%2.88
FundAdvice Ultimate Buy & Hold Portfolio8.25%6.57%1.81%10.32%-21.19%2.80
Golden Butterfly Portfolio5.75%8.32%0.84%7.75%-15.83%2.48
Gone Fishin’ Portfolio8.76%8.68%1.93%11.62%-26.04%3.03
Growth Portfolio9.06%10.03%1.61%13.88%-28.25%2.96
Gyroscopic Investing Desert Portfolio2.24%6.57%1.61%5.15%-8.85%2.18
Harry Browne Permanent Portfolio-0.55%6.56%0.85%6.46%-11.14%1.29
Income Portfolio0.07%4.81%1.79%4.73%-10.79%2.29
Larry Swedroe Minimize FatTails Portfolio5.85%4.56%1.05%6.02%-13.45%3.07
Larry Swedroe Simple Portfolio11.73%7.93%1.44%11.05%-25.44%3.06
Mebane Faber Ivy Portfolio12.00%5.67%1.47%12.20%-27.66%3.14
Moderate Portfolio6.02%8.39%1.67%10.41%-21.72%2.82
Nasdaq-100 Portfolio6.66%20.24%0.41%19.95%-28.56%2.21
Paul Merriman Ultimate Portfolio15.83%9.11%1.84%17.77%-38.24%3.21
Pinwheel Portfolio9.24%8.19%1.55%10.65%-23.65%2.80
Ray Dalio All Weather Portfolio0.22%8.16%1.15%7.04%-13.99%1.50
Ray Dalio All Weather Portfolio 2x Leveraged3.23%15.63%0.25%14.50%-24.71%1.11
Rick Ferri Core Four Portfolio9.49%10.08%1.83%13.74%-28.73%2.87
Roger Gibson Five Asset Portfolio12.68%6.52%1.71%11.65%-27.82%3.26
Roger Gibson Talmud Portfolio8.81%9.27%2.29%11.88%-26.60%2.31
S&P 500 Portfolio13.27%14.40%1.32%17.26%-33.72%2.83
Scott Burns Couch Portfolio6.68%9.06%1.31%8.59%-19.76%2.94
Scott Burns Margaritaville Portfolio7.81%8.05%1.55%11.39%-23.92%3.07
Second Grader's Starter Portfolio10.24%10.76%1.58%15.67%-31.07%3.01
Semiconductor Stocks Portfolio6.44%25.98%1.37%28.09%-35.76%2.12
Simple Path to Wealth Portfolio8.84%11.78%1.55%13.04%-26.82%2.79
Stocks/Bonds 20/80 Portfolio0.44%5.66%2.10%4.67%-10.51%2.02
Stocks/Bonds 40/60 Leveraged Portfolio-5.74%30.95%1.79%22.66%-32.14%1.14
Stocks/Bonds 40/60 Portfolio3.46%7.96%1.90%7.18%-15.64%2.47
Stocks/Bonds 60/40 Portfolio6.52%10.17%1.70%10.41%-21.85%2.67
Stocks/Bonds 80/20 Portfolio9.62%12.30%1.50%13.94%-28.47%2.83
Tech Stocks Dividend Portfolio17.84%16.98%2.04%21.10%-30.79%2.88
Tim Maurer Simple Money Portfolio8.74%7.11%1.26%10.33%-21.12%2.81
Total Stock Market Portfolio12.76%14.32%1.29%17.65%-35.00%2.98
Warren Buffett's 90/10 Portfolio11.91%13.23%1.40%15.58%-30.73%2.78