Portfolio Analysis
This portfolio analysis tool allows you to backtest portfolio returns, drawdowns, various risk characteristics, and compare them to a benchmark.
What Is Portfolio Analysis?
Portfolio analysis is an examination of an investment portfolio to determine its suitability for a given investor's preferences. It evaluates the ability to meet the investment goals considering risk indicators of the portfolio holdings and their historical performance.
Your portfolio is currently empty. You can import symbols, add them manually, or select from an existing portfolio.
Portfolio Analysis Settings
Portfolio Asset Allocation
Click Calculate to get resultsPerformance
Performance Chart
Click Calculate to get resultsReturns By Period
Click Calculate to get resultsMonthly Returns
The table below presents the monthly returns of Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Click Calculate to get resultsExpense Ratio
Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Click Calculate to get resultsDividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Click Calculate to get resultsWorst Drawdowns
Click Calculate to get resultsVolatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Click Calculate to get results