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.
Portfolio
Your portfolio is empty. Add symbols manually or select an existing portfolio.
Portfolio Analysis Settings
Portfolio Asset Allocation
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PortfolioPerformance
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PortfolioReturns
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Click Calculate to get results
PortfolioDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Click Calculate to get results
PortfolioWorst Drawdowns
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PortfolioVolatility Chart
The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.