Investment Portfolio Analyzer & Builder

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Investment Portfolio Analyzer & Builder2018-03-14T14:23:56+00:00

Investment Portfolio Analyzer & Builder

With the Investment Portfolio Analyzer & Builder, a user can simply select a preset portfolio objective. The tool will report back the allocation across our strategies that achieves that objective. Additionally, the user can select the “Custom Portfolio” tab, enter any strategy weights he wishes and calculate the performance of his custom allocation. Combined with our “Consolidated Signals” tool accessible for our “All Strategies subscribers” the results from the Investment Portfolio Analyzer & Builder will point the user to the allocation across ETFs and/or stocks that have the best prospect to meet his objective.

Our Investment Portfolio Analyzer & Builder is an optimization tool. It is meant to help our subscribers take advantage of powerful asset allocation scenarios that increase return while lowering risk by building a portfolio with true diversification. When measurably diverse assets are combined in a portfolio, portfolio risks are reduced while maintaining robust returns. Investing objectives range from maximizing annual return for a given level of volatility, to minimizing volatility overall and much in between. They are reflected in our pre-configured portfolios.

Please note that the calculations are based on weekly data (Mon – Sun) to make the tool speedy enough for real-time queries – while we normally report performance on daily data. For the monthly performance the base is always the last Monday of the preceeding month.

Select either Portfolio Options or Custom Portfolio to design your portfolio

Max Sharpe
Min Volatility
Max 15% Volatility
Max 10% Volatility
Max 7% Volatility
MaxDD below 15%
MaxDD below 10%
Lev 2: Max Sharpe
Lev 2: Min Volatility
Lev 2: Max 15% Volatility

Monthly and Yearly Returns of Custom Portfolio

Monthly geometric returns as reference, not compounded. Will be updated with 24 hours delay!

Relative Performance of Custom Portfolio and other strategies


Correlation of our strategies and market proxies

For any question or comment, please use the Forum.