Portfolio Analyzer

The portfolio analyzer tool provides the following Analytical Outcomes:

• Asset-wise, Sector-wise and Industry-wise Portfolio Allocation.
• Financial Health of the Companies in the the Portfolio.
• Historical Performance, Annual Returns, Sharpe Ratio, Risk Structure.
• Beta of the Portfolio (Market Dependence), Maximum Drawdown, Individual Asset Statistics.
• Efficient Frontier, Optimization based on Sharpe Ratio, with Performance of Optimized Portfolio
• Predictive Analysis with the help of Monte Carlo Simulation, and Performance forecasts.

The optimization is based on the monthly return statistics of the selected portfolio assets for the given time period. The optimization result does not predict what allocation would perform best outside the given time period, and the actual performance of portfolios constructed using the optimized asset weights may vary from the given performance goal.

The required inputs for the optimization include the time range and the portfolio assets.