Portfolio Visualizer provides online portfolio analysis tools for backtesting, Monte Carlo simulation, tactical asset allocation and optimization, and investment analysis tools for exploring factor regressions, correlations and efficient frontiers.

This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns.

Portfolio optimizer supporting mean variance optimization to find the optimal risk adjusted portfolio that lies on the efficient frontier, and optimization based on minimizing cvar, diversification or maximum drawdown.

This Monte Carlo simulation tool provides a means to test long term expected portfolio growth and portfolio survival based on withdrawals, e.g., testing whether the portfolio can sustain the planned withdrawals required for retirement or by an endowment fund.

Analyze the performance, exposures and dividend income of a portfolio consisting of equities, ETFs and mutual funds: 40% Vanguard Total Stock Market Index Fund (VTSMX) 20% Vanguard Total International Stock Index Fund (VGTSX)

This portfolio backtesting tool allows you to construct one or more portfolios based on the selected asset class level allocations in order to analyze and backtest portfolio returns, risk characteristics, drawdowns, and rolling returns.

This tool uses mean-variance optimization to calculate and plot the efficient frontier for the specified asset classes, mutual funds, ETFs, or stocks based on historical returns or forward-looking capital market assumptions The efficient frontier shows the set of optimal portfolios that provide the best possible expected return for the level of ...

This factor regression tool supports factor regression analysis of individual assets or a portfolio of assets using the given risk factor model. The multiple linear regression indicates how well the returns of the given assets or a portfolio are explained by the risk factor exposures.

The Monte Carlo portfolio simulation tool provides a means to test long term expected portfolio growth and portfolio survival based on withdrawals. The following simulation models are supported for portfolio returns:

Select mutual fund or ETF for analysis. You can also choose the benchmark to compare the fund against.