Do away with manual calculations and spreadsheets
Portfolio Builder is designed to help users make informed decisions when comparing and analyzing portfolios and investment products. Increase time management and enhance your client’s overall experience and understanding. The interactive interface allows users to better explain diversification through easy to read visuals.
Also, the tool provides necessary insight and analysis to:
1) assigned portfolio to the right risk band
2) create optimal portfolios along the Efficient Frontier.
The tool is based on the Modern Portfolio Theory (MPT) and Hierarchical Clustering.
All-in-one investment portfolio builder
to grow your profile
Retrieve price data
Plot Efficient Frontier and compare efficiency loss
View recommendations based on target return
Backtest with different rebalancing strategies
Proxies for products with less than 10-year history
10-year historical price and dividend data
Forward-looking expected returns and volatility
Minimum & Maximum weight per product
Maximum number of products
Number of risk buckets
Set optimal portfolios per risk bucket
Expected returns and volatility per optimal portfolio
10-year back-testing of the model
Calculation of the optimal threshold per model, in case of threshold-based rebalancing logic
Other product characteristics, e.g. Sharpe Ratio
How does Portfolio Builder work?
For more flexibility in customizing your potfolio, check out the advance modeWatch Advanced Mode here
Suitable for these industries
Chief Investment Officers
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