Portfolio Analyzer
Advanced portfolio optimization, risk analysis, and Monte Carlo simulations
Portfolio Configuration
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Total Return
+24.7%
vs SPY: +18.2%
Sharpe Ratio
1.84
Excellent risk-adj return
Max Drawdown
-12.3%
vs SPY: -15.8%
Beta
0.92
Lower market sensitivity
Asset Allocation
SPY
30%QQQ
15%IWM
10%EFA
15%EEM
5%AGG
15%GLD
5%VNQ
5%Sector Exposure vs Benchmark
Asset Correlation Matrix
Low correlations between assets improve diversification and reduce portfolio risk