What’s New
Dividends in backtest
An option was added to Portfolio Lab backtest to select how dividends should be treated: reinvested in the corresponding asset (the previous default setting) to cash: the dividends are accrued to the cash position of the portfolio By default, the dividends are...
Advisor fee simulation
Portfolio Lab has been improved to take into account advisory fees during backtest, so that you can present truthful performance figures to your client or prospect. Simply specify the fee as an annual percentage of assets (by default, no fees are applied). During...
Viewing multiple backtest charts
It is sometimes useful to show several charts on one screen to a client. We have added a small icon on the top right of the Backtest charts as shown below: Clicking on this icon will open another view on the right of the original chart. This allows you to shown a...
Changing font size
You can adjust font size in Portfolio Lab. This control appears on the upper right of the Portfolio Lab window as "A-/A+" buttons: Portfolio Lab will remember your font size preference, so that you don't have to set it again the next time you log in.
The problem with many performance charts
Performance information conveyed on return charts from many financial sources is misleading. Investors reading these charts will be unfairly biased against income-producing assets. Learn how total return better represents an asset performance and enables meaningful...
Maximum drawdown and recovery
Previously, we explained how to visualize the maximum drawdown of a portfolio, a volatility measure that is intuitive for most investors. The latest version of Portfolio Lab is enhanced to also display the recovery from the drawdown. The recovery is the first day...
Volatility charts
To display a stock, ETF, or mutual fund volatility, bring up the Asset Profile view by clicking on the magnifier icon in the main portfolio table, as show below. The volatility chart is show at the bottom of the Asset Profile view. The volatility is computed as...
Optimization controls
Portfolio optimization is sensitive to the choice of input parameters. Portfolio Lab provides a set of default assumptions based on a simple forward model as a starting point. We recommend that you review these assumptions and adjust them to match your constraints and...
Portfolio Lab october 2011 release
Changes for Portfolio Lab v2.5, released Oct 20, 2011 Portfolio optimization: options to control the optimization process are added: (1) expected returns are adjustable (2) min/max constraints are adjustable (3) capital market expectations (equity risk premium and...
Total return charts
According to this study, most popular financial websites provide return data and charts that does not include dividends or capital gains. As a result, investors and advisors using these sites for their research may be biased against income-generating assets. (note:...
Commodities as a diversifier
In the past few years, the correlation between commodities and other asset classes has increased, calling into question the diversification benefits of commodity indexes. An academic study suggest that the increased correlation is caused by the slew of ETFs and funds...
Symbol discovery for stocks, funds and ETFs
With an improved data feed in place, Kwanti expanded its coverage of the US market to more than: 22000 mutual funds 13000 stocks 1000 ETFs To help you retrieve symbols, we added an auto-completion box: We plan on further expanding our coverage later this year. Please...
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