To obtain a chart image suitable for printing or including in your web page or blog, use the snapshot function. To take a snapshot, click the camera icon on top of the chart. A snapshot window opens where you may customize the image, as shown below. For example, you...

Standard benchmarks such as the S&P500 and Russell indexes are commonly used for performance analysis because of their ubiquity. However, they represent specific asset classes so they are not appropriate as a benchmark for a diversified portfolio that covers...

Portfolio Lab reports the maximum drawdown in the backtest module. We added a visualization of the drawdown on the return chart, along with the drawdown peak, trough and duration, as shown below: The maximum drawdown of a portfolio for a given period, is the biggest...

Enhanced interface for portfolio optimization: use the slider to glide along the efficient frontier. Assign the weights of the efficient portfolio to the current portfolio, or to a new portfolio.

Portfolio Lab calculates the correlations of either monthly or daily returns: Monthly returns correlation is preferred in the context of strategic investment decisions Daily returns correlation may be useful for short term trading and tactical moves. Note that...

We added a column chart for the backtest results. This chart shows the periodic returns. The frequency is user selectable (weekly to yearly). You may export the chart data to Excel using the icon on the top right of the chart. To change to other chart types, use the...

Feature added: you can backtest by calendar year or use custom date ranges. The selected time range also applies to the Excel export.

Added in Portfolio Lab "risk/return" and "ETF correlations" views: FTSE/Xinhua China 25 Index (FXI) MSCI Australia (EWA) MSCI Brazil (EWZ) MSCI Canada (EWC) MSCI France (EWQ) MSCI Germany (EWG) MSCI South Africa (EZA) MSCI South Korea (EWY) MSCI United Kingdom...

A new command 'Compare' is situated under the performance metrics table. You may select any of your portfolios to compare with the current portfolio, making it easier to compare the portfolios returns, alpha, beta and other statistics. In the example above, the...

Export to Excel the monthly, quarterly, yearly periodic returns for the backtest by following these steps: Select the "Period' view of the backtest chart Select the desired frequency for the report Click on the Export icon

You may now import portfolios from Excel. Click on 'Import' and follow the guided steps. During the import process, you may select which columns contain the data to import: Please refer to the user manual for more information.