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Portfolio Analyzer

With Macroaxis Portfolio Analyzer investors can get a very unique glance at the basic characteristics of all their current positions across multiple portfolios, determine diversification level, establish rebalancing strategy, and analyze how well their portfolios are adding up to meet their overall financial goals.



Portfolio Analyzer evaluates your based on the probability distribution of a portfolio's market value for a given confidence level. It calculates one-day VaR of the portfolio along with its total risk, expected return, and efficiency ratio.This model assumes that changes in a portfolio's value and returns are distributed in accordance with a multivariate normal distribution.

Importance of risk-adjusted return

Before comparing or considering investments, it is better to perform a risk-adjusted return calculation that will adjust the returns according to how risky the investments are. The riskier they are, the more the returns are lowered before any comparison. Technically risk refers to mean volatility, which measures returns vary a given period of over time. An investment or a portfolio that grows steadily has low risk, and another investment whose value jumps up and down unpredictably has high risk.
Please note that changing model inputs can significantly alter your desired optimal asset allocation. Make sure you carefully select your inputs before running the model !


Please note, the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX) have recently merged. Although Macroaxis has implemented solutions to handle this transition gracefully, you may still find some securities that may not be fully transferred from one exchange to another.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page