- Calculators
- Portfolio Management & Performance
🧺 Portfolio Management & Performance calculators
Sharpe, Sortino, drawdown, correlation, rebalancing and portfolio optimization.
About these calculators
A portfolio is judged by its return and by the risk taken to earn it. This group measures both: risk-adjusted ratios (Sharpe, Sortino, Calmar), drawdowns, correlations, diversification and value at risk, plus the tools to rebalance and to build allocations by risk parity or mean-variance optimization.
Several calculators accept a pasted series of returns, so you can analyse a fund, a strategy or your own account history directly.
Coming soon in this group
- Portfolio Return Calculator
- Portfolio Volatility & Risk Contribution Calculator
- Sortino Ratio Calculator
- Calmar Ratio Calculator
- Maximum Drawdown Calculator
- Correlation Matrix Calculator
- Portfolio Diversification Calculator
- Portfolio Rebalancing Calculator
- Portfolio Allocation Calculator
- Risk Parity Portfolio Calculator
- Efficient Frontier, Minimum Variance & Max Sharpe Calculator
- Value at Risk (VaR) & CVaR Calculator
- Portfolio Stress Test Calculator
- Investment Fee Calculator
- Tracking Error & Information Ratio Calculator
More calculator groups
All calculators →- Stock Market & Equity
Profit, return, CAGR, volatility, beta and drawdowns for the stocks you hold or plan to buy.
1 calculator - Stock Valuation & Fundamentals
P/E, PEG, DCF, the Graham Number and the ratios analysts use to judge what a share is worth.
1 calculator - Forex Trading
Pip value, lot size, margin, swaps and session times for currency traders.
1 calculator - Savings & Compound Interest
Compound interest, APY, savings goals, CDs and how long money lasts.
1 calculator - Loans, Mortgages & Debt
Mortgage and loan payments, amortization, refinancing and debt payoff plans.
1 calculator