Rather than calculate the returns for a single portfolio, the Portfolio Finder searches every possible combination of assets and identifies the historically least painful options that consistently met your needs. Use this to explore the power of portfolio diversification, to quantify the complex relationship between risk and returns, and to find potentially more desirable alternatives to your own portfolio.
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The Portfolio Finder is different from most portfolio calculators in that it does not simply calculate the results for one portfolio at a time. Instead, it calculates the results for hundreds of possible portfolios simultaneously and plots them all on the same chart. The portfolios are generated from the pool of assets that you choose for consideration, and there are a few options to help refine the results.
C stands for “consider”. Any asset with a C will be added to the list of portfolio options.
R stands for “require”. Any asset with a R is required to be in a portfolio.
A “–” is a placeholder for “exclude”. Any asset with a dash will not be considered as an option.
Based on those settings, the Portfolio Finder calculates every possible equally-weighted combination of the selected assets. In order to keep the calculations manageable only ten assets can be selected at a time, but changing the assets will instantly update the results. You can also select a minimum baseline return and a maximum ulcer index to seek out the most efficient portfolios that met your personal needs.
The Portfolio Finder includes two visual outputs — a cloud of all results and a list of the top-10 risk adjusted portfolios.
The cloud is color coded per the asset settings. Green dots represent all portfolios that met your requirements. Gray dots represent all possible portfolios that did not meet your “required” settings or min/max filters. And blue dots represent the top-10 risk adjusted options shown in the list.
The list is sorted by risk adjusted score, and the acronyms represent individual assets. The first letters represent the country, the last letters represent the asset class, and the color is a quick guide to the high-level asset type. If you don’t know what something means, read this.
The two metrics tracked by the Portfolio Finder are specifically selected to be both start date independent and also conservatively account for the spread of real-world historical results. This is important in order to find portfolios that did not simply get lucky over the selected timeframe. The goal is to help you find a portfolio that consistently met your needs.
This is the 15th percentile 15-year real CAGR. It’s the same “Baseline Long Term Return” metric in the Portfolio Matrix, and is a conservative long-term return excluding the worst outliers. /// More Info ///
This is a composite measure of drawdown depth, length, and frequency. It’s a nice measure of the overall pain of the investing experience. /// More Info ///
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