Asset Explorer
Statistical overview: annualised return, volatility, Sharpe ratio, and pairwise correlations.
Assets
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Observations
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Date Range
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Best Sharpe
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Best Asset
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Return vs. Volatility
Annualised - bubble size = Sharpe
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Summary Statistics
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Correlation Matrix
Pearson - daily log returns
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Return Distribution
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Cumulative Performance
Growth of $1
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Rolling Window:
Rolling Volatility
Annualised
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Rolling Sharpe
Annualised · rf = 0
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Rolling Pairwise Correlation
vs.
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Risk Estimation Studio
Compare three covariance estimators and observe how they reshape the dependency structure.
EWMA λ:
0.94
Sample Covariance
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Ledoit-Wolf Shrinkage-
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EWMA-
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Eigenvalue SpectrumSorted eigenvalues per estimator
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Condition Numbers
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Portfolio Builder
Construct optimal portfolios on the efficient frontier. Compare allocation methods.
Covariance:
Risk-free rate (%):
Target return (%):
15.0%
Efficient Frontier
with special portfolios
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Portfolio Weights - All Strategies
Stacked by asset
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Feasible Set — Monte Carlo
N:
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Portfolio Comparison
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