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All 6 portfolio planning and risk calculators
Drawdown Recovery Calculator
See the gain a balance needs to get back to its peak after a fall, how many months that takes at three yearly returns with any amount added each month, and how the same fall costs a withdrawal plan more in its first year than in its tenth, inside a reproducible workbook. Estimates for education, not advice.
Portfolio Planning and RiskFactor and Sector Exposure Look Through Calculator
Add up the factor tilts and sector weights of up to 12 funds, weighted by how much you hold of each, to see which way your whole portfolio leans on value, size, momentum, quality and low volatility, how much of it sits in each of the 11 sectors, which fund puts it there, and which sectors are at or above the share you set as your limit. Estimates for education, not advice.
Portfolio Planning and RiskKelly Criterion Position Sizing Calculator
Find the Kelly bet, the share of the bankroll that makes it grow fastest over many bets, from your chance of winning and the odds, size your bet as a share of it, and simulate 100 seeded sequences of 200 bets at full, half and quarter Kelly and at your size inside a reproducible workbook: see how often each falls further from a peak than you can accept and how the bankroll spreads. Estimates for education, not advice.
Portfolio Planning and RiskMargin Loan Leverage Calculator
Simulate 100 monthly price paths for a position bought partly with a margin loan inside a seeded, reproducible workbook, and see the chance of a margin call within the horizon, how far the value can fall today before a call, the share price that triggers one, the leverage and what the loan costs a year, with a price fall, no change and a rise compared with and without the loan. Margin is checked at each month end. Estimates for education, not advice.
Portfolio Planning and RiskPortfolio Expected Return and Volatility Calculator
Work out the expected return, volatility and Sharpe ratio of a portfolio of up to 12 holdings from their weights, expected returns, volatilities and correlations, see the share of the risk each holding carries against its share of the money, and see how return and risk change as money moves between your two largest holdings. Pairs you leave blank use one correlation you choose. Estimates for education, not advice.
Portfolio Planning and RiskTax Aware Rebalancing Calculator
Rebalance up to 12 holdings with taxes in view: each holding outside its band is traded back to its target, each sell takes that holding's highest-cost lots first, and you see the federal income tax, the 3.8% net investment income tax and a flat state tax the sells add for 2025 or 2026, the short-term and long-term gains realised, the cash left after the buys, and the new money and months of contributions that would bring every holding with a target above 0 to its target without selling. Estimates for education, not tax advice.