Portfolio analytics (Fundseeder-style)
Risk-adjusted, drawdown, trade-quality, factor and correlation analytics for your real or hypothetical portfolio. Saved locally to your browser — never uploaded.
Positions
Optimal weights for these symbols
Runs four constructors over the last 2y of returns:
HRP (Hierarchical Risk Parity, López de Prado 2016 — cluster-based, no Σ⁻¹),
Min-Vol with Ledoit-Wolf shrinkage,
Mean-CVaR (tail-risk-aware, β=0.95),
and Equal-Weight baseline.
| Method | n | Exp Return | Vol | Sharpe | Max wt | Top 5 weights |
|---|---|---|---|---|---|---|
CAGR
Sharpe
Sortino
Calmar
Omega (R>0)
Sterling
Max drawdown
MDD duration
Annual vol
Beta vs
Alpha (annual)
R² vs benchmark
VaR 5% (1d)
CVaR 5% (1d)
Win rate
Profit factor