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Portfolio Analysis & Design
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| Overview |
A set of of modular Excel-based tools for the construction and analysis of investment portfolios.
The software toolset, for use by asset managers and other portfolio investors, comprises:
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Applications for
portfolio optimization, style analysis, the Monte Carlo simulation
of future risks and returns, and retirement planning. |
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The Hoadley Finance
Add-in for Excel containing a comprehensive set of functions for
asset allocation, investment performance analysis, portfolio
optimization, and risk management. |
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Additional samples
available for download which provide more examples (in addition to
those provided with the Finance Add-in for Excel) of using a number
of the asset management functions. See
Additional Samples for details. |
| Applications for Portfolio Analysis & Design |
The following applications are available for portfolio analysis and design.
| Hoadley Portfolio Optimizer |
A
mean-variance optimizer (MVO) application for analyzing and optimizing a
portfolio of stocks and other assets using Modern Portfolio Theory (MPT)
& Capital Asset Pricing Model (CAPM) principles. Outputs include
an efficient frontier, a full set of active asset management statistics,
risk attribution analysis, and leverage analysis.
Price: Free (but requires the Finance Add-in for Excel).
| Hoadley Portfolio Style Analyzer |
The Style Analyzer
analyzes the investment style of a portfolio or mutual fund against two
or more indices, asset classes or other benchmarks using the
returns-based methodology originally developed by William F Sharpe.
The objective is to determine the combination of indices,
style benchmarks, or asset classes that best represents the
exposure of a fund or portfolio to these "benchmarks". The Style
Analyzer also includes an analysis of drawdowns.
Price: Free (but requires the Finance Add-in for Excel).
| Hoadley Portfolio Simulator |
An application for analyzing the future risks
and returns of a portfolio using Monte Carlo simulation.
Simulation can help gain an understanding of the probabilities of
achieving future returns and the impact of various rebalancing
strategies on future outcomes.
Price: Free (but requires the Finance Add-in for Excel).
| Hoadley Retirement Planner |
The
Retirement Planner uses Monte Carlo simulation to produce a retirement
plan based on a pre-retirement savings and investment plan, and expected
expenditures during retirement.
Price: Free (but requires the Finance Add-in for Excel).
| Hoadley Finance Add-in for Excel |
The Hoadley Finance
Add-in for Excel includes Excel functions for portfolio analysis, asset
allocation using Black-Litterman, portfolio optimization (MVO), risk
management (VaR), volatility, correlation and covariance calculation,
and more.
The Finance Add-in for Excel also includes
functions for the analysis of options and other
derivatives.
The add-in's functions functions can be invoked directly from spreadsheet cells or called from VBA modules/Macros.
Portfolio asset/sector allocation, optimization & simulation functions
Value at Risk (VaRtools) functions
Volatility and correlation functions
| Pricing & Purchase |
The Hoadley Finance Add-in for Excel is the analytical engine used by the Excel applications described below. It is only necessary to purchase the Finance Add-in for Excel; the Excel applications are included in the price of the Finance Add-in for Excel.
Private (non-business) use: Pricing & purchase on-line.
Corporate/commercial use: Corporate/commercial enquiries.
| Software Platform |
These tools & applications require Microsoft Excel 2002 or later (32-bit Excel only) running under Microsoft Windows including Windows 7 32-bit and 64 bit editions. No other platforms/operating systems are supported.