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All 3 portfolio planning and risk calculators
Factor 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.