Investing · Page 3
Compare investment returns, fees, portfolio risk and allocation, dividends, bonds and property scenarios using your own assumptions.
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A tool can belong to several categories. All tools lists each calculator once.
Finance
Portfolio Covariance and Risk Contribution Calculator
InvestingUse matched asset return histories to calculate sample covariance, portfolio volatility and variance contributions.
Open calculator ↗Two-Asset Minimum Variance Calculator
InvestingCompare an entered two-asset mix with the minimum-variance long-only mix under entered risks and correlation.
Open calculator ↗Portfolio Weighting Method Calculator
InvestingAllocate an entered amount using equal, proportional-metric or inverse-volatility weights.
Open calculator ↗Portfolio Currency Exposure Scenario Calculator
InvestingGroup foreign holdings by currency and apply entered exchange-rate shocks in a chosen reporting currency.
Open calculator ↗Sharpe and Sortino Ratio Calculator
InvestingCompare total and downside dispersion using entered periodic returns and consistent periodic targets.
Open calculator ↗Investment Beta and Alpha Calculator
InvestingRegress matched asset and benchmark simple returns and show market sensitivity, alpha and tracking error.
Open calculator ↗Historical VaR and Expected Shortfall Calculator
InvestingInspect an empirical loss percentile and the average worst-tail loss from an entered return sample.
Open calculator ↗Portfolio Shock Scenario Calculator
InvestingApply two entered asset-return scenarios to long-only portfolio weights and inspect contributions.
Open calculator ↗Rolling Investment Returns Calculator
InvestingCompare compounded returns across every equal-length historical window.
Open calculator ↗CAGR Calculator
InvestingFind the annual compound growth rate between two values without intervening deposits or withdrawals.
Open calculator ↗IRR and XIRR Calculator
InvestingSolve a unique money-weighted return for a conventional investment with regular or dated receipts.
Open calculator ↗Time-Weighted Return Calculator
InvestingChain investment subperiod returns while excluding external cash flows at the boundaries.
Open calculator ↗Drawdown and Recovery Calculator
InvestingMeasure observed peak-to-trough decline and recovery from a dated wealth or total-return index.
Open calculator ↗Return Volatility Calculator
InvestingCompare arithmetic and geometric periodic returns with sample and conventionally annualized volatility.
Open calculator ↗Money
Inflation and Real Value Calculator
Money Management · InvestingCompare future replacement cost, fixed-cash purchasing power and an entered nominal investment return.
Open calculator ↗Fund Withdrawal Scenario Calculator
Money Management · InvestingModel monthly withdrawals, constant effective returns and annual withdrawal increases over a chosen horizon.
Open calculator ↗Present Value and Cash-Flow Discount Calculator
Learning & Education · High School · Money Management · InvestingDiscount signed cash flows at their entered times and sum their present values. Keep initial outlays, future inflows and the undiscounted total visible.
Open calculator ↗Compound Savings Calculator
Learning & Education · High School · Money Management · InvestingModel an initial deposit plus equal periodic contributions. Compare beginning/end contributions, nominal/effective annual rates, total deposits and before-tax growth.
Open calculator ↗Statistics
Forecast Error MAE and RMSE Calculator
Work & Productivity · Learning & Education · InvestingEvaluate paired actual and forecast values with signed bias, absolute errors and explicitly defined percentage metrics.
Open calculator ↗Moving Average and Exponential Smoothing Calculator
Work & Productivity · Investing · Learning & EducationCompare trailing simple moving averages with first-value-seeded exponential smoothing for an ordered series.
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