Portfolio Allocation Simulator (PAS)
CapitalPAS – Portfolio Allocation Simulator (v2.65 – March 2019). The CapitalPAS is an online learning platform that provides a comprehensive set of tools that can be used in learning and understanding the complexities of portfolio allocation.
Providing 13 powerful tools for portfolios. Standard tools like: Backtesting of Asset Classes, the ability to Backtest Portfolios, Optimizing Portfolios, Monty Carlo Simulation, both Asset and Asset Class Correlations, Efficient Frontier, FAMA-French Factor Regression, Factor Performance Attributions, as well as Market Timing Models.
While only recently launched, we have added two powerful tools, a Risk Parity tool for allocation as well as the ability to Stress Test portfolios with 10 historical black-swans.
This platform combines a detailed Theory Document about Portfolio Allocation and Construction, but also including a well-defined glossary of portfolio terms.
We have just added 90+ portfolios comprised of: Common Portfolio Allocations, Family Office Portfolios, Endowment Portfolios, Faith-Based Portfolios, Social Portfolios, High Profile Portfolios and Specialize Portfolios. All of these can be used in a comparative analysis against each other or against user defined portfolios for performance and risk.