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Blend up to 10 different market indexes, mutual funds and other investment products into hypothetical model portfolios. Select the data you need from the comprehensive Historical Returns Database that is provided with FactMaster. Or, you have the flexibility to use your own data that can be quickly imported into the database.
FactMaster makes it easy to view how the client's implementations might look.
Determine up to five different model portfolio mixes along with the client's current portfolio. You determine the specific weightings for the model portfolios to be analyzed and the portfolio titles to be used.
In addition, the program can consider the client's future cash inflows and outflows in the analysis. Enter projections of up to 40 years.
CHARACTERISTICS
- Portfolio Comparisons. After you have specified the model portfolios to be analyzed, you can compare the portfolios graphically on the Risk Vs. Return scatter plot. A table also shows you a side-by-side comparison of the characteristics for the model portfolios.
- Individual Portfolio Characteristics. You can also view the characteristics for the individual model portfolios. There are separate pie chart screens detailing each portfolio.
- Current Vs. Proposed Comparisons. All of this information can be compared against the client's present portfolio. This provides a frame of reference for recommending changes to the portfolio.
PROJECTIONS
- Asset Value Projections. The model portfolios can be projected considering any cash inflows and cash outflows which have been assumed. The portfolio projections can extend for up to 40 years. The program provides you with the flexibility to specify any time period. View a plot of projected values for up to five model portfolios, and the client's current portfolio, based on the average historical returns over the selected common historical time period. Asset value tables can also be produced which detail the year-by-year financial projections.
- Portfolio Return Ranges. The range of returns for each model portfolio can be viewed in several different ways. You can compare all of the portfolios over a single time period, or a single portfolio over several time periods. You specify the model portfolios, the time periods, and the percentiles. FactMaster will do the rest.
- Target Return Probabilities. You can also assess the probability of the model portfolios' performance against several target rates of return. Choose up to three target returns and five time periods. For example, determine the probability of losing money with a model portfolio over any time period.
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