Calculator
Portfolio Drawdown Calculator
Calculate portfolio maximum drawdown, peak, trough, recovery date, and benchmark context from local historical price data.
Open Portfolio Drawdown CalculatorPortfolio risk tools
Free Portfolio Analysis Tools
Calculate portfolio risk, Sharpe ratio, downside risk, drawdowns and volatility using historical market data. No account is needed. Calculations use available stored history; they do not fetch live prices. If a holding has insufficient history, you will see what is missing instead of an estimated result.
How these calculators work
- Up to 10 symbols, long-only.
- Weights normalize to 100%; ticker-only input uses equal weights.
- Default lookback is 3 years with SPY benchmark context.
- Monthly target-weight rebalancing and at least 252 shared return observations.
- Risk-free rate defaults to 0% and can be overridden.
Calculator
Portfolio Volatility Calculator
Calculate annualized portfolio volatility from normalized holdings and local historical prices, with Sharpe, Sortino, drawdown, and SPY context.
Open Portfolio Volatility CalculatorCalculator
Sharpe Ratio Calculator
Calculate a portfolio Sharpe ratio from local historical prices, with normalized weights, a risk-free rate override, and SPY benchmark context.
Open Sharpe Ratio CalculatorCalculator
Sortino Ratio Calculator
Calculate a portfolio Sortino ratio using downside deviation, normalized weights, a risk-free rate override, and local historical price data.
Open Sortino Ratio CalculatorHistorical return basis
Historical returns use dividend-adjusted prices from Regivion's stored database. If dividend-adjusted data is not available for the submitted symbols, the calculator shows a clean missing-data message instead of falling back to raw close prices.