EFuturesCFO · Financial Services Suite
Portfolio Risk & Return Modeler
Model asset allocation scenarios, expected return vs volatility, Sharpe ratio, and projected outcomes across multiple time horizons with scenario analysis.
Executive Summary
Projected Growth
Asset Allocation
Optimization Levers
Methodology
Portfolio Return = Σ(Weight × Asset Return). Portfolio Vol = √Σ(Weight × Vol)² (simplified, assumes partial correlation). Sharpe = (Return − Rf) ÷ Vol. Max Drawdown ≈ 2.5 × Vol (historical approximation). VaR(95%) = Portfolio × (Return − 1.65 × Vol). Projections use geometric compounding. This is a simplified model; actual results depend on correlations, fat tails, and market conditions.