Our portfolio optimizer and analysis provides:

• Custom Constraint Configuration

  • Cash Constraint - set the minimum and maximum cash in the portfolio
  • Total Equity - set the minimum and maximum total equity in the portfolio
  • Single Equity - set the minimum and maximum for each equity in the portfolio
  • Total Fixed Income - set the minimum and maximum total fixed income within the portfolio
  • Single Fixed Income - AR risk number, return, sharpe ratio, correlation to S&P, dispersion, information ratio, CVaR, volatility, dividend yield, max drawdown
  • Return - set the minimum return for the portfolio
  • CVaR - set the maxium risk for the portfolio
  • Dividend - set the minimum dividend yields for the portfolio

• Portfolio Statistics

  View your portfolio statistics: actual and optimized. We provide the following statistics:

  • AR Risk Number - AllocateRite risk number, range from 1 - 20, the lower the better.
  • Return - the quantification of total gains and losses over the account's equity for a designated time frame.
  • Sharpe Ratio - a forecasted measure that indicates the average return minus the risk-free return divided by the standard deviation of return on an investment.
  • Correlation to S&P - a number from 0 to 1 that reveals how closely a portfolio tracks the benchmark (S&P).
  • Dispersion - a term used in statistics that refers to the location of a set of values relative to a mean or average level.
  • Information Ratio - the information ratio (IR) is a measurement of portfolio returns beyond the returns of a benchmark, usually an index, compared to the volatility of those returns.
  • CVaR -(Conditional Value at Risk) also known as Expected Shortfall (ES) is a statistic used to quantify the risk of a portfolio.
  • Volatility - a statistical measure of the tendency of a market or security to rise or fall sharply within a period of time – usually measured by standard deviation.
  • Dividend - the dividend yield or dividend–price ratio of a share is the dividend per share, divided by the price per share.

• Historical Stress Test

  View historical max drawdown chart. We provide data as far as year 2006.

• Risk Distribution in Portfolio

  View the risk distribution chart for your portfolio: actual and optimized.

click on the image above to see AllocateRite in action

Our platform provides:

• Strategy Report

  You created a custom strategy and wanted to share with a client? No problem; share the statistics LIVE using our CRM, discuss it, and get a buy-in, assign the strategy, construct the portfolio, execute the trades then rebalance to Model or to Drift automatically using our rebalance engine.

• Detailed Account Report

  View and export account information and statistics:

  • Account Information - total capital, daily PnL, MTD, YTD, .etc
  • Account Performance - performance chart with various benchmarks
  • Portfolio Analysis - market value, percent total assets, volatility, beta, return
  • Account Holdings - list of positions with allocation and risk distribution value
  • Account Statistics - AR risk number, return, sharpe ratio, correlation to S&P, dispersion, information ratio, CVaR, volatility, dividend yield, max drawdown
  • Stress Test - historical max drawdown chart

• Client Report

  Get a list of clients in your organization.

• Account Fee Report

  View and download detailed fee report for each account or all accounts.

• Trade History Report

  View all the trade histories for your strategies and accounts using our advanced search and filter features. Download them with one click.

• Stratege Performance Report

  View and download strategy performance data since the inception date or within a selected date range. Date, daily, MTD, YTD, and LTD values are included.

• Platform User Report

  List all the users with detailed information and status in your organization.