Portfolio projections allow AllocationADVISOR users to project future performance for portfolios along the frontier. Users select an initial portfolio value and time horizon for these calculations. In addition, users can enter target returns and the allocation of a current portfolio.

AllocationADVISOR automatically calculates a set of projections for each of the portfolios along the frontier. AllocationADVISOR's flexible graphics allow you to view these statistics in different combinations for multiple time periods in both graphs and tables. The projections include:

• Expected return
• Expected risk
• Best and worst case returns
• Probability of reaching the target return
• Probability of a negative return
• Tracking to benchmark