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Below are links to the definitions of statistics and calculations that are used in AllocationADVISOR. All of these statistics and a few more are explained in depth in the User Manual.

· Forecasts
 
· Historical Returns
· Historical Risk (Standard Deviation)
· Historical Correlation
   
· Mean-variance Optimization
   
· Portfolio Statistics
 
· Portfolio Return
· Portfolio Risk
· R-Squared
· Residual
· Tracking Error
· Turnover
   
· Analytic Portfolio Projections
 
· Expected Return (Annualized)
· Expected Risk (Standard Deviation)
· Expected Cumulative Return
· Expected Cumulative Value
· Best/Worst Case Return (Annualized)
· Best/Worst Case Cumulative Return
· Best/Worst Case Cumulative Value
· Probability of Target Return
· Probability of Negative Return
   
· Monte Carlo Simulation
 
· Simulation (Value of Portfolio)
· Inflation Adjusted Wealth Goal/Target
· Portfolio Probabilities
· Cash Flows-Inflation Adjusted
· Cash Flows-Percent
· Trials Filter-Maximum Value
· Trials Filter-Maximum Final Value
   

 

  
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