The conditional simulation tool helps you evaluate the range of future performance that you might receive based on the important factors you have identified. Select the range of factor values you believe are likely to occur in the future. The simulator will find all historical time periods when the factor values were in effect. Based on these periods, DynaPorte simulates what your portfolio might do in the future.
- Select any forecasting horizon length of time.
- Allow your portfolio to be rebalanced at regular intervals.
- Observe which periods of history meet your expected factor ranges.
- Evaluate future performance distributions for 16 different statistical measures.