EQUAL-AR Calculator

EQUAL-AR (Edelweiss Quant Algorithms - Absolute Return) is a multi factor quantitative model portfolio.


Asset Allocation Scenario Analyzer


Few Illustrations


Calculator


Scenario 1Scenario 2
EQUITY100%0%
DEBT0%100%
EQUAL-AR0%0%
200545.2%4.9%
200644.3%5.3%
200757.2%8.2%
2008-46.9%15.5%
200986.7%1.5%
201020.9%5%
2011-21.3%8.1%
201231.4%10.6%
20134.9%5.5%
201441.5%13.9%
2015-1.3%6.8%
2016*5.8%4.9%
Total17.5%7.5%
Volatility (Std. Dev. of returns)20.6%2.4%
Drawdown (Max pain suffered)-54.4%-6.3%
Sharpe Ratio0.5-0.2
Positive Quarters3043
Negative Quarters163
Calculate your scenario
and check the impact of adding
EQUAL-AR model to your portfolio
Scenario 1
Equity Debt Equal-AR Total
100% 0% 0% 100%
Scenario 2
Equity Debt Equal-AR Total
0% 100% 0% 100%
Calculate Scenario 3
Equity Debt Equal-AR Total
0% 0% 100% 100%
Calculate Scenario 4
Equity Debt Equal-AR Total
30% 50% 20% 100%
Calculate Scenario 5
Equity Debt Equal-AR Total
80% 20% 0% 100%
 

* Returns for 2016 are updated till June 30, 2016. Returns are updated bi-annually

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