Portfolio Management
Set My Asset Allocation Out
$21.99 · Designed for iPad. Not verified for macOS.
Are you a student, professor, or professional in the field of portfolio management? Quickly simulate and optimize portfolio risk or Sharpe ratio based on user inputs!
Need to quickly verify asset allocation results prepared by your students or cross-check outcomes during a meeting? This app is designed for you!
- User friendly Portfolio management tool & optimizer (including efficient frontier visualization functionality - for the best view of the chart on an iPhone, please rotate your device to landscape mode)
- Very simple to use: no external data to upload, every assumptions are set out manually by the user (everything offline)
- Asset Allocation Definition: Manually adjust weight parameters or utilize our Optimizer for automatic adjustments. 4 optimization strategies are available with the possibility of setting constraints (maximum risk, minimum return or fixed individual weights): portfolio return maximization, risk minimization, Sharpe ratio maximization, or risk parity.
- You can define your portfolio by adding either individual assets (stocks, bonds, etc.) or asset classes (equities, fixed income, real estate, etc.).
- Each asset or asset class is incorporated into the portfolio based on user-defined individual characteristics: weight, risk (standard deviation), and expected return, all provided in decimal format.
- Correlation/Covariance matrix can be set out (and updated) manually by the user for each pair of asset through a dedicated entry (use the application either under correlation or covariance input modes)
- Asset allocation cases can be stored in your mobile so that you can access it anytime offline, modify/update underlying assumptions, and are listed in a recap table
- Export easily your simulations by email (.csv files, containing portfolio/assets data & correlation/covariance matrix, are automatically generated and attached to the email)
- New functionalities:
==> Raw Data Import/Export: The "Raw Data Import/Export" feature facilitates the transfer of asset allocation and portfolio cases between users. You can import or export asset allocation data, enabling collaboration among users the app. After importing data on your phone by copying and pasting the received raw data from an email into the dedicated text editor, you can modify the asset allocation and send the updated data back to your collaborator. This enhancement fosters collaboration and exchange of asset allocation simulations among multiple users of the Portfolio Management app.
==> Return Data Statistical Analysis Tool: Our app now includes a statistical analysis tool for return data. You can copy and paste return series for Asset "A" and Asset "B" into the text editor, specifying the desired CSV separator. The tool generates descriptive statistics such as mean and standard deviation for each asset, as well as the correlation and covariance between Asset A and B. Additionally, there's a button to automatically generate random return series for both assets, facilitating quick testing. You can transfer the individual results (mean return & risk) to the main menu to create and include assets with these features in your current allocation.
- Quick Start User guide included
This app is ideal for:
i) Professionals in the portfolio management field seeking rapid definition and/or optimization of asset allocation based on user-defined key assumptions for each individual asset (expected return, standard deviation, weight), as well as inputs for correlation/covariance pairs.
ii) Students studying portfolio management or preparing for portfolio management certificates, looking to efficiently test and simulate case studies.
iii) Professors teaching portfolio management, whether to illustrate case studies to students or to verify and assess results.
**** Once purchased, you have full access to all functionalities offered by the app. There are no in-app purchases or subscriptions. ****
**** Enjoy an ad-free experience with our app! We guarantee a seamless experience without any interruptions from advertisements. ****
more - Minor layout update
**** Once purchased, you have full access to all functionalities offered by the app. There are no hidden in-app purchases or subscriptions. ****
**** Enjoy an ad-free experience with our app! We guarantee a seamless experience without any interruptions from advertisements. ****
2.4.4 06/08/2024
- Minor layout update
**** Once purchased, you have full access to all functionalities offered by the app. There are no hidden in-app purchases or subscriptions. ****
**** Enjoy an ad-free experience with our app! We guarantee a seamless experience without any interruptions from advertisements. ****
2.4.3 06/07/2024
- Optimizer tool update: ability to set fixed weight constraints for assets in your portfolio.
- Minor layout update
**** Once purchased, you have full access to all functionalities offered by the app. There are no hidden in-app purchases or subscriptions. ****
**** Enjoy an ad-free experience with our app! We guarantee a seamless experience without any interruptions from advertisements. ****
2.4.2 06/02/2024
- Optimizer tool update: ability to set fixed weight constraints for assets in your portfolio.
- Minor layout update
**** Once purchased, you have full access to all functionalities offered by the app. There are no hidden in-app purchases or subscriptions. ****
**** Enjoy an ad-free experience with our app! We guarantee a seamless experience without any interruptions from advertisements. ****
2.4.1 06/01/2024
1/ In addition to the existing randomize button, which enables simulation of a random weights asset allocation, we've introduced a new 'weights equalizer' button. This new feature swiftly simulates an equalized weights asset allocation.
2/ Update of the Optimizer Tool: introducing Risk Parity Optimization!
Alongside our three initial portfolio optimization strategies (risk minimization, return maximization, Sharpe ratio maximization) based on mean-variance theory (i.e., finding the optimal portfolio lying on the efficient frontier), your app now offers to find the optimal risk parity portfolio that equalizes the risk contributions of portfolio assets.
What's Risk Parity? It's about equalizing the risk contribution of portfolio assets, ensuring a balanced allocation regardless of asset class. With risk parity optimization, investors aim to distribute risk equally among the assets in their portfolio.
-> Automatically balance assets based on their risk contributions to the portfolio.
-> Diversify smarter and confidently.
-> Rebalancing ensures that the portfolio maintains its risk parity allocation over time, particularly as market conditions change. Utilizing the optimizer within the app allows for seamless rebalancing, ensuring that asset allocations are adjusted according to the latest risk parity optimization results.
-> Discover the power of Risk Parity in optimizing your portfolio.
Upgrade now to optimize with the Risk Parity option!
2/ Minor layout updates
Don't forget to leave us a comment or rating on the store!
Thank you for being part of our user community.
2.3.2 05/20/2024
1/ Update of the Optimizer Tool: introducing Risk Parity Optimization!
Alongside our three initial portfolio optimization strategies (risk minimization, return maximization, Sharpe ratio maximization) based on mean-variance theory (i.e., finding the optimal portfolio lying on the efficient frontier), your app now offers to find the optimal risk parity portfolio that equalizes the risk contributions of portfolio assets.
What's Risk Parity? It's about equalizing the risk contribution of portfolio assets, ensuring a balanced allocation regardless of asset class. With risk parity optimization, investors aim to distribute risk equally among the assets in their portfolio.
-> Automatically balance assets based on their risk contributions to the portfolio.
-> Diversify smarter and confidently.
-> Rebalancing ensures that the portfolio maintains its risk parity allocation over time, particularly as market conditions change. Utilizing the optimizer within the app allows for seamless rebalancing, ensuring that asset allocations are adjusted according to the latest risk parity optimization results.
-> Discover the power of Risk Parity in optimizing your portfolio.
Upgrade now to optimize with the Risk Parity option!
2/ Minor layout updates
Don't forget to leave us a comment or rating on the store!
Thank you for being part of our user community.
2.3.1 05/20/2024
Update of the data statistical analysis tool:
- Minor layout updates
- the app now offers users the option to choose between sample-based (Bessel's correction) and population-based for standard deviation/covariance calculations.
2.2.6 05/12/2024
Update of the data statistical analysis section: the app now offers users the option to choose between sample-based (Bessel's correction) and population-based for standard deviation/covariance calculations.
2.2.5 05/12/2024
Slight update of our new tool, the CSV Data Stats Analysis tool (presented below).
-> Latest update: You can now generate random CSV data series containing 12 returns for each asset, allowing you to test the functionality through the simulation of scenarios of returns for Asset A and Asset B.
We're pleased to announce the latest update to our app, introducing the CSV Data Stats Analysis tool!
With this new feature, you can now analyze a series of returns for Asset A and Asset B (using the same number of returns in each series). The tool allows you to estimate key statistics for each asset (mean return and standard deviation), as well as estimate the correlation and covariance between the two defined assets.
Key Features:
- Estimate mean return and standard deviation for each asset.
- Estimate correlation and covariance between Asset A and Asset B.
Data Input Requirements:
Please ensure that your data is populated and pasted into the dedicated text editors in CSV format. By default, the data separator is set to ';', but it can be modified by the user if a different separator is used, via the dedicated separator textbox.
Integration with Existing Modules:
The results generated by the CSV Data Stats Analysis tool can be seamlessly integrated into the app's existing functionalities. You can use the estimated statistics (asset mean return & risk) to set out the individual parameters for each asset inserted in the simulated portfolio through the entries located at the beginning of the application ("Asset Risk" and "Asset Expected Return" entries). Additionally, you can define the correlation/covariance matrix in the usual correlation/covariance matrix section, leveraging the analyzed data and related results.
2.2.4 04/19/2024
Slight update of our new tool, the CSV Data Stats Analysis tool (presented below):
-> Latest update: You can now generate random CSV data series containing 12 returns for each asset, allowing you to test the functionality through the simulation of scenarios of returns for Asset A and Asset B.
We're pleased to announce the latest update to our app, introducing the CSV Data Stats Analysis tool!
With this new feature, you can now analyze a series of returns for Asset A and Asset B (using the same number of returns in each series). The tool allows you to estimate key statistics for each asset (mean return and standard deviation), as well as estimate the correlation and covariance between the two defined assets.
Key Features:
- Estimate mean return and standard deviation for each asset.
- Estimate correlation and covariance between Asset A and Asset B.
Data Input Requirements:
Please ensure that your data is populated and pasted into the dedicated text editors in CSV format. By default, the data separator is set to ';', but it can be modified by the user if a different separator is used, via the dedicated separator textbox.
Integration with Existing Modules:
The results generated by the CSV Data Stats Analysis tool can be seamlessly integrated into the app's existing functionalities. You can use the estimated statistics (asset mean return & risk) to set out the individual parameters for each asset inserted in the simulated portfolio through the entries located at the beginning of the application ("Asset Risk" and "Asset Expected Return" entries). Additionally, you can define the correlation/covariance matrix in the usual correlation/covariance matrix section, leveraging the analyzed data and related results.
2.2.3 04/10/2024
Slight update of our new tool, the CSV Data Stats Analysis tool (presented below).
We're pleased to announce the latest update to our app, introducing the CSV Data Stats Analysis tool!
With this new feature, you can now analyze a series of returns for Asset A and Asset B (using the same number of returns in each series). The tool allows you to estimate key statistics for each asset (mean return and standard deviation), as well as estimate the correlation and covariance between the two defined assets.
Key Features:
- Estimate mean return and standard deviation for each asset.
- Estimate correlation and covariance between Asset A and Asset B.
Data Input Requirements:
Please ensure that your data is populated and pasted into the dedicated text editors in CSV format. By default, the data separator is set to ';', but it can be modified by the user if a different separator is used, via the dedicated separator textbox.
Integration with Existing Modules:
The results generated by the CSV Data Stats Analysis tool can be seamlessly integrated into the app's existing functionalities. You can use the estimated statistics (asset mean return & risk) to set out the individual parameters for each asset inserted in the simulated portfolio through the entries located at the beginning of the application ("Asset Risk" and "Asset Expected Return" entries). Additionally, you can define the correlation/covariance matrix in the usual correlation/covariance matrix section, leveraging the analyzed data and related results.
2.2.2 04/08/2024
We're excited to announce the latest update to our app, introducing the CSV Data Stats Analysis tool!
With this new feature, you can now analyze a series of returns for Asset A and Asset B, provided they have the same number of returns in each series. The tool allows you to estimate key statistics for each asset, including mean and standard deviation, as well as estimate the correlation and covariance between the two defined assets.
Key Features:
- Estimate mean and standard deviation for each asset.
- Estimate correlation and covariance between Asset A and Asset B.
Data Input Requirements:
Please ensure that your data is populated and pasted into the dedicated text editors in CSV format. By default, the data separator is set to ';', but it can be modified by the user if a different separator is used, via the dedicated separator textbox.
Integration with Existing Modules:
The results generated by the CSV Data Stats Analysis tool can be seamlessly integrated into the app's existing functionalities. You can use the estimated statistics (asset return & risk) in the individual parameter entry module for each asset (located at the beginning of the application). Additionally, you can define the correlation/covariance matrix in the usual correlation matrix section, leveraging the analyzed data and related results.
Disclaimer:
It's important to note that the results provided by the CSV Data Stats Analysis tool are estimations only. We cannot guarantee the accuracy of the calculations due to potential limitations in data quality or calculation methods. Therefore, it's essential to use the tool with caution, understanding the inherent risks of approximation in the results.
Legal Disclaimer:
We hereby disclaim any responsibility or liability for the use of the results generated by the tool. Users are advised to interpret the results with caution and assume all risks associated with their use. By utilizing the CSV Data Stats Analysis tool, users acknowledge and accept these terms.
2.2.1 04/01/2024
Minor update of the raw data import functionality: With the new feature of importing raw data, the project name, if provided by the sender of the raw data, can now also be imported and recorded. A prefix "I - " will be added to indicate that it is an imported asset allocation case (this prefix can be then edited, amended or deleted by the receiving user, as well as the project name itself).
2.1.4 03/31/2024
=> Minor layout updates.
We are thrilled to announce a significant update to our application, introducing a powerful feature that enhances collaboration and sharing of Asset Allocation simulations between users of the Portfolio Management app. With the latest release, users can now leverage the "Raw Data Import/Export" functionality to seamlessly exchange and load Asset Allocation cases from one user to another.
We believe that this enhancement will significantly improve the user experience and foster collaboration among our valued Portfolio Management app users.
Here's below how it works:
1/ User A initiates the process:
- Open the Portfolio Management app and navigate to the simulation you want to share.
- Tap on the "Export Raw Data" button.
2/ User A composes an Email:
- The app will generate an email with the raw data text block already populated in the email body.
- If User A doesn't use the iPhone's default email application, it is alternatively possible to copy the raw text data block from the primary text area within the app and then paste it into a preferred alternative transfer method such as an email, SMS, or any other application.
- Select the recipient (User B) and send the email.
3/ User B Receives the Email:
- Upon receiving the email, User B can open it and locate the raw text data block.
4/ Importing Raw Data:
- Open the Portfolio Management App and go to the corresponding simulation screen.
- Paste the raw data block into the dedicated text area.
- While copy-pasting the above data to import this Asset Allocation case on your mobile phone by using the Raw Data Import functionality of the Portfolio Management App, please paste them as is, maintaining line breaks, and without adding or modifying anything in the presentation or the format of the data (however you can still manually modify numbers). Please also, only copy paste strictly the raw data and not the introductory and conclusive parts of the email content.
5/ Import and Apply to Current Asset Allocation:
- Click the "Import and Apply Allocation" button.
=> In just a few simple steps, User B can now load and view the Asset Allocation case simulated by User A and EV will be instantaneously calculated based upon the raw data loaded. This streamlined process facilitates quick sharing and communication of envisioned scenarios, making collaboration between users or team members more efficient.
=>**Important Note: Regional Formatting Differences**
If User A and User B are in distinct geographical regions that use different conventions for decimal separators (e.g., comma or period), there might be formatting intermediary adaptation needs when importing raw data. Therefore, in such case, it could be necessary to adjust accordingly the text block of the raw data to adapt thousand and decimal separators to your own local thousand and decimal conventions to ensure proper treatment of the raw data by the application of the recipient (User B in our example).
After import, your active current Asset Allocation case as User B (recipient of the raw data) will be identical to the one set out by User A (sender of the raw data) on his phone and will also include the correlations/covariances matrix defined by User A in his/her Asset Allocation simulation.
When copying the raw data received by email, please only extract the data located between the "-----------------" separators at the top and bottom of the data block. Exclude the introductory and concluding messages from this email. For the proper functioning of the raw data import feature, and in case you want to introduce separators in the name of your assets, you must use underscores ("_"), periods ("."), or spaces as separators in asset names. However, hyphens ("-") and semicolons (";") are not allowed as separators in the asset names for a proper functioning of the import raw data functionality.
2.1.3 01/26/2024
=> Minor update of the Raw Data Import Functionality, recently launched (update of the user guide regarding this new functionality).
We are thrilled to announce a significant update to our application, introducing a powerful feature that enhances collaboration and sharing of Asset Allocation simulations between users of the Portfolio Management app. With the latest release, users can now leverage the "Raw Data Import/Export" functionality to seamlessly exchange and load Asset Allocation cases from one user to another.
We believe that this enhancement will significantly improve the user experience and foster collaboration among our valued Portfolio Management app users.
Here's below how it works:
1/ User A initiates the process:
- Open the Portfolio Management app and navigate to the simulation you want to share.
- Tap on the "Export Raw Data" button.
2/ User A composes an Email:
- The app will generate an email with the raw data text block already populated in the email body.
- If User A doesn't use the iPhone's default email application, it is alternatively possible to copy the raw text data block from the primary text area within the app and then paste it into a preferred alternative transfer method such as an email, SMS, or any other application.
- Select the recipient (User B) and send the email.
3/ User B Receives the Email:
- Upon receiving the email, User B can open it and locate the raw text data block.
4/ Importing Raw Data:
- Open the Portfolio Management App and go to the corresponding simulation screen.
- Paste the raw data block into the dedicated text area.
- While copy-pasting the above data to import this Asset Allocation case on your mobile phone by using the Raw Data Import functionality of the Portfolio Management App, please paste them as is, maintaining line breaks, and without adding or modifying anything in the presentation or the format of the data (however you can still manually modify numbers). Please also, only copy paste strictly the raw data and not the introductory and conclusive parts of the email content.
5/ Import and Apply to Current Asset Allocation:
- Click the "Import and Apply Allocation" button.
=> In just a few simple steps, User B can now load and view the Asset Allocation case simulated by User A and EV will be instantaneously calculated based upon the raw data loaded. This streamlined process facilitates quick sharing and communication of envisioned scenarios, making collaboration between users or team members more efficient.
=>**Important Note: Regional Formatting Differences**
If User A and User B are in distinct geographical regions that use different conventions for decimal separators (e.g., comma or period), there might be formatting intermediary adaptation needs when importing raw data. Therefore, in such case, it could be necessary to adjust accordingly the text block of the raw data to adapt thousand and decimal separators to your own local thousand and decimal conventions to ensure proper treatment of the raw data by the application of the recipient (User B in our example).
After import, your active current Asset Allocation case as User B (recipient of the raw data) will be identical to the one set out by User A (sender of the raw data) on his phone and will also include the correlations/covariances matrix defined by User A in his/her Asset Allocation simulation.
When copying the raw data received by email, please only extract the data located between the "-----------------" separators at the top and bottom of the data block. Exclude the introductory and concluding messages from this email. For the proper functioning of the raw data import feature, and in case you want to introduce separators in the name of your assets, you must use underscores ("_"), periods ("."), or spaces as separators in asset names. However, hyphens ("-") and semicolons (";") are not allowed as separators in the asset names for a proper functioning of the import raw data functionality.
2.1.2 01/25/2024
We are thrilled to announce a significant update to our application, introducing a powerful feature that enhances collaboration and sharing of Asset Allocation simulations between users of the Portfolio Management app. With the latest release, users can now leverage the "Raw Data Import/Export" functionality to seamlessly exchange and load Asset Allocation cases from one user to another.
We believe that this enhancement will significantly improve the user experience and foster collaboration among our valued Portfolio Management app users.
Here's below how it works:
1/ User A initiates the process:
- Open the Portfolio Management app and navigate to the simulation you want to share.
- Tap on the "Export Raw Data" button.
2/ User A composes an Email:
- The app will generate an email with the raw data text block already populated in the email body.
- If User A doesn't use the iPhone's default email application, it is alternatively possible to copy the raw text data block from the primary text area within the app and then paste it into a preferred alternative transfer method such as an email, SMS, or any other application.
- Select the recipient (User B) and send the email.
3/ User B Receives the Email:
- Upon receiving the email, User B can open it and locate the raw text data block.
4/ Importing Raw Data:
- Open the Portfolio Management App and go to the corresponding simulation screen.
- Paste the raw data block into the dedicated text area.
- While copy-pasting the above data to import this Asset Allocation case on your mobile phone by using the Raw Data Import functionality of the Portfolio Management App, please paste them as is, maintaining line breaks, and without adding or modifying anything in the presentation or the format of the data (however you can still manually modify numbers). Please also, only copy paste strictly the raw data and not the introductory and conclusive parts of the email content.
5/ Import and Apply to Current Asset Allocation:
- Click the "Import and Apply Allocation" button.
=> In just a few simple steps, User B can now load and view the Asset Allocation case simulated by User A and EV will be instantaneously calculated based upon the raw data loaded. This streamlined process facilitates quick sharing and communication of envisioned scenarios, making collaboration between users or team members more efficient.
=>**Important Note: Regional Formatting Differences**
If User A and User B are in distinct geographical regions that use different conventions for decimal separators (e.g., comma or period), there might be formatting intermediary adaptation needs when importing raw data. Therefore, in such case, it could be necessary to adjust accordingly the text block of the raw data to adapt thousand and decimal separators to your own local thousand and decimal conventions to ensure proper treatment of the raw data by the application of the recipient (User B in our example).
After import, your active current Asset Allocation case as User B (recipient of the raw data) will be identical to the one set out by User A (sender of the raw data) on his phone and will also include the correlations/covariances matrix defined by User A in his/her Asset Allocation simulation.
When copying the raw data received by email, please only extract the data located between the "-----------------" separators at the top and bottom of the data block. Exclude the introductory and concluding messages from this email. For the proper functioning of the raw data import feature, and in case you want to introduce separators in the name of your assets, you must use underscores ("_"), periods ("."), or spaces as separators in asset names. However, hyphens ("-") and semicolons (";") are not allowed as separators in the asset names for a proper functionning of the import raw data functionality.
2.1 01/22/2024
- Optimizer update: 3 accuracy levels are now available: low, medium and high
1.36 12/23/2023
- Standardization of risk-free rate input format: The risk-free rate input must be entered as a decimal number, following the same format as the other inputs (risk, return, weight, and correlation/covariance inputs).
1.35 12/04/2023
Minor update for improved input validation: from now, if you enter data in an incorrect format, you'll receive a helpful warning message to alert you.
1.34 09/03/2023
Formatting & Display Updates.
1.32 06/25/2023
- Optimizer update: run time and accuracy improvement
1.31 06/11/2023
- Display update: portfolio variance is shown as a decimal number.
1.30.2 05/29/2023
- Variance of the portfolio is also displayed as an output, alongside portfolio standard deviation.
1.30 05/28/2023
- "Randomize current allocation" button added: you can now set out an asset allocation based upon random weights (this functionality works only if an asset allocation has been initially created and set out).
- User guide
- Disclaimer
1.29.3 05/23/2023
- Optimizer update: improved speed and accuracy
- Display of warning messages asking the user to confirm deletion of asset data or historical simulations stored in the phone (clicking "No" allows you to cancel unvolontary deletion resulting from a missed click)
- Minor layout improvements
1.29.2 05/20/2023
- Minor layout update
**** Once purchased, you have full access to all functionalities offered by the app. There are no hidden in-app purchases or subscriptions. ****
**** Enjoy an ad-free experience with our app! We guarantee a seamless experience without any interruptions from advertisements. ****
more Version 2.4.4 06/08/2024
Data Not Collected The developer does not collect any data from this app.
