The next Generation of Portfolio Analysis Software

One of the best ways for system traders to control the volatility of a portfolio is to trade multiple markets and systems. In fact, diversification through portfolio trading may be the closest thing to a “free lunch” that is available to traders. Portfolio Evaluator 6 is the only tool built for TradeStation that gives you everything you need to design diversified portfolios of systems.

   State-of- the-Art Portfolio Design

Construct portfolios of any size in just minutes with our easy to use Portfolio Editor feature. Adding and removing markets form your saved portfolios now takes just seconds. Our powerful database design lets you store hundreds of strategy/market combinations for use in portfolio testing.

Adjusting your portfolio studies on the fly is now easier than ever. Our Portfolio editor now supports a Date Range editor to change the historical period over which a report is generated “on the fly”. This feature alone can save you hours of work editing date ranges in TradeStation.

Taking Portfolio Reporting to a New Level

With Portfolio Evaluator 6 you will be able to view portfolio performance in a variety of manners. Did you ever want to know your portfolios maximum peak to trough drawdown? What about the percent winning months for a basket of systems and markets? How long would you have to wait between new equity peaks? What is a typical series of losing trades that you could expect to encounter given the portfolio’s historical performance? What are the least and most correlated systems and markets in your portfolio when looking at weekly returns? All of these questions and many more can be answered using Portfolio Evaluator 6.

We have built on the statistical reporting found in the TradeStation Strategy Performance Report (for which RINA Systems is the original developer) to give you a powerful array of performance reports. To increase your power to test portfolios users can now build multi time frame portfolios to add even more diversification. Portfolio Evaluator 6 supports any of the following scenarios:

• Single system applied to many markets
• Several systems applied to the same market
• Multiple systems applied to multiple markets
• Any combination of the above over multiple time frames

We know serious system developers need to analyze performance in detail. That’s why we’ve added reports like the Correlation and Return matrix will help you see how markets inside a portfolio interact and add or reduce overall returns.

Graphing Performance

We have never encountered portfolio-testing software that even comes close to Portfolio Evaluator 6 in the quantity and quality of graphs available. Portfolio Evaluator 6 has 40 built in graphs that will help you view your portfolio’s performance form a variety of perspectives including:

• Overall return (equity curves)
• Equity Curve Drawdown
• Trade Drawdown and Run-up
• Variability/Dispersion of Returns of different time frames
• Consistency of Returns
• Seasonality of Returns
• Efficiency of Trades

Portfolio Evaluator 6’s graphs also support interactive capabilities like zooming in or out in equity curves for greater resolution. In addition, users can click on the equity curve and bring up in the Trade-by-Trade report the exact trade information for any point on the equity curve. If you want to build more graphs of your own design Portfolio Evaluator 6’s equity curve data can be easily exported to Excel.

    Seamless Integration

Portfolio Evaluator 6 is the only portfolio backtesting and analysis software designed to work seamlessly with TradeStation (including versions 4, 2000i, and Pro). No need to paste in text to your system code or copy files back and forth. The software integrates with the Strategy Performance Report so all you have to do is click a button. In addition, our new xml import export capability lets you import actual trades or share data in a standard format for maximum flexibility. For those who wish to conduct additional analysis exporting reports or equity curve data to Excel takes just moments.

    Experts Agree

Portoflio Evaluator 6 has become the standard in portfolio backtesting for TradeStation with users in over 20 countries including many of the leading funds and financial institutions. Read what some of the industry's leading publications had to say about our portfolio analytics.

"It covers all the analytical bases thoroughly, and in doing so makes the potentially tedious task of profitable portfolio construction and testing a pleasure" as reviewed by Andrew Webb in Futures and OTC World.
November 1999

"The program [Portfolio Evaluator 2000] is easy to use, user friendly and provides an in-depth analysis for system testing."

as reviewed by Jayanthi Gopalakrishnan in Stocks and Commodities Magazine.
March 2000

"Overall, this suite of programs makes it easy to understand the contribution to trading system profit from market changes, money management approaches, and account funding."

In reference to Performance Suite 2000 reviewed by Roger Rines in the May 2001 issue of Futures Magazine

Click Product Ordering to purchase Portfolio Evaluator 6.

Click HERE to download the Portfolio Evaluator 6 Order Form in Adobe Acrobat format.