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| | | | Sample Graphs | | | | | Frontier Area | | Displays asset class mixes along the efficient frontier and their corresponding risk level (standard deviation), or position on the frontier. |
| |  | 1.0M | |
| | | | Efficient Frontier | | Generates efficient frontiers using mean-variance optimization and Monte Carlo simulation. Applies the Morningstar® EnCorr® proprietary resampling technique to produce better-diversified portfolios with more robust performance. |
| | | 191K | |
| | | | Monte Carlo Simulation | | Incorporates constraints, liabilities, and spending rates. Forecasts target probabilities, target wealth, and return percentiles for efficient portfolios. |
| | | 215K | |
| | | | Over/Under Funded | | Depicts the distribution of available funds for both investing assets (with their simulated returns) and spending liabilities over time. |
| | | 476K | |
| | | | Scenario Builder | | Singles out specific timeframes for examination, and performs "what if" analyses. Demonstrates how investment vehicles perform under various market and economic conditions, like rising or falling inflationary periods. |
| | | 539K | |
| | | | Rolling Style Drift | | Evaluates consistency over time with returns-based style analysis. Determines a manager's long-term style, displays deviations, and analyzes the value-added return. |
| | | 234K | |
| | | | Rolling Style Distribution | | Identifies the effect of policy, timing, and investment selection decisions. Displays and ranks peer group performance during a specific timeframe or since inception. |
| | | 622K | |
| | | | Equity Scatter Plot | | Compares the holdings of various funds to identify their style and determine whether they would fit within a particular portfolio. |
| | | 199K | |
| | | | Alpha vs. Tracking Error | | Charts prospective manager mixes and their respective returns per given risk level, due to deviations from the original asset allocation target portfolio. |
| | | 761K | |
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