InvestSpy brings professional portfolio risk analysis tools to retail investors and financial advisors. Our service enables investors to complement their existing trading and investing strategies with a new quantitative perspective that was previously unavailable either due to lack of knowledge or resources. We make it simple and free of charge.


Our calculator provides


Portfolio risk statistics. Risk contributions, volatility, beta, value at risk (VaR) and maximum drawdown estimates help you understand your existing portfolio better and quantify the impact of new positions.
Correlation between portfolio holdings. Analyze the interaction between securities and assess the extent of the diversification benefit with intra-portfolio correlation (IPC).
Wide universe of securities. Our calculator utilizes publicly available historical data provided by Yahoo! Finance that covers thousands of stocks and ETFs listed on major exchanges worldwide.

Try the calculator


Approach

InvestSpy aims at simplicity, thus the calculations employ a basic form of statistical models. Users will find it easy to replicate the results using standard formulas in statistical software packages. For more information about InvestSpy's approach, please refer to the Approach and FAQ sections.