Asset Allocation for Investment Indices, Hedge Funds or Managers. Optimize up to 100 Investments.

Create Custom Marketing Material: Compose your own report page containing any of LaPorte's graphs, customized statistical tables, paragraphs of descriptive text and your favorite pictures. Create several reports, each with a different purpose and LaPorte will save the format to be re-used again. Apply the same report format to one or more funds or managers, for inclusion in your marketing materials or prospectus.
(Click here for details and samples!)

Maintain Investment Databases: You can subscribe to any of LaPorte's databases including hedge fund data or worldwide index data. Additionally, you can key manager or fund data directly into LaPorte for yourself or import data from other programs.

Search for the Best Funds or Managers: LaPorte's 105 statistical measures allow you to evaluate the risk/reward characteristics of a manager, a fund or a portfolio in more depth than any other asset allocation software product available today. Extensive absolute, relative and percentile comparisons offer a comprehensive look into the historical behavior of investments during different market and economic conditions. Statistical evaluations may be applied to any selected historical date range, not just the last month, year, 5 years, etc..
(Click here for a list of LaPorte's statistical measures)

Optimize Asset Allocations: LaPorte's asset allocation capability utilizes the Markowitz Model. This employs a quadratic optimizer, allowing you to trade off portfolio risk versus return. Various risk measures are available in addition to the traditional use of standard deviation. Such measures as Sharpe ratio, probability of loss and probability of failed target return may be employed as the risk measure. Upper and lower bound constraints are allowed for each investment's allocation. Investment class constraints are also allowed. A state-of-the-art procedure is available to help you discover how much to leverage up a portfolio.
(Click here for details on borrow-to-leverage)

Plot your Favorite Graphs: Generate the following graph types. Then, print or export the graphs as graphic files for use in your marketing materials. For a sample of a specific type of graph, click on the type of graph below.

Generate Statistical Reports: Print or export a wide range of reports. Report controls include selectable fonts, the ability to sort by any factor and the option to move or mask out columns of information. For a sample of a specific type of report, click on the name below.