folionomiq.com

Measure a portfolio from its price history: how many independent bets it really holds (effective bets), which holding carries risk out of line with its money, what it owns through its funds (with how much of the money that view covers), what past crises did to it in money with the time it took to come back, and the engine's full report with every figure numbered F1, F2… beside the method that produced it.

Measure up to eight portfolios over one shared window of price history: growth, volatility, worst fall, and how each moved against the others.

Measure a change before it is made: the current portfolio and the proposed one on the same price history — structure, risk, worst falls, and what the change adds or removes.

Find the ticker for a fund or company by name, ticker fragment or ISIN, with the exchange it trades on.

Say which tickers have usable price history for a measurement, which do not, and the closest listing where a symbol is ambiguous.

How many independent bets the holdings add up to (from how they move together, not how many tickers there are), each holding's share of the risk beside its share of the money, and the same over recent years only.

The companies owned through the funds, added up across funds: the largest names with their share of the whole portfolio, names reached through more than one fund, sectors, and how much of the money this view covers (funds publish their largest holdings, so the figures are minimums).

Replays the holdings through past crises (2008, 2020, 2022 and others inside their price history): the fall, the worst day, and the days it took to come back.

The engine's written report on the portfolio: every figure numbered F1, F2… beside the method and window that produced it, plus a short receipt.

How the portfolio's daily moves line up with the market, small versus large companies, value versus growth, and momentum (a four-factor regression), with which sensitivities are distinguishable from zero and how much of the movement the patterns explain.

How much of the portfolio is priced outside the base currency, and what exchange-rate moves added to its growth, volatility and worst fall compared with the same holdings currency-hedged.

The portfolio read along separate axes (what the risk is built from, how it held up in crises, and others), each answering one question with the figures behind it.

One holding measured at every weight from none to all, the rest of the money redistributed in proportion: volatility, that holding's share of the risk and the independent bets at each point, and whether most of the change comes from the first slice.

Starts from a loss the reader cannot absorb and reports the least extreme combination of market moves that would produce it, beside the worst each of those moves actually did in the record.

What the mix returned over its record: growth per year (and after inflation), best and worst months and years, the range of any 12 months in a row, monthly returns by year, and how far the weights drift between rebalances.

A few findings in plain words (what the risk is built from, the worst historical shock), each with the evidence and window it rests on.

The latest daily close per ticker, in the base currency and in its own, with the date.

One fund or share: name, type, exchange, yearly cost, its measured return, volatility and worst fall, and for a fund its largest holdings and sectors.

4,000 paths resampled from the portfolio's own price history: where the middle path and the outer tenths end after the years asked, in money and in today's money, and the share of paths ending below what was put in.

Tests an allocation method honestly: refit on the years before each date, hold it on prices it had not seen, repeat, and compare that record with the portfolio actually held and with equal weight.

Measure one addition on the portfolio it would join, in the order a person asks: how much of it they already own (for a fund, the share of its money in companies already held, from its SEC filing when there is one), whether it adds an independent bet, and what past crises would have done to the money with it.

Replays yearly withdrawals, raised with real inflation, on the portfolio's own monthly history from every month the record allows as a start: in how many starts the money lasted the full span, how many ran out and when, the lowest point from the worst start, and the highest yearly rate that ran out from no start in the record (this portfolio's own historical safe rate).