Portfolio analysis and simulation
Set asset weights, compare rebalancing schedules, and inspect a detailed risk tear sheet.
Weight a basket, then read its risk tear sheet.
Pyon's portfolio simulator takes a weighted basket of assets and replays it on adjusted daily prices. You choose the positions and weights. The simulator can rebalance on a monthly, quarterly, or yearly schedule, or leave weights to drift, then compare the result with an optional benchmark.
The tear sheet reports CAGR, volatility, Sharpe, Sortino, Calmar, maximum drawdown, daily VaR and CVaR, monthly returns, rolling Sharpe, per-asset contribution, and a correlation matrix. These are portfolio simulation metrics, separate from the strategy backtest. Pyon does not currently choose optimal weights or automatically enforce a risk budget.
User-set weights
Choose a basket and its target weights, or let unspecified weights be split evenly.
Risk tear sheet
Inspect drawdown, volatility, Sharpe, Sortino, Calmar, VaR, and CVaR for the simulated basket.
Periodic rebalancing
Compare none, monthly, quarterly, and yearly rebalancing in a historical simulation.
Contribution and correlation
See each asset's contribution, benchmark comparison, and the asset correlation matrix.
Frequently asked questions
Does Pyon choose an optimal allocation?
No. You set the assets and weights for the simulation. The tear sheet helps you inspect the result, but it does not recommend mean-variance or risk-parity weights.
Which risk metrics are included?
The portfolio tear sheet includes CAGR, volatility, Sharpe, Sortino, Calmar, maximum drawdown, daily VaR and CVaR, rolling Sharpe, and optional benchmark beta. Strategy backtests report a smaller, separate set of metrics.
Can I test rebalancing?
Yes. The simulator supports no rebalance or a monthly, quarterly, or yearly schedule. It does not run drift-triggered or regime-triggered automatic rebalancing.
Does the simulation trade my account?
No. This page describes a historical weighted-basket simulation. It is analysis, not an order to a connected broker.