What it does
PortfolioMetrics provides portfolio backtesting, allocation optimization and Monte Carlo simulations for stocks, funds and other supported assets. Core tools work without an account. Paid plans increase analysis and saving limits, while professional plans add commercial use and client reports.
PortfolioMetrics separates a historical backtest from future simulations and allocation optimization. Its asset search accepts a ticker, company name or ISIN, including listings from several international markets. Historical coverage varies by asset.
To build a test, choose Add Asset or import a CSV, then enter percentage allocations or use share quantities. Set the start and end dates, initial value, base currency and benchmark. Rebalancing and cash-flow controls let you model contributions or withdrawals; the dividend setting determines whether distributions are reinvested. Submit the portfolio to inspect performance, risk, asset comparisons and simulation results.
Use Use in Optimization to explore another allocation. Available objectives include minimum volatility, maximum Sharpe ratio and risk parity. A resulting allocation can be backtested again. Keeping the original report makes it easier to see what changed when weights or assumptions change.
| Plan | USD price | Selected limits and purpose |
|---|---|---|
| Free | $0 | 25 assets, 10 saved reports, one saved portfolio and one-year Monte Carlo horizon |
| Premium | $12 per month, billed annually | 200 assets, 100 saved reports, 10 saved portfolios and eight monthly AI credits |
| Pro | $40 per month, billed annually | Unlimited assets and saved reports, branded PDFs, commercial use and 30 monthly AI credits |
| Enterprise | Custom quote | API access and enterprise arrangements |
The core analysis can be used without registration; saving work uses an account. Free and Premium are for personal, noncommercial use. AI credits expire each month. The assistant can discuss portfolio reports, but its analysis remains dependent on the historical data and assumptions in the model.
Strengths
- Core backtesting and optimization work without an account
- Models contributions, withdrawals, rebalancing and dividend reinvestment
- Offers international asset search and multiple allocation objectives
Watch out for
- The free plan limits asset count, saved work and simulation horizon
- Commercial use requires Pro or Enterprise
- Unused AI credits expire monthly
Best for
- Investors comparing historical portfolio allocations
- Advisers preparing allocation reports under a commercial plan
Sources
- PortfolioMetrics portfolio analysis tools (Oct 27, 2026)
- PortfolioMetrics backtesting inputs and report sections (Oct 27, 2026)
- PortfolioMetrics data, access and optimization FAQ (Oct 27, 2026)
- PortfolioMetrics free and paid plan comparison (Oct 27, 2026)