Mean Returns in Monte Carlo Build Portfolios tab stale ?


I am running 2.28.0. When building a new portfolio in the Build Portfolios tab of Monte Carlo screen, I added Large Cap Stocks as one of the assets. The mean return column showed 8.90%. But on an older portfolio with Large Cap Stocks that I built a couple years ago the mean return column showed 8.70%. On the older portfolio, when I delete and re-add Large Cap Stocks, the mean return is 8.90 %.

This is telling me that either ESPlanner is not automatically refreshing the mean return values on older portfolios in the Build Portfolios tab, or I am required to refresh them manually myself. Or maybe ESPlanner is properly using the up-to-date returns by the CE when the reports are run and it is just a GUI issue.

Can you please clarify?

Thank you,

Tom Vicker


dan royer's picture

That's over my tech head, but I'll ask Darryl to look and see what he says and reply here.

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