Portfolio for Monte Carlo Saved


When you are in a scenario it appears that only the default portfolio mix is available between scenarios for Monte Carlo. This means every time you create a scenario you have to create (potentially) all 10 portfolios from scratch. IT would be nice to have stored portfolio mixes and names that can be used across all scenarios.


dan royer's picture

If you copy and save as a scenario, it would bring that MC mix with it right?

Richard's suggestion is interesting but it would require some rethinking about how to portfolios are defined.

Copying a scenario does copy the MC portfolio implementation. But if you subsequently edit the content of, say, "60Bond/40Equity" in one scenario, that change is not reflected in your other scenarios. If you intend for the portfolio mix to be represented uniformly across all of them, you have to edit each.

A "shared" portfolio would eliminate that.

If you create a client, you start from scratch building and assigning portfolios. So, the notion of a shared portfolio for a practice, and a common portfolio for scenarios in a client is what might be needed.

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