How Jade's portfolio tools work
Jade's method explanations are public. Every guide uses a fixed example portfolio to illustrate a calculation, with real price history and readable tables beside the charts. Example portfolio, not a recommendation. The examples describe past movement, without assessing a person's choices. Results computed from your own holdings are available with Jade. These six guides cover the Jade tools and the separate holdings rebalancing what-if page.
Holdings replay: reading the path
See how today's unchanged holdings are replayed through past prices, and what cumulative return, volatility and maximum drawdown measure.
Tail risk: reading VaR and CVaR
Read historical loss distributions, the VaR boundary and the average loss beyond it, with their sampling limits.
Historical stress scenarios: reading the paths and contributions
Follow a past market shock and see how each asset class contributed to the example's peak-to-trough return.
Style exposure: resemblance in returns
Understand the market styles that most closely resemble recent returns, and why fitted weights differ from actual holdings.
Tracking error: the return gap and its variability
Compare an unchanged portfolio with daily constant reference weights, separating the final return gap from its variability.
Holdings rebalancing what-if: reading the comparison
A historical calculation of current holdings and up to two user-edited versions, with separate rebalancing rules.