Find answers, explore features, and get the most out of INDYXQUANT Pro
Test your portfolio against historical crises with 350+ known drawdowns
4 statistical simulation models and 20-year backtesting with preset strategies
VaR, CVaR, Sharpe, correlation matrix, and Fama-French factor analysis
Holdings are classified by asset type: equity, bond ETF/fund (12 sub-types like Treasury, Corporate, High Yield, Muni), preferred stock, balanced fund, and money market. Each type has its own drawdown model. Bond drawdowns use bond-type classification independent of equity beta. 350+ known specific-security drawdowns are built in.
Four: GBM (classic log-normal), Student-t (fat tails for crash modeling), GARCH (time-varying volatility clusters), and Regime-Switching (bull/bear states with transition probabilities). Compare all four side by side. Simulations run server-side for speed.
Up to 20 years. Periods: 1Y, 3Y, 5Y, 10Y, 20Y. Use preset strategies (60/40, All Equity, Conservative, Growth, All Weather) or your actual portfolio holdings. Results include cumulative return chart, drawdown chart, monthly heatmap, and key metrics.