Overview
Built a financial modeling workflow to evaluate portfolio performance, risk-adjusted returns, and allocation tradeoffs under varying market conditions.
Problem
Investment decisions require more than return comparisons. The real question is how different allocations behave relative to volatility, drawdown, benchmarks, and downside risk.
Dataset / Inputs
- Public market price histories
- Portfolio allocation scenarios
- Benchmark comparisons against broad-market exposure
System Architecture
- Built portfolio analysis workflows using Python.
- Calculated Sharpe ratio, beta, volatility, drawdown, and benchmark performance.
- Conducted Monte Carlo simulations to evaluate possible portfolio outcomes.
- Tested different portfolio weight combinations to support allocation decisions.
What I Built
- Portfolio performance and benchmarking workflow
- Risk metric calculations for Sharpe ratio, beta, volatility, and drawdown
- Monte Carlo simulation layer for scenario testing
- Allocation comparison workflow for portfolio construction decisions
Tools
- Python
- Excel
- NumPy
- Pandas
- Monte Carlo simulation
Results / Proof Points
- Built a repeatable framework for comparing allocation decisions under different market assumptions.
- Used risk-adjusted metrics and benchmark analysis to evaluate portfolio tradeoffs beyond absolute return alone.
Business Value
The workflow demonstrates how portfolio analytics can move beyond return tracking by incorporating risk-adjusted performance, benchmark comparison, drawdown behavior, and simulation-based allocation analysis.
What I Learned
The project deepened my understanding of how performance, volatility, and downside risk interact when translating financial theory into practical analytical workflows.
Next Steps
Future iterations will extend the system with more robust visualization, scenario analysis, and portfolio construction experiments.
Limitations
This public version uses model assumptions and generalized workflows rather than private brokerage balances or real account-level disclosures.