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Portfolio

Presets, characteristics, and glide paths.

Allocation here is asset-class only — stocks, bonds, cash, crypto, real estate, other. No parameter or return field in any of these tools names a ticker, fund, or security. These tools model the impact of an allocation on your projection; they don't recommend one.

create_portfolio_assumptions

Create portfolio capital market assumptions.

Parameter Type Default Description
preset string "standard" Preset to use: 'standard', 'conservative', or 'optimistic'
stocks_return float null Override stock expected annual return (e.g., 0.07 = 7%)
stocks_volatility float null Override stock annual volatility (e.g., 0.15 = 15%)
bonds_return float null Override bond expected annual return (e.g., 0.04 = 4%)
bonds_volatility float null Override bond annual volatility (e.g., 0.06 = 6%)
cash_return float null Override cash expected annual return (e.g., 0.02 = 2%)
cash_volatility float null Override cash annual volatility (e.g., 0.01 = 1%)
crypto_return float null Override crypto expected annual return (e.g., 0.02 = 2%)
crypto_volatility float null Override crypto annual volatility (e.g., 0.18 = 18%)
real_estate_return float null Override real estate expected annual return (e.g., 0.02 = 2%)
real_estate_volatility float null Override real estate annual volatility (e.g., 0.06 = 6%)
other_return float null Override other-asset expected annual return (e.g., 0.02 = 2%)
other_volatility float null Override other-asset annual volatility (e.g., 0.06 = 6%)

Returns: base_preset, and assumptions.

calculate_portfolio_characteristics

Calculate expected return and volatility for a portfolio allocation.

Parameter Type Default Description
stocks_pct int required Stock allocation percentage (0-100)
bonds_pct int required Bond allocation percentage (0-100)
cash_pct int required Cash allocation percentage (0-100)
crypto_pct int 0 Crypto allocation % (0-100)
real_estate_pct int 0 Real estate allocation % (0-100)
other_pct int 0 Other-asset allocation % (0-100)
assumption_preset string "standard" Assumptions preset: 'standard', 'conservative', or 'optimistic'
stocks_return float null Override stock expected return (e.g., 0.07 = 7%)
stocks_volatility float null Override stock volatility (e.g., 0.15 = 15%)
bonds_return float null Override bond expected return (e.g., 0.04 = 4%)
bonds_volatility float null Override bond volatility (e.g., 0.06 = 6%)
cash_return float null Override cash expected return (e.g., 0.02 = 2%)
cash_volatility float null Override cash volatility (e.g., 0.01 = 1%)
crypto_return float null Override crypto expected return (e.g., 0.02 = 2%)
crypto_volatility float null Override crypto volatility (e.g., 0.18 = 18%)
real_estate_return float null Override real estate expected return (e.g., 0.02 = 2%)
real_estate_volatility float null Override real estate volatility (e.g., 0.06 = 6%)
other_return float null Override other-asset expected return (e.g., 0.02 = 2%)
other_volatility float null Override other-asset volatility (e.g., 0.06 = 6%)

Returns expected annual return and volatility for the portfolio.

calculate_portfolio_characteristics_batch

Compute expected return + volatility for many allocations in one call.

Parameter Type Default Description
allocations list required List of portfolio allocations to evaluate in one call. Each entry is a calculate_portfolio_characteristics parameter object — at minimum {stocks_pct, bonds_pct, cash_pct} (summing to 100 with any crypto_pct/real_estate_pct/other_pct), plus optional assumption_preset and per-asset return/volatility overrides (stocks_return, stocks_volatility, ...).

Returns: count, succeeded, failed, and allocations.

generate_glide_path

Generate a glide path transitioning between two allocations over time.

Parameter Type Default Description
start_stocks_pct int required Starting stock allocation (0-100). When age_based=True, this is the young/pre-glide allocation.
start_bonds_pct int required Starting bond allocation (0-100). When age_based=True, this is the young/pre-glide allocation.
start_cash_pct int required Starting cash allocation (0-100). When age_based=True, this is the young/pre-glide allocation.
end_stocks_pct int required Ending stock allocation (0-100). When age_based=True, this is the retirement allocation.
end_bonds_pct int required Ending bond allocation (0-100). When age_based=True, this is the retirement allocation.
end_cash_pct int required Ending cash allocation (0-100). When age_based=True, this is the retirement allocation.
start_crypto_pct int 0 Starting crypto allocation (0-100). When age_based=True, this is the young/pre-glide allocation.
start_real_estate_pct int 0 Starting real estate allocation (0-100). When age_based=True, this is the young/pre-glide allocation.
start_other_pct int 0 Starting other-asset allocation (0-100). When age_based=True, this is the young/pre-glide allocation.
end_crypto_pct int 0 Ending crypto allocation (0-100). When age_based=True, this is the retirement allocation.
end_real_estate_pct int 0 Ending real estate allocation (0-100). When age_based=True, this is the retirement allocation.
end_other_pct int 0 Ending other-asset allocation (0-100). When age_based=True, this is the retirement allocation.
num_years int 30 Number of years for the glide path (ignored when age_based=True)
sample_interval_years int 5 Show allocation every N years (default: 5)
age_based bool false If True, use age-based 3-phase glide path instead of linear transition
current_age int null Person's current age (required if age_based=True)
death_age int null Assumed age at death (default: 95, used if age_based=True)
retirement_age int null Retirement age (default: 67, used if age_based=True)
glide_start_age int null Age when allocation starts shifting (default: 47, used if age_based=True)

Returns the allocation timeline with samples at regular intervals.