Changelog
News from the PortfolioMetrics engineering team. Follow our journey as we build, improve, and occasionally fix things to make your investment tracking experience better every day.
January 11, 2026
- Added Risk Parity to the Optimization tool
- Improved overall application stability and fixed bugs
January 04, 2026
- Enhanced Optimized Portfolios: added Max CAGR and Max CAGR–Drawdown, improved Max Omega and Min CVaR
- Faster calculations and improved stability in Backtesting and Optimization tools