Capital Markets Dashboard

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Instrument	Ticker	Last	1D	5D	MTD	1M	QTD	3M	YTD	1Y	3Y (ann.)	5Y (ann.)

ETF proxies: EAFE→EFA, MSCI EM→EEM, MSCI ACWI→ACWI. Yahoo Finance 15-min delay.

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Instrument	Ticker	Last	1D	5D	MTD	1M	QTD	3M	YTD	1Y	3Y (ann.)	5Y (ann.)

ETF prices. AGG=US Agg, GOVT=US Treasury, LQD=US IG Corp, MBB=US MBS, HYG=US HY, IAGG=Global Agg, EMB=EM Sovereign.

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Instrument	Ticker	Last	1D	5D	MTD	1M	QTD	3M	YTD	1Y	3Y (ann.)	5Y (ann.)

Front-month futures. Commodity indices via ETF proxies (DJP, GSG). URA proxy for Uranium.

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Pair	Ticker	Last	1D	5D	MTD	1M	QTD	3M	YTD	1Y	3Y (ann.)	5Y (ann.)

FX spot rates. Real-time where available. DXY via ICE futures (DX-Y.NYB).

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Instrument	Ticker	Last	1D	5D	MTD	1M	QTD	3M	YTD	1Y	3Y (ann.)	5Y (ann.)

VIX = CBOE Volatility Index, 30-day implied vol of S&P 500 options.

Select an asset above

Asset	Ticker	Last	1D	5D	MTD	1M	QTD	3M	YTD	1Y	3Y (ann.)	5Y (ann.)	10Y (ann.)

Prices in USD via Yahoo Finance. Periods >1Y are annualized.

Asset Class Annual Returns

ETF total returns · calendar year · 2026 = YTD

QQQ=Nasdaq 100 · EFA=EAFE · SPY=S&P 500 · GLD=Gold · TLT=20+Y Treasury · LQD=IG Corp · PFF=Preferred · HYG=High Yield · BND=US Bond Mkt · TIP=TIPS · EEM=EM Equity · CWB=Convertibles · EMB=EM Bonds · VNQ=US REITs · BIL=T-Bills · IWM=Small Cap · DBC=Commodities

Country Equity Return Heatmap

ETF total returns · calendar year · 2026 = YTD · NA = no ETF data for that year

Developed: EWA·EWO·EWK·EWC·EDEN·EFNL·EWQ·EWG·EWH·EIRL·EIS·EWI·EWJ·EWN·ENZL·NORW·PGAL·EWS·EWP·EWD·EWL·EWU·EUSA | Emerging: EWZ·ECH·GXC·GXG·EGPT·GREK·PIN·IDX·KWT·EWM·EWW·EPU·EPHE·EPOL·QAT·KSA·EZA·EWY·EWT·THD·TUR·UAE

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Portfolio 0%

Ticker	Weight %

Use tickers from the Markets dashboard (SPY, QQQ, AGG, etc.).

Analysis Period

From

To

Factors

Add tickers, select a period, and run

Portfolio

Wtd Return: — Wtd Vol: — 0%

Name	Asset Class	Wt %	Ret %	Vol %	Fee %

Weights auto-normalise to 100% at run time. Ret/Vol are annual %.

Simulation Parameters

Starting Value ($)

Time Horizon (Yrs)

Inflation (%/yr)

Rebalancing

Return Model

Paths

Cash Flows + contribution · − withdrawal

Label	Amount	Type	Yr Start	Yr End

Positive = contribution. Negative = withdrawal. All flows are summed each year.

Targets & Thresholds

Target Terminal ($)

Ruin Threshold ($)

Correlation Matrix Show ▼

Quick-Add from JPM 2026 LTCMA · click any asset to add it to your portfolio

U.S. Equities

International Equities

U.S. Fixed Income

Global & EM Fixed Income

Real Assets & Commodities

Alternatives

Category	Asset Class	Return	Volatility	Sharpe

Methodology & Source

Source: J.P. Morgan Asset Management, 2026 Long-Term Capital Market Assumptions (30th Annual Edition). USD matrix, p. 82. Estimates as of September 30, 2025. Returns are compound (geometric) annual returns over a 10–15 year horizon. Sharpe ratios = (return − 3.1% RF) ÷ volatility. † verified against JPM Exhibit 7A. * vol approximated. ‡ Venture Capital, PE Secondaries, PE Co-Investments derived from JPM alternatives narrative, cross-referenced against Cambridge Associates, Hamilton Lane, and Stepstone 2025–2026 publications. YoY Δ compares 2026 vs. 2025 LTCMA. Green = raised, red = lowered. Click "+ Use" on any row to add it to the Monte Carlo simulator with JPM's return and vol pre-filled.

Period

Rolling

Classes

−1

+1 * p<.10 ** p<.05 *** p<.01

Click a cell to view rolling correlation

Select a pair

Click any cell in the heatmap

Portfolio Value

$

Positions

0%

Select Scenario

Select a scenario and add positions to run

May 29, 2026 — Markets Overview: Country Equity Return Heatmap

Country Equity Return Heatmap added: 45 country ETFs (23 Developed Markets, 22 Emerging Markets) with calendar-year total returns from 2011 through 2026 YTD — organized in two labeled groups with Highest/Lowest/% Countries Positive summary rows
Live 2026 YTD: fetches 1Y of monthly adjclose from Yahoo Finance on first open to compute each country's year-to-date return vs. December 2025; 2011–2025 are hardcoded from source data
Validation layer: live 2026 YTD values are compared against reference figures; cells diverging by more than 2pp are flagged with an amber border and dot — hover shows both values side-by-side
NA cells: years where an ETF had no data (e.g. newer listings like KWT, QAT, KSA) are shown as neutral NA cells rather than blank or zero
Color scale calibrated for country-level volatility (max positive 80%, max negative 50%)

May 29, 2026 — Markets Overview: Asset Class Heatmap

Asset Class Heatmap added: 17 ETFs across equities, fixed income, real assets, and cash with calendar-year total returns from 2011 through 2026 YTD — accessible via new tab and left-nav item under Markets Overview
Live 2026 YTD: fetches 1Y of monthly adjclose from Yahoo Finance on first open; computes YTD return as latest 2026 close vs. December 2025 close — 2011–2025 are hardcoded for instant rendering
Validation: live 2026 values compared against original CSV reference; amber flag on cells diverging >2pp with hover tooltip showing reference vs. live
Includes Highest Return, Lowest Return, and % Classes Positive summary rows — computed from live data for the 2026 column, hardcoded data for prior years

May 28, 2026 — Index Returns: Section reorganization & benchmark relabeling

Return-type suffixes added to 12 benchmark names: MSCI indices now show (Net) or (Gross), Russell indices show (TR), and DJIA is now labeled "Dow Jones Industrial Average (TR)" — making the return methodology explicit
US Equity section moved above Global Equity in all three views (trailing, calendar, custom)
S&P 500 renamed to S&P500 (TR)
MSCI USA (Gross) moved from Global Equity into US Equity, immediately below S&P500 (TR)
All references updated across Stress Tester default positions, Benchmark Builder defaults, and the name→ticker mapping — no functional changes to underlying data

May 27, 2026 — Data export buttons; 13F fund expansion

Macro "Full History ↓" export: downloads the complete inception-to-present time series for the active FRED series as a CSV — useful for offline charting and model inputs
Index Returns "Export All Series ↓": wide-format CSV covering all benchmark return series with a shared date column — sparse cells for pre-inception periods
13F Tracker expanded from 21 to 33 funds: added Akre Capital, Cantillon Capital, Egerton Capital, Valley Forge Capital, Triple Frond Partners, AltaRock Partners, Tiger Global, Semper Augustus, Himalaya Capital, Gates Foundation Trust, Scion Asset Management, and DME Capital
ValueAct CIK corrected; Greenlight Capital replaced by DME Capital Management (CIK 0001489933)

May 26, 2026 — 13F Tracker: Options & put/call data

Options positions now captured: the putCall field from 13F infotable XML is parsed by the scraper and surfaced throughout the UI — previously all positions were treated as equity regardless of type
Filter pills added above each fund's holdings table: All / Equity / Calls / Puts — instantly narrows the table to the selected position type
CALL / PUT badges displayed inline on each options row in both the Funds tab holdings table and the Cross-Fund commonly-held positions table
Summary statistics corrected: AUM, position count, top-10 concentration, notable moves, and activity KPIs now reflect equity positions only — options are counted separately in the left-rail meta line
Cross-fund grouping fixed: positions are keyed on CUSIP + putCall to prevent equity and options on the same underlying from being merged into a single cross-fund row

May 25, 2026 — 13F Tracker: Cross-Fund Conviction Score

Conviction score (0–100): each commonly held position in the Cross-Fund tab now carries a score composed of three components — breadth (how widely held across all active funds, 30 pts), net activity direction (weighted ADD/NEW vs TRIM/CLOSE signal QoQ, 40 pts), and average portfolio concentration across owning funds (30 pts)
Table sorted by conviction score descending — highest-conviction names surface at the top; score pill is green ≥70, amber 40–69, red <40
Average concentration added alongside peak concentration — e.g. 12.4% avg 4.1% — making it easy to distinguish a single concentrated holder from broad high-conviction ownership
Prior Quarter select added to the Cross-Fund control bar to power the activity direction component and align with the Funds tab UX

May 24, 2026 — 13F Tracker: Fund Summary & AUM Chart

Fund summary view: each fund now opens with a summary section above the holdings table — KPI strip (AUM, positions, top-10 concentration, activity badges), AUM trend sparkline, top-5 holdings bar chart, and notable moves grid
AUM trend chart: min-baseline y-axis scaling makes quarter-over-quarter movement visible even when total AUM variance is small; max/min labels provide scale context; active quarter bar highlighted in blue at full opacity
CUSIP column: security identifier (CUSIP) added to all holdings tables
Change badges: explicit ADD / REDUCED / CLOSED badges on each position showing direction of change vs. the prior quarter; closed positions (held last quarter, absent this quarter) appear as dimmed rows at the bottom of the table
Live quarter selects: changing the current or prior quarter dropdowns immediately re-renders the fund view and left-rail AUM figures — no Analyze button required

May 23, 2026 — New Section: 13F Tracker ★ NEW SECTION

13F Tracker section added: new dedicated section pulling institutional holdings from SEC EDGAR 13F-HR filings for 21 top-performing hedge funds across 8 quarters of history (Q2 2024–Q1 2026)
Funds tab: left-rail navigator lists all funds with position count and AUM; clicking any fund loads its full holdings table with current and prior-quarter comparison
Cross-Fund tab: surfaces any position held by 2+ managers simultaneously — shows ownership count, which funds hold it, per-fund portfolio concentration badges (≥10% high, ≥5% mid), peak concentration %, and combined reported market value
Data pipeline: scrape_13f.py fetches holdings directly from EDGAR for all 21 funds, parses infotable XML, resolves namespace variants, and writes 13f-data.json — intended to run quarterly ~45 days after quarter end

May 22, 2026 — New Section: Index Returns ★ NEW SECTION

Index Returns page added: dedicated section with monthly total return history for 26 global benchmarks across equities, fixed income, commodities, and alternatives — full time-series tables with YTD, 1Y, 3Y, 5Y, and 10Y cumulative statistics
Benchmarks include MSCI ACWI, World, EM, EAFE; US large/mid/small cap; Bloomberg US Agg, HY, EM Debt, TIPS; Gold, Oil, REITs, and key macro indicators
Index return data feeds directly into the Stress Tester, replacing ETF price history as the underlying return series — longer history, true index data, and broader benchmark coverage

May 22, 2026 — Stress Tester overhaul

Index Returns data underlying: Stress Tester now runs on monthly index returns from the Index Returns dataset (26 benchmarks) instead of ETF price history — longer history, true index data, broader coverage
Position picker: replaced free-text ticker input with a dropdown of all available index benchmarks grouped by asset class
Removed template presets from Stress Tester; default portfolio is 70/30 MSCI ACWI / Bloomberg US Agg
KPI cards: replaced Portfolio Return and Dollar P&L with Max Drawdown %, Max Drawdown P&L $, and Recovery to HWM
NAV chart extended to recovery: chart now continues past scenario end (red line) and plots the recovery path back to HWM in green, with a scenario-end boundary marker and HWM 100 reference line
Scenario date fixes: all scenarios now apply returns starting from the month after the start date (no partial-month distortion); COVID corrected to Jan–Mar 2020, Rate Shock to Jan–Oct 2022, GFC to Nov 2007–Feb 2009
Max drawdown formula corrected: now divides by running peak NAV (not hardcoded 100), and is calculated from the scenario period only — not the recovery path
Recovery to HWM fixes: (1) bear-market bounces during a crash no longer trigger false recovery — recovery only counts after scenario end; (2) scenarios with no drawdown now show "—" instead of "Not recovered +X%"
Scenarios added: Asian Crisis (Aug 1997–Jan 1998), China/Oil Selloff (Aug 2015–Jan 2016)
Scenarios removed: SVB Crisis, Q4 2018 Selloff, Russia/LTCM
Contribution chart: fixed return % labels overlapping index names on the Y-axis

May 22, 2026

Added 15 new FRED macro series across Tier 1 & 2: TIPS real yields (2Y/5Y/10Y/30Y), 5Y5Y Forward Breakeven, Chicago Fed NFCI, ISM Manufacturing & Services PMI, U-6 Unemployment, Continuing Jobless Claims, JOLTS Quit Rate, Sahm Rule Indicator, M2 Velocity, Senior Loan Officer Survey, New Home Sales
Surfaced Housing section in Macro nav — all housing data (Starts, Permits, Existing/New Sales, Case-Shiller, Mortgage Rate) now accessible
Added 10Y annualized return column to all Markets Overview panels; periods with insufficient history show NA instead of a partial return
Added ACWI (MSCI ACWI) to Equities panel under new Global category, with full historical data
Added ACWI as first asset in Correlation Matrix; set Stress Tester default portfolio to 70/30 ACWI / AGG

May 21, 2026

Removed TED Spread (discontinued April 2023); added SOFR 30-day, 90-day, and 180-day averages to Macro section, displayed to 3 decimal places
Fixed Factor Explorer date range: analysis now ends on the previous close of business, not today, preventing incomplete periods
Fixed header clock showing stale time on page load
Added Data Sources and Feedback pages (pinned to bottom of nav)
Monte Carlo simulation trimmed to 31 user-specified asset classes with exact category ordering
Stress Tester built: historical scenario analysis with actual price data across 10 market crisis scenarios
Correlation Matrix built: heatmap + rolling correlation chart across 10 equity and fixed income ETFs
Fixed FRED yield staleness — explained T+1 publication lag; updated data refresh schedule to 5:30 PM ET (after FRED 4:15 PM H.15 release) with 9 AM ET morning backup

📈

Yahoo Finance

finance.yahoo.com · via allorigins.win CORS proxy

Provides Daily closing prices, intraday bars, and real-time quotes for equities, ETFs, FX pairs, commodities, and crypto

Coverage Equities Fixed Income ETFs FX Commodities Crypto Volatility

Cadence Daily JSON files committed after market close (10:30 PM UTC / 6:30 PM ET). Live quotes fetched via proxy on every page load.

Used in Markets Overview, Correlation Matrix, Stress Tester, Factor Explorer (price history)

Price history adjusted for splits and dividends (total return). Historical depth varies by instrument — most ETFs available from inception (2004–2010 for most).

🏛

FRED — Federal Reserve Economic Data

fred.stlouisfed.org · Federal Reserve Bank of St. Louis

Provides Treasury yields (H.15), Fed policy rates, inflation (CPI/PCE/PPI), employment, GDP, housing, credit, and the full yield curve

Coverage ~50 series 1990 – present Daily / Monthly / Quarterly

Cadence Fetched weekdays at 5:30 PM ET (after Fed H.15 release at ~4:15 PM). Morning backup run at 9 AM ET. FRED publishes DGS yields ~T+1 business day.

Used in Macro Overview — Yield Curve, Inflation, Labor, Growth, Credit, Central Banks, and header ticker bar

Treasury constant maturity yields (DGS series) reflect the H.15 Selected Interest Rates release. FRED API key required — stored as GitHub secret.

📐

Ken French Data Library

mba.tuck.dartmouth.edu · Tuck School of Business

Provides Fama-French 5 Factors (MKT-RF, SMB, HML, RMW, CMA) and Momentum (MOM) daily return series, plus the risk-free rate (RF)

Coverage 6 factors July 1963 – present Daily frequency

Cadence Downloaded weekly (Monday 6 AM UTC) directly from Ken French's Dartmouth website. French updates monthly with a short lag.

Used in Factor Explorer — OLS decomposition, rolling beta analysis, and Factor Library performance statistics

Data sourced from two ZIP files: F-F_Research_Data_5_Factors_2x3_daily and F-F_Momentum_Factor_daily. All factor returns expressed as daily decimals (not percent).

📊

JPMorgan 2026 LTCMA

Long-Term Capital Market Assumptions · Annual Publication

Provides 10–15 year annualized return and volatility assumptions for 31 asset classes across equities, fixed income, real assets, private markets, and alternatives

Coverage 31 asset classes USD base currency 2026 vintage

Cadence Static data — updated annually when JPMorgan publishes the next year's LTCMA. Current dataset reflects JPM's 2026 publication.

Used in Return Assumptions table and Monte Carlo Quick-Add panel (pre-seeding expected returns and volatility for each asset class)

Return assumptions are forward-looking estimates, not guarantees. Source: J.P. Morgan Asset Management, 2026 Long-Term Capital Market Assumptions.

⚙️

GitHub Actions — Data Pipeline

github.com/matthewmadel/pmdashboard · Automated workflows

Architecture Python scripts run on GitHub-hosted runners, fetch data from APIs, commit updated JSON files, and push to the main branch. GitHub Pages serves the static files.

Workflows fetch_market_data.py · 10:30 PM UTC daily fred_fetch.py · 5:30 PM + 9 AM ET daily fetch_factors.py · Monday 6 AM UTC

Latency Market prices settled by 6:30 PM ET. FRED yields available T+1 at ~4:15 PM ET. Factor data updated weekly with a ~1-month lag from French's publication schedule.

All data is committed as JSON files in the repository root and served directly via GitHub Pages CDN. No server-side computation — the browser handles all charting and analytics.

📋

SEC EDGAR — 13F Institutional Holdings

sec.gov · data.sec.gov API · EDGAR Full-Text Search

Provides Quarterly 13F-HR institutional holdings disclosures — position names, CUSIP identifiers, share counts, and reported market values for 21 top-tier hedge funds and family offices

Coverage 21 funds 8 quarters Q2 2024 – Q1 2026

Cadence Run quarterly via scrape_13f.py approximately 45 days after quarter end when EDGAR filings become available. Output committed as 13f-data.json.

Funds Pershing Square, Altimeter, Atreides, Appaloosa, Duquesne Family Office, Lone Pine, Coatue, Viking Global, TCI, Baupost, Third Point, Durable Capital, D1 Capital, Maverick, ValueAct, Jericho, Kensico, Par Capital, Whalerock, Firstwave, Situational Awareness

Used in 13F Tracker — Funds tab (per-fund holdings with quarter-over-quarter comparison) and Cross-Fund tab (positions held across multiple managers)

13F filings are required for institutions managing ≥$100M in qualifying US securities. Data reflects end-of-quarter snapshots filed ~45 days after period end — positions may have changed since the filing date. All values in USD as reported to the SEC.

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