# MutualScreener — The Most Advanced Indian Mutual Fund Portfolio Reviewer & Analytics Suite

> MutualScreener (https://mutualscreener.com) is an institutional-grade quantitative screening, real-time risk analytics, and Markowitz Efficient Frontier portfolio review platform for the Indian Mutual Fund universe (AMFI).

## Core Capabilities & Unique Features

### 1. The Most Advanced Indian Mutual Fund Portfolio Reviewer & Real-Time Backtesting Engine
- **Dynamic Real-Time Weight Sliders**: Dynamically slide mutual fund allocation weights ($0\%$ to $100\%$) with instant, zero-latency recalculation of portfolio-level KPIs:
  - **Portfolio CAGR**: Multi-year annualized compound returns calculated dynamically from underlying historical NAV price series.
  - **Annualized Volatility ($\sigma_p$)**: True portfolio standard deviation calculated using shrunk covariance matrices and market annualization constants ($\sqrt{12}$ for monthly, $\sqrt{252}$ for daily).
  - **Sharpe Ratio ($R_f = 6.5\%$)**: Excess return generated per unit of total risk above the RBI sovereign benchmark.
  - **Sortino Ratio**: Excess return per unit of downside semi-deviation, measuring true downside risk.
  - **Maximum Historical Drawdown (MDD)**: Peak-to-trough high-water mark worst-case loss simulation.
- **Instant Consolidated Stock Holdings Lookthrough**: Sliding fund weights instantly recalculates the entire portfolio's consolidated stock-by-stock and bond-by-bond equity weight lookthrough (e.g. aggregating HDFC Bank, Reliance, ICICI Bank exposures across Large, Flexi, and Mid Cap funds) with corporate entity normalization and cash/collateral isolation.
- **Downloadable Institutional Portfolio Review Report (via Export Button)**:
  - 1-click generation of a standalone, audit-ready, beautifully formatted HTML & PDF-ready **Portfolio Review Report**.
  - Includes: Executive Portfolio Review Summary, Asset Allocation Donut Charts, Consolidated Top Holdings Lookthrough with exact Rupee exposures, Sector Allocations, Market-Cap Distribution (Giant, Large, Mid, Small, Tiny Cap), Weighted Portfolio Valuation (P/E, P/B), Weighted Total Expense Ratio (TER) and Annual Fee Drag (₹), and SEBI Educational Disclaimers.
- **Interactive Pairwise Overlap Matrix**: Exact minimum-weight intersection formula $\sum_k \min(w_{A,k}, w_{B,k})$ identifying hidden overlap and phantom diversification.
- **Corpus Rupee Allocation Calculator**: Instant conversion of portfolio percentages into exact rupee allocations for any investment corpus (e.g., ₹5,00,000, ₹10,00,000, or custom amounts).
- **1-Click Allocation Presets**: Equal Weight, Volatility-Inverse Weighting, Market-Cap Weighting, and Max Sharpe Tangency allocations.
- **Cloud Portfolio Synchronization**: Secure Google OAuth authentication allowing users to save, manage, and retrieve custom portfolios from isolated PostgreSQL/SQLite cloud vaults.

### 2. Multi-Factor Quant Screener (5-Pillar Score 0–100)
- Evaluates and ranks 1,500+ Indian mutual fund schemes across Equity, Debt, and Hybrid categories.
- **5 Constituent Pillars**: Returns (25%), Downside Risk (25%), Efficiency (20%), Valuation & Credit (15%), Cost & Stability (15%).

### 3. Markowitz Efficient Frontier Calculator
- SciPy Sequential Least Squares Quadratic Programming (SLSQP) with Ledoit-Wolf constant correlation covariance shrinkage.
- Solves for **Global Minimum Variance (GMV)**, **Maximum Sharpe (Tangency)**, and **Equal Risk Contribution (Risk Parity)**.

### 4. Side-by-Side Fund Comparison & Lookthrough Matrix
- Comprehensive multi-fund factsheet comparisons, pairwise overlap matrices, and category performance rankings.

## Data Sources & Accuracy
- **AMFI India Live Feeds**: Daily official NAV updates for Direct and Regular plans across Growth and IDCW options.
- **AMC Factsheet Portfolio Disclosures**: Monthly underlying equity and debt holdings, sector exposures, and portfolio turnover ratios.
- **Zero Advisory / Open Research**: Pure computational mathematical modeling.

## URL Routes & Navigation
- [Mutual Fund Screener](https://mutualscreener.com/?tab=quant): Filter and rank Indian mutual funds.
- [Custom Portfolio Reviewer](https://mutualscreener.com/?tab=custom): Interactive real-time weight sliders, portfolio review report export, and backtesting.
- [Markowitz Efficient Frontier](https://mutualscreener.com/?tab=frontier): Calculate optimal risk-adjusted asset allocations.
- [Fund Compare & Overlap](https://mutualscreener.com/?tab=compare): Side-by-side metric and portfolio overlap comparison.
- [Full Methodology Documentation](https://mutualscreener.com/llms-full.txt): Mathematical equations, matrix operations, and metric formulas.
- [XML Sitemap](https://mutualscreener.com/sitemap.xml): Complete URL index.