Portfolio Insurance & CPPI Calculator

Model Constant Proportion Portfolio Insurance (CPPI) and Option-Based Portfolio Insurance (OBPI). Calculate floor, cushion, exposure multiplier, and expected returns under CPPI across different equity market scenarios.

Principal ($)
Annual Rate (%)
Years
Compounding / Year
$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
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How It Works

Model Constant Proportion Portfolio Insurance (CPPI) and Option-Based Portfolio Insurance (OBPI). Calculate floor, cushion, exposure multiplier, and expected returns under CPPI across different equity market scenarios

Each component has a specific meaning:

  • Different equity market scenarios — The different equity market scenarios recorded for the scenario being assessed.

Note: Interpret the cppi calculator result against the thresholds and context described above.

How to Use

Enter the different equity market scenarios for the scenario you are assessing. Model Constant Proportion Portfolio Insurance (CPPI) and Option-Based Portfolio Insurance (OBPI). Calculate floor, cushion, exposure multiplier, and expected returns under CPPI across different equity market scenarios. Use the cppi calculator result to inform your calculation.

Frequently Asked Questions