Loading

Click on the Load button in the File Menu to access the Load Data File Window. Navigate to select the desired file. Click the Open button. The file populates depending on file type.

Estimator files (*.nfei)

Estimator files contain Estimator cases.  All data entered to the Estimator when you saved the case populates when loaded.

Portfolio files (*.nfp)

A portfolio file stores the asset weights of a portfolio. Loading a portfolio into the Estimator replaces the market portfolio on the Historical Worksheet. Any assets in the portfolio that are not present in the active case are discarded, so use caution if there is a different investment universe in the saved file since the weights of the portfolio may sum to a different total than expected.  

Return Series Files (*.nfrs)

Return Series files contain up to 3000 return observations and corresponding dates. The Estimator can load return series prepared on the Asset Returns Worksheet. Alternately, you can import return series in CSV format or import returns from online sources.

• If the file contains a single asset's return series with the same dates as the other series, the return series replaces the benchmark, which appears on the Asset Returns Worksheet. The active case remains unchanged.

• If the file contains multiple assets' return series, the return series in the file replace the active case. The first series in the file automatically is set as the benchmark return series.

Risk Return Set Files (*.nfrrs)

A risk-return set contains expected returns and standard deviations for a given set of assets, plus a full correlation matrix spanning the set. Loading one into an Estimator session replaces the data on the Forecasts Worksheet. Assets that are not included in the active case are discarded. Though the Estimator can save any of its three risk-return sets (historical, forecasts, or results), and you can load any of the three into the Optimizer, the Estimator loads all risk-return sets as forecasts.