Portfolio Tools

Portfolio Optimization

	Symbol	Allocation	Min	Max	Group
Apple IncEarliest date: 1980-12-12	Symbol	Allocation %	Min %	Max %	Group
Microsoft CorpEarliest date: 1986-03-12	Symbol	Allocation %	Min %	Max %	Group
NVIDIA CorpEarliest date: 1999-01-21	Symbol	Allocation %	Min %	Max %	Group
Coca-Cola Co-TheEarliest date: 1970-01-02	Symbol	Allocation %	Min %	Max %	Group
iShares U.S. Treasury Bond ETFEarliest date: 2012-02-14	Symbol	Allocation %	Min %	Max %	Group

Table Options

Asset ConstraintsGroup Constraints

Custom Expected Returns

Custom Volatility

Options

Start Date

End Date

Benchmark

Advanced Options

Base Currency

Risk-free Rate

Reinvest DividendsFill Missing Price Data

Returns Estimation Method

Covariance Estimation Method

Optimized Portfolios Asset Analysis Efficient Frontier

Optimized Portfolios

The portfolio optimization provides portfolio allocations that achieve specific investment objectives like maximizing the Sharpe ratio, Sortino ratio, or minimizing volatility. Each optimization strategy aims to find the most efficient allocation based on the chosen risk-return trade-off.

Cumulative Returns

Run the backtest to get the results

Asset Analysis

The asset analysis provides insights on individual assets within the investment portfolio, including, expected returns and volatility, correlations and covariance between assets.

Asset Metrics

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Asset Correlations

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Efficient Frontier

The Efficient Frontier is a set of optimal portfolios that offer the highest expected return for a given level of risk that deliver the best (or the lowest risk for a given return), based on the Mean-Variance Model developed by Harry Markowitz. These portfolios balance the trade-off between risk and return. Any portfolio on the Efficient Frontier is considered superior to those below it, as it provides better returns for the same level of risk.

Efficient Frontier

Run the backtest to get the results