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Portfolio Optimization


Portfolio Optimization is a tool that helps you find the best asset allocation according to your objectives.

This portfolio optimizer tool supports the following portfolio optimization strategies:

  • Maximize mean return - find the allocation with the highest portfolio return
  • Minimize variance - optimize the portfolio to have minimum risk
  • Maximize quadratic utility - this optimization maximizes return while penalizing risk
  • Minimize expected tail loss - minimize the occurrence of significant (more than three standard deviations from the mean) losses
  • Maximize Sharpe ratio - find the portfolio with the highest Sharpe ratio
1
Add Positions

Compose a custom portfolio of your choice or select an existing one

2
Choose Objectives

Choose how you want to optimize the portfolio: make it less risky, more profitable, or both

3
Get Insights

Experiment with different instruments and settings to get your ideal asset allocation

Portfolio


Your portfolio is empty. Add symbols manually or select an existing portfolio.

Optimization settings


Maximize Quadratic Utility

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Optimal Asset Allocation


Chart placeholderClick Calculate to get results

Portfolio Performance


Chart placeholderClick Calculate to get results