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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


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Optimal Asset Allocation


Chart placeholderClick Calculate to get results

Portfolio Performance


Chart placeholderClick Calculate to get results