PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SA
Scott Allen


Portfolios

Maximum Profit, Minimum UIcers

High Martin Ratio, high Calmar, high Sortino, low Ulcer Index. Maximum profits with minimum ulcers. Eliminated high correlations.

Static Portfolio

14 positions

Apr 8, 2024
87 views

High Martin Ratio, high Sortino Ratio, high Calmar Ratio portfolio with various other filters to eliminate anomalies. Maximum profit with minimum ulcers.

Static Portfolio

20 positions

Apr 8, 2024
73 views

Static Portfolio

9 positions

May 7, 2024
6 views

High risk-adjusted return stocks with at least 3 years stable history

Static Portfolio

20 positions

May 7, 2024
5 views