Efficient Frontier Calculator

Overview

Our calculator allows users to instantly obtain and plot the efficient frontier of a given portfolio. The efficient frontier is the set of portfolios that are optimal in terms of risk-return tradeoff. in other words, they provide the highest returns for any given level of risk. We use mean-variance optimization to derive the portfolio's returns and volatility. Two portfolio types are supported: asset classes and tickers (stock, ETF, mutual fund). Besides the efficient frontier plot, our tool also returns the allocation transition map and asset correlations. If asset allocation is provided, the corresponding portfolio will be displayed on the efficient frontier plot.

Efficient Frontier Configuration
Portfolio Type
Tickers
Start
Jan
1972
End
May
2024
Asset Constraints
No
Asset Allocation
Asset
Allocation (optional)
Asset 1
Select...
%
Asset 2
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%
Asset 3
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%
Asset 4
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%
Asset 5
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%
Asset 6
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%
Asset 7
Select...
%
Asset 8
Select...
%
Asset 9
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%
Asset 10
More
Select...
%
Total
%
View Efficient Frontier
Limit: 0/5.
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