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.

Portfolio Type

Tickers

Start

Jan

1972

End

May

2024

Asset Constraints

No

Asset Allocation

Asset

Allocation (optional)

Asset 1

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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

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Asset 8

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Asset 9

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Asset 10

More

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Total

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