Our portfolio optimization tool selects the best allocations for a given list of assets using one of these 4 optimization approaches:

- Mean Variance – Find the optimal portfolio on the efficient frontier based on a given risk-return profile
- Conditional Value-at-Risk – Select the portfolio with the minimum average tail risk or extremely losses
- Risk Parity – Use hierarchical clustering to find the most optimal and diverse portfolio
- Maximum Drawdown – Optimize the portfolio to minimize acute drawdowns for a given target return

Our tool relies on historical price data to perform the optimization tasks. You can optionally provide the weight constraints for each asset. If you input the portfolio allocation, the final optimal portfolio will be benchmarked against your provided portfolio.

Portfolio Type

Tickers

Start

Jan

1972

End

May

2024

Optimization Objective

Mean Variance - Maximize Sharpe ratio

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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