Portfolio Optimiser
Mean-variance (Markowitz) optimisation on real market data: the highest expected return for the risk your profile allows, with the efficient frontier for context.
Recommended allocation
| Asset | Weight | Share of risk |
|---|
Efficient frontier
Each point on the curve is the lowest-risk portfolio for its return. Dots are single assets; diamonds are the optimised portfolios.
Compare portfolios
| Portfolio | Return | Volatility | Sharpe |
|---|
Correlation between assets