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
AssetWeightShare 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
PortfolioReturnVolatilitySharpe
Correlation between assets