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Portfolio Optimizer

PRO

Enter asset expected returns, volatilities, and correlations. Find the optimal allocation for your risk tolerance.

Assets

Optimization Method

Risk-Free Rate (%)

Expected Return

Portfolio Risk

Sharpe Ratio

Efficient Frontier

Optimal Allocation

Run optimization to see results

About This Tool

Uses Monte Carlo simulation to approximate the efficient frontier. Max Sharpe finds the tangency portfolio. Minimum Volatility finds the lowest-risk portfolio. Risk Parity equalizes risk contribution across assets. All calculations assume normal return distributions.