Portfolio Optimization
Modern Portfolio Theory simulation (Markowitz). Discover the Efficient Frontier.
Simulation settings
Tune assumptions first, then run the simulation when the asset set looks right.
Risk-Free Rate: 3%Correlation: 0.2
Use the same seed to reproduce identical Monte Carlo results and shared links.
Asset inputs
Manage assets here. Keep at least two assets with valid risk and return values.
Asset inputs
Manage assets here. Keep at least two assets with valid risk and return values.
| Asset | Ret (%) | Risk (%) | |
|---|---|---|---|
Asset details
Asset details
Asset details
Asset details
Portfolio results
Review the best portfolios first, then open the chart for deeper comparison.
Portfolio results
Review the best portfolios first, then open the chart for deeper comparison.
Add assets and click Run Monte Carlo
Tune assumptions first, then run the simulation when the asset set looks right.
Frontier chart
Keep the frontier collapsed on small screens until you need deeper comparison detail.
Frontier chart
Keep the frontier collapsed on small screens until you need deeper comparison detail.
Efficient Frontier
Risk (Standard Deviation) vs Return