Portfolio Universe & Parameters
Configure asset returns, covariance structures, and optimization objectives
Constituent Assets
Sum: 100%
Markowitz Quadratic Form
Calculates optimal weight vector w* by minimizing variance wᵀΣw subject to budget wᵀ1 = 1 and target expected return wᵀμ ≥ r_target.
Expected Return (CAGR)
+14.2%
Annualized μ_pPortfolio Volatility
11.8%
Standard Dev σ_pSharpe Ratio
0.85
Rf: 4.2%Diversification Ratio
1.62
Strong Non-Correlation