Optimal Portfolio
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Expected Return (Ann.)
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Volatility (Ann.)
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Sharpe Ratio
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Diversification Ratio
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Est. Max Drawdown
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Assets
Efficient Frontier
Conservative
Moderate
Aggressive
Optimal Weights
| Asset | Weight | Exp. Return | Volatility | Contribution |
|---|
Portfolio Comparison
Equal Weight
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Return | -- Sharpe
Optimized
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Return | -- Sharpe
Improvement
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Sharpe Improvement