Portfolio Optimizer

Optimize Your Investments

Welcome to the Portfolio Optimization Wizard. This tool uses Markowitz Mean-Variance Optimization to help you build efficient portfolios that maximize expected returns for a given level of risk.

Select a sector below to analyze companies within that industry and find the optimal portfolio allocation based on historical performance.

Step 1: Select a Sector

Industrials
78 companies
Health Care
61 companies
Information Technology
69 companies
Utilities
31 companies
Financials
73 companies
Materials
28 companies
Consumer Discretionary
50 companies
Real Estate
31 companies
Communication Services
22 companies
Consumer Staples
38 companies
Energy
22 companies

Step 2: Select Companies

Selected Sector:

Optimization Options

The risk-free rate used for Sharpe ratio calculations and efficient frontier modeling.
Limits the maximum allocation to any single asset to enforce diversification.
Backtesting simulates how the optimized portfolios would have performed in a separate test period.

Step 3: Portfolio Optimization Results

Optimizing your portfolio. This may take a minute...