Portfolio Optimizer
Efficient frontier & max-Sharpe allocation
Define asset assumptions and a correlation structure to compute the mean-variance efficient frontier and the tangency (maximum-Sharpe) portfolio. All math runs in your browser — nothing is saved or transmitted.
Inputs
%
Adjust the preset asset-class assumptions. Sensible default correlations are applied automatically — no matrix required.
Assets
Correlation matrix symmetric; diagonal fixed at 1.00
Note: the closed-form frontier permits short positions, so optimal weights may be negative. Treat outputs as a directional guide.
Max-Sharpe (tangency) portfolio
OptimalExp. return
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Volatility
—
Sharpe ratio
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Minimum-variance portfolio
Exp. return
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Volatility
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Efficient frontier
Allocation
| Asset | Max-Sharpe | Min-variance | Exp. return | Volatility |
|---|
For illustrative purposes only. Optimized allocations are the mathematical result of the
return, volatility and correlation assumptions you provide and are highly sensitive to those inputs. The
model permits short positions and does not account for taxes, fees, liquidity, or constraints. This is not
investment, tax, or legal advice — clients should consult a qualified professional before acting.