Portfolio Optimizer: Overview
Optimize portfolio allocations by aligning them with your clients’ risk-reward appetite against an efficient frontier. Choose from a range of strategies to create a well-balanced and efficient portfolio, including maximizing the Sharpe Ratio, minimizing Standard Deviation, targeting a specific return, or targeting a desired level of Standard Deviation.
How to Create and Optimized Portfolio:
- Hover over Tools, then select Portfolio Optimizer
- Search for a portfolio at the top
- Enter max and min weights to ensure proper optimization. If you'd like to apply a band around the target weights use the Weight Band option. To apply a weight to all holdings select Apply to all under the first holding
- Choose a time frame frequency in the Time Frame section
- Enter a date range for the lookback period
- Select one of the strategies in the Strategy section
- Select Calculate