Portfolio Optimization
Simulate long-only portfolios using RiskSnap's existing correlation, volatility, EWMA return, dividend-yield and 1-year USD risk-free data. Each simulation is numbered so its Sharpe Ratio can be inspected independently.
Saved portfolios from this browser appear here.
Maximum 20 securities. Yahoo symbols separated by commas or spaces.
Ready.
Sharpe:
(weighted EWMA price return + weighted TTM dividend yield − 1Y USD risk-free rate)
÷ portfolio volatility.
Share counts use whole shares and convert local security prices to USD before allocation.
Maximum Sharpe
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Minimum Volatility
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Maximum Total Return
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Equal Weight
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Simulated Portfolios — Risk vs Total Return
Click a point to inspect that simulation. The light-blue point marks the maximum-Sharpe portfolio. Only a sample of points is drawn when many simulations are run.
Highest Sharpe Simulations
| Simulation | Total Return | Volatility | Sharpe | Largest Weight |
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Temporary Simulation Check
Pull out any simulation to verify the Sharpe calculation independently.
| Security | Weight | Local Price | Ccy | USD FX | USD Price | Target $ | Shares | Actual $ | EWMA Price Return | TTM Div Yield | Wtd Price Return | Wtd Div Yield | Variance Contribution |
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