Efficient Frontier Portfolio Optimizer

Number of Portfolio Simulations

Risk-Free Rate (Rf, % Annual)

Asset 1

Expected Annual Return (%)

Annual Volatility (%)

Asset 2

Expected Annual Return (%)

Annual Volatility (%)

Asset 3

Expected Annual Return (%)

Annual Volatility (%)

Correlations

Asset 1 & 2

Asset 1 & 3

Asset 2 & 3

Simulated Portfolios (Sample)

Simulation #	W1 (%)	W2 (%)	W3 (%)	Return (%)	Volatility (%)	Sharpe Ratio

Key Optimized Portfolios

Minimum Volatility Portfolio

Asset 1 Weight: 0.00%

Asset 2 Weight: 0.00%

Asset 3 Weight: 0.00%

Portfolio Return: 0.00%

Minimum Portfolio Volatility: 0.00%

Sharpe Ratio: 0.00

Maximum Sharpe Ratio Portfolio

Asset 1 Weight: 0.00%

Asset 2 Weight: 0.00%

Asset 3 Weight: 0.00%

Portfolio Return: 0.00%

Portfolio Volatility: 0.00%

Maximum Sharpe Ratio: 0.00

About the Efficient Frontier:

The Efficient Frontier represents a set of optimal portfolios that offer the highest expected return for a given level of risk, or the lowest risk for a given expected return. Investors aim to choose portfolios on this frontier, as any portfolio below it is suboptimal. Modern Portfolio Theory (MPT), developed by Harry Markowitz, emphasizes diversification to achieve these optimal risk-return tradeoffs.