Enter the details for each fund in your portfolio. You can add or remove funds as needed.
Correlation Matrix (values between -1.0 and 1.0)
Fund
Custom Portfolio Allocation
Allocate weights (in percentage) to each fund to see the resulting portfolio return and risk. The weights must sum to 100%.
Total Allocated: 0.00%
Your Custom Portfolio Metrics:
Expected Portfolio Return: 0.00%
Portfolio Standard Deviation (Risk): 0.00%
Optimization Results
This section displays the Global Minimum Variance Portfolio (GMVP), which is the portfolio allocation that minimizes overall risk for the given funds. An approximation method is used for this calculation.
Global Minimum Variance Portfolio (GMVP)
This portfolio aims to achieve the lowest possible risk given your fund inputs.
