Optimization Results (Sample Portfolios)
| Simulation # |
W1 (%) |
W2 (%) |
W3 (%) |
Return (%) |
Volatility (%) |
Sharpe Ratio |
Optimal Portfolio (Highest Sharpe Ratio)
Asset 1 Weight: 0.00%
Asset 2 Weight: 0.00%
Asset 3 Weight: 0.00%
Optimal Portfolio Return: 0.00%
Optimal Portfolio Volatility: 0.00%
Maximum Sharpe Ratio: 0.00
About the Sharpe Ratio:
The Sharpe Ratio measures the risk-adjusted return of an investment. It is calculated as the excess return of the portfolio over the risk-free rate, divided by the portfolio's standard deviation (volatility). A higher Sharpe Ratio indicates a better risk-adjusted return.
