MacroSpark Labs

Portfolio Optimizer

Build an optimized investment portfolio based on risk tolerance, expected returns, and diversification using quantitative finance principles.

Risk tolerance

Expected return target

10%

Asset classes to include

Runs a real mean-variance (Markowitz) grid search across the asset classes above, using assumed long-run expected return, volatility, and correlation for each (see this tool's dataset file) — it selects the combination with the highest Sharpe ratio that stays within your risk tolerance's volatility limit. Not personalized to specific tickers or live market data.

Optimized Allocation

Equity — 20%

Bonds — 70%

Gold — 10%

Expected Return8.4%

Volatility4.7%

Sharpe Ratio0.51

This risk tolerance can't reach your 10% return target within its volatility limit — the best achievable expected return is 8.4%. Try a higher risk tolerance.