Live Portfolio Examples

  • This page is used to demo what the Modern Portfolio Theory has to offer.
  • Portfolio values are updated on a daily basis in accordance with market quote changes.
  • All constituent assets and timeframes used were randomly chosen for demo, not for recommendation purposes.
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    Portfolio 1

    Settings

    Setup Date2025-06-02
    Days-to-Hold262
    Initial Capital1.00
    Inclusion of a Bond NO
    Num of Risky Assets 7
    Fitting Model DOU
    Objective σₚ=0.330 ⇔ μₚ=1.425

    Solution

    SYMBOL NAME WEIGHT
    000333.sz Midea Group +0.285
    AAPL Apple Inc +0.310
    ALI=F Aluminum Front Month +0.374
    BP.L BP -0.020
    BTC-USD Bitcoin USD +0.177
    GC=F Gold Front Month -0.278
    GOOG Alphabet Inc - Class C Shares +0.154
    CASH - +0.000


    1.251.421.091.7520262025-06-022026-06-0304-152.01.81.61.41.21.00.80.6μ-σ Diagram000333.sz0.542AAPL0.916ALI=F0.659BP.L0.390BTC-USD0.783GC=F0.265GOOG0.752Constituent SRμₚσₚ0.00.20.40.60.811.21.41.61.800.10.20.30.40.50.6 (0.158, 1.219)(0.101, 1.090) (0.330, 1.425) Portfolio SR=1.287Min Risk σₚ=0.101Max SR=1.388

    Portfolio 2

    Settings

    Setup Date2026-01-01
    Days-to-Hold262
    Initial Capital1.00
    Inclusion of a Bond YES   (Rate=1.050)
    Num of Risky Assets 6
    Fitting Model DOU
    Objective σₚ=0.200 ⇔ μₚ=1.272

    Solution

    SYMBOL NAME WEIGHT
    AAPL Apple Inc +0.318
    ALI=F Aluminum Front Month -0.331
    BP.L BP -0.040
    GC=F Gold Front Month +0.023
    GOOG Alphabet Inc - Class C Shares -0.655
    RR.L Rolls-Royce Holdings +0.005
    BOND - +1.680
    CASH - +0.000


    0.911.271.071.472026-01-012027-01-0404-151.51.41.31.21.11.00.90.8μ-σ DiagramAAPL0.850ALI=F0.115BP.L0.099GC=F0.266GOOG-0.162RR.L0.060Constituent SRμₚσₚ0.00.20.40.60.811.21.41.600.10.20.30.40.5(0.000, 1.050) (0.200, 1.272) Portfolio SR=1.108Min Risk σₚ=0.000SR=1.108 (const), R₀=1.050

    Portfolio 3

    Settings

    Setup Date2026-02-01
    Days-to-Hold262
    Initial Capital1.00
    Inclusion of a Bond NO
    Num of Risky Assets 4
    Fitting Model DOU
    Objective σₚ=0.207 ⇔ μₚ=1.198

    Solution

    SYMBOL NAME WEIGHT
    ADM.L Admiral Group +0.960
    HMCX.L FTSE250 ETF +0.000
    III.L 3i -0.139
    NG.L National Grid plc +0.179
    CASH - +0.000


    1.231.200.991.4120272026-02-012027-02-0304-151.51.41.31.21.11.00.9μ-σ DiagramADM.L0.915HMCX.L0.236III.L-0.039NG.L0.283Constituent SRμₚσₚ0.00.20.40.60.811.21.400.10.20.30.40.50.60.7 (0.215, 1.206)(0.100, 1.044) (0.207, 1.198) Portfolio SR=0.957Min Risk σₚ=0.100Max SR=0.958

    Portfolio 4

    Settings

    Setup Date2025-06-01
    Days-to-Hold262
    Initial Capital1.00
    Inclusion of a Bond NO
    Num of Risky Assets 4
    Fitting Model DOU
    Objective σₚ=0.300 ⇔ μₚ=1.310

    Solution

    SYMBOL NAME WEIGHT
    AAPL Apple Inc +0.359
    BP.L BP +0.258
    GOOG Alphabet Inc - Class C Shares +0.356
    HMCX.L FTSE250 ETF +0.027
    CASH - +0.000


    1.521.311.011.6120262025-06-012026-06-0304-152.12.01.91.81.71.61.51.41.31.21.11.00.9μ-σ DiagramAAPL0.917BP.L0.403GOOG0.719HMCX.L0.525Constituent SRμₚσₚ0.00.20.40.60.811.21.41.600.10.20.30.40.50.60.7 (0.210, 1.221)(0.118, 1.070) (0.300, 1.310) Portfolio SR=1.033Min Risk σₚ=0.118Max SR=1.053