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.
    •

    Portfolio 1

    Settings

    Setup Date2026-06-15
    Days-to-Hold262
    Initial Capital1.00
    Inclusion of a BondNO
    Num of Risky Assets7
    Fitting Model DOU
    Objective σₚ=0.250 ⇔ μₚ=1.293

    Solution

    SYMBOLNAMEWEIGHT
    000333.szMidea Group +0.448
    AAPLApple Inc +0.322
    ALI=FAluminum Front Month -0.119
    BP.LBP +0.274
    GC=FGold Front Month +0.442
    GOOGAlphabet Inc - Class C Shares -0.415
    MSFTMicrosoft Corporation +0.048
    CASH - +0.000
    1.171.291.041.5420272026-06-152027-06-1608-280.80.91.01.01.11.21.31.41.51.6μ-σ Diagram000333.sz0.565AAPL0.892ALI=F-0.118BP.L0.247GC=F0.228GOOG-0.070MSFT0.213Constituent SRμₚσₚ0.00.511.52.000.20.40.60.81.00.634, 1.7670.099, 1.0240.250, 1.293Portfolio SR=1.172Min Risk σₚ=0.099Max SR=1.210

    Breakdown

    SymbolμσRealised: 1.17Price%Date
    1.152 0.270 1.118 × 0.44886.23+0.062026-08-28
    1.561 0.630 1.069 × 0.322319.70+1.632026-08-28
    0.983 0.141 0.996 × (-0.119)3388.25-0.202026-08-28
    1.055 0.224 1.087 × 0.274515.69+0.062026-08-28
    1.039 0.171 1.067 × 0.4424453.80-3.252026-08-28
    0.984 0.230 0.929 × (-0.415)342.88+1.532026-08-28
    1.066 0.310 1.284 × 0.048505.06+1.752026-08-27
    101.000 × 0.0001.00 0.0 -


    Portfolio 2

    Settings

    Setup Date2026-01-01
    Days-to-Hold262
    Initial Capital1.00
    Inclusion of a Bond YES   (Rate=1.050)
    Num of Risky Assets6
    Fitting Model DOU
    Objective σₚ=0.200 ⇔ μₚ=1.279

    Solution

    SYMBOLNAMEWEIGHT
    AAPLApple Inc +0.315
    ALI=FAluminum Front Month -0.431
    BP.LBP -0.063
    GC=FGold Front Month -0.034
    GOOGAlphabet Inc - Class C Shares -0.607
    RR.LRolls-Royce Holdings +0.025
    BOND - +1.796
    CASH - +0.000
    1.001.281.081.482026-01-012027-01-0408-280.80.91.01.01.11.21.31.41.51.6μ-σ DiagramAAPL0.887ALI=F0.021BP.L0.074GC=F0.206GOOG-0.110RR.L0.091Constituent SRμₚσₚ0.00.20.40.60.811.21.41.600.10.20.30.40.50.000, 1.0500.200, 1.279Portfolio SR=1.142Min Risk σₚ=0.000SR=1.142 (const), R₀=1.050

    Breakdown

    SymbolμσRealised: 1.00Price%Date
    1.559 0.631 1.165 × 0.315319.70+1.632026-08-28
    1.003 0.136 1.142 × (-0.431)3388.25-0.202026-08-28
    1.016 0.215 0.984 × (-0.063)515.69+0.062026-08-28
    1.034 0.167 1.064 × (-0.034)4453.80-3.252026-08-28
    0.976 0.223 1.087 × (-0.607)342.88+1.532026-08-28
    1.035 0.380 1.329 × 0.0251530.20+0.032026-08-28
    1.050 01.032 × 1.7961.032+0.013per 24h
    101.000 × 0.0001.00 0.0 -


    Portfolio 3

    Settings

    Setup Date2026-02-01
    Days-to-Hold262
    Initial Capital1.00
    Inclusion of a BondNO
    Num of Risky Assets4
    Fitting Model DOU
    Objective σₚ=0.207 ⇔ μₚ=1.205

    Solution

    SYMBOLNAMEWEIGHT
    ADM.LAdmiral Group +1.049
    HMCX.LFTSE250 ETF -0.062
    III.L3i -0.111
    NG.LNational Grid plc +0.124
    CASH - +0.000
    1.621.201.001.4120272026-02-012027-02-0308-281.01.01.21.41.61.8μ-σ DiagramADM.L0.959HMCX.L0.209III.L-0.010NG.L0.247Constituent SRμₚσₚ0.00.20.40.60.811.21.400.10.20.30.40.50.60.70.225, 1.2230.098, 1.0460.207, 1.205Portfolio SR=0.990Min Risk σₚ=0.098Max SR=0.991

    Breakdown

    SymbolμσRealised: 1.62Price%Date
    1.192 0.200 1.612 × 1.0494024.00-1.282026-08-28
    1.024 0.114 1.101 × (-0.062)2328.50+0.152026-08-28
    0.996 0.427 1.000 × (-0.111)33.14-0.632025-06-17
    1.038 0.154 0.908 × 0.1241161.50+0.132026-08-28
    101.000 × 0.0001.00 0.0 -


    Portfolio 4

    Settings

    Setup Date2026-06-01
    Days-to-Hold262
    Initial Capital1.00
    Inclusion of a BondNO
    Num of Risky Assets7
    Fitting Model DOU
    Objective σₚ=0.300 ⇔ μₚ=1.299

    Solution

    SYMBOLNAMEWEIGHT
    AAPLApple Inc +0.446
    BP.LBP +0.344
    CL=FCrude Oil Front Month -0.183
    GOOGAlphabet Inc - Class C Shares -0.546
    HG=FCopper Front Month -0.074
    HMCX.LFTSE250 ETF +0.987
    MSFTMicrosoft Corporation +0.026
    CASH - +0.000
    1.171.301.001.6020272026-06-012027-06-0208-280.81.01.01.21.41.6μ-σ DiagramAAPL0.873BP.L0.200CL=F-0.169GOOG-0.110HG=F-0.105HMCX.L0.139MSFT0.184Constituent SRμₚσₚ0.00.20.40.60.811.21.41.600.10.20.30.40.50.68.072, -7.6650.107, 1.0030.300, 1.299Portfolio SR=0.998Min Risk σₚ=0.107Tangency SR=-1.073Asymp. SR=1.073 (σₚ→∞)

    Breakdown

    SymbolμσRealised: 1.17Price%Date
    1.543 0.623 1.034 × 0.446319.70+1.632026-08-28
    1.044 0.221 1.058 × 0.344515.69+0.062026-08-28
    0.948 0.309 0.905 × (-0.183)83.44-0.122026-08-28
    0.975 0.228 0.915 × (-0.546)342.88+1.532026-08-28
    0.975 0.234 1.005 × (-0.074)6.64+0.762026-08-28
    1.016 0.112 1.072 × 0.9872328.50+0.152026-08-28
    1.057 0.308 1.114 × 0.026505.06+1.752026-08-27
    101.000 × 0.0001.00 0.0 -