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 BondNO
    Num of Risky Assets7
    Fitting Model DOU
    Objective σₚ=0.330 ⇔ μₚ=1.421

    Solution

    SYMBOLNAMEWEIGHT
    000333.szMidea Group +0.299
    AAPLApple Inc +0.305
    ALI=FAluminum Front Month +0.337
    BP.LBP -0.007
    BTC-USDBitcoin USD +0.179
    GC=FGold Front Month -0.295
    GOOGAlphabet Inc - Class C Shares +0.182
    CASH - +0.000
    1.451.421.091.7520262025-06-022026-06-0305-292.01.51.0μ-σ Diagram000333.sz0.551AAPL0.906ALI=F0.634BP.L0.399BTC-USD0.768GC=F0.253GOOG0.763Constituent SRμₚσₚ0.00.20.40.60.811.21.41.61.800.10.20.30.40.50.6 (0.159, 1.218)(0.102, 1.094) (0.330, 1.421) Portfolio SR=1.275Min Risk σₚ=0.102Max SR=1.374

    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=1.268

    Solution

    SYMBOLNAMEWEIGHT
    AAPLApple Inc +0.319
    ALI=FAluminum Front Month -0.334
    BP.LBP -0.070
    GC=FGold Front Month +0.014
    GOOGAlphabet Inc - Class C Shares -0.646
    RR.LRolls-Royce Holdings +0.025
    BOND - +1.693
    CASH - +0.000
    0.861.271.071.472026-01-012027-01-0405-291.51.41.31.21.11.00.90.8μ-σ DiagramAAPL0.841ALI=F0.110BP.L0.082GC=F0.255GOOG-0.146RR.L0.089Constituent SRμₚσₚ0.00.20.40.60.811.21.41.600.10.20.30.40.5(0.000, 1.050) (0.200, 1.268) Portfolio SR=1.090Min Risk σₚ=0.000SR=1.090 (const), R₀=1.050

    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=1.203

    Solution

    SYMBOLNAMEWEIGHT
    ADM.LAdmiral Group +1.005
    HMCX.LFTSE250 ETF -0.037
    III.L3i -0.127
    NG.LNational Grid plc +0.158
    CASH - +0.000
    1.231.201.001.4120272026-02-012027-02-0305-291.51.41.31.21.11.00.9μ-σ DiagramADM.L0.943HMCX.L0.220III.L-0.028NG.L0.269Constituent SRμₚσₚ0.00.20.40.60.811.21.400.10.20.30.40.50.60.7 (0.220, 1.216)(0.099, 1.047) (0.207, 1.203) Portfolio SR=0.981Min Risk σₚ=0.099Max SR=0.981

    Portfolio 4

    Settings

    Setup Date2025-06-01
    Days-to-Hold262
    Initial Capital1.00
    Inclusion of a BondNO
    Num of Risky Assets4
    Fitting Model DOU
    Objective σₚ=0.300 ⇔ μₚ=1.309

    Solution

    SYMBOLNAMEWEIGHT
    AAPLApple Inc +0.352
    BP.LBP +0.291
    GOOGAlphabet Inc - Class C Shares +0.386
    HMCX.LFTSE250 ETF -0.028
    CASH - +0.000
    1.701.311.011.6120262025-06-012026-06-0305-292.42.22.01.81.61.41.21.0μ-σ DiagramAAPL0.906BP.L0.414GOOG0.730HMCX.L0.510Constituent SRμₚσₚ0.00.20.40.60.811.21.41.600.10.20.30.40.50.60.7 (0.212, 1.222)(0.118, 1.073) (0.300, 1.309) Portfolio SR=1.031Min Risk σₚ=0.118Max SR=1.049