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 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=1.295

    Solution

    SYMBOLNAMEWEIGHT
    000333.szMidea Group +0.445
    AAPLApple Inc +0.319
    ALI=FAluminum Front Month -0.125
    BP.LBP +0.257
    GC=FGold Front Month +0.481
    GOOGAlphabet Inc - Class C Shares -0.459
    MSFTMicrosoft Corporation +0.083
    CASH - +0.000
    1.031.291.041.5420272026-06-152027-06-1607-151.61.51.41.31.21.11.00.90.8μ-σ Diagram000333.sz0.553AAPL0.871ALI=F-0.087BP.L0.251GC=F0.291GOOG-0.090MSFT0.247Constituent SRμₚσₚ0.00.511.52.000.10.20.30.40.50.60.70.80.505, 1.6090.099, 1.0290.250, 1.295Portfolio SR=1.179Min Risk σₚ=0.099Max SR=1.206

    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=1.275

    Solution

    SYMBOLNAMEWEIGHT
    AAPLApple Inc +0.317
    ALI=FAluminum Front Month -0.392
    BP.LBP -0.053
    GC=FGold Front Month +0.049
    GOOGAlphabet Inc - Class C Shares -0.631
    RR.LRolls-Royce Holdings +0.021
    BOND - +1.688
    CASH - +0.000
    0.951.271.071.472026-01-012027-01-0407-151.51.41.31.21.11.00.90.8μ-σ DiagramAAPL0.867ALI=F0.065BP.L0.088GC=F0.282GOOG-0.137RR.L0.083Constituent SRμₚσₚ0.00.20.40.60.811.21.41.600.10.20.30.40.50.000, 1.0500.200, 1.275Portfolio SR=1.123Min Risk σₚ=0.000SR=1.123 (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 +1.022
    HMCX.LFTSE250 ETF -0.040
    III.L3i -0.115
    NG.LNational Grid plc +0.133
    CASH - +0.000
    1.401.201.001.4120272026-02-012027-02-0307-151.51.41.31.21.11.00.9μ-σ DiagramADM.L0.949HMCX.L0.225III.L-0.009NG.L0.255Constituent SRμₚσₚ0.00.20.40.60.811.21.400.10.20.30.40.50.60.70.220, 1.2160.098, 1.0470.207, 1.203Portfolio SR=0.980Min Risk σₚ=0.098Max SR=0.981

    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=1.297

    Solution

    SYMBOLNAMEWEIGHT
    AAPLApple Inc +0.441
    BP.LBP +0.328
    CL=FCrude Oil Front Month -0.161
    GOOGAlphabet Inc - Class C Shares -0.599
    HG=FCopper Front Month -0.081
    HMCX.LFTSE250 ETF +0.993
    MSFTMicrosoft Corporation +0.079
    CASH - +0.000
    1.061.301.001.6020272026-06-012027-06-0207-151.61.51.41.31.21.11.00.90.80.7μ-σ DiagramAAPL0.854BP.L0.206CL=F-0.141GOOG-0.127HG=F-0.099HMCX.L0.155MSFT0.222Constituent SRμₚσₚ0.0110.020.030.002.85.68.411.214.016.819.622.425.222.976, 25.3150.107, 1.0050.300, 1.297Portfolio SR=0.991Min Risk σₚ=0.107Max SR=1.058