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=1.372

    Solution

    SYMBOLNAMEWEIGHT
    000333.szMidea Group +0.406
    AAPLApple Inc +0.232
    ALI=FAluminum Front Month +0.243
    BP.LBP +0.053
    GC=FGold Front Month +0.541
    GOOGAlphabet Inc - Class C Shares -0.757
    MSFTMicrosoft Corporation +0.283
    CASH - +0.000
    1.171.371.121.6220272026-06-152027-06-1610-140.81.01.01.21.41.6μ-σ Diagram000333.sz0.686AAPL0.882ALI=F-0.160BP.L-0.133GC=F0.218GOOG-0.668MSFT0.415Constituent SRμₚσₚ0.00.20.40.60.811.21.41.600.10.20.30.40.863, -0.4740.097, 0.9890.250, 1.372Portfolio SR=1.489Min Risk σₚ=0.097Tangency SR=-1.707Asymp. SR=1.696 (σₚ→∞)

    Breakdown

    SymbolμσRealised: 1.17Price%Date
    1.211 0.307 1.075 × 0.40683.70+1.102026-10-14
    1.576 0.654 1.152 × 0.232342.96+0.502026-10-14
    0.978 0.140 0.922 × 0.2433072.75-2.262026-10-14
    0.971 0.214 1.147 × 0.053607.85-0.352026-10-14
    1.037 0.171 0.963 × 0.5414099.00-1.292026-10-14
    0.867 0.199 0.953 × (-0.757)343.65-1.682026-10-14
    1.139 0.336 1.362 × 0.283543.45+0.432026-10-13
    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=1.380

    Solution

    SYMBOLNAMEWEIGHT
    AAPLApple Inc +0.259
    ALI=FAluminum Front Month -0.349
    BP.LBP +0.037
    GC=FGold Front Month -0.013
    GOOGAlphabet Inc - Class C Shares -0.949
    RR.LRolls-Royce Holdings +0.017
    BOND - +1.998
    CASH - +0.000
    1.041.381.181.582026-01-012027-01-0410-140.81.01.01.21.41.6μ-σ DiagramAAPL0.874ALI=F-0.035BP.L0.131GC=F0.195GOOG-0.706RR.L0.041Constituent SRμₚσₚ0.00.20.40.60.811.21.41.600.10.20.30.40.000, 1.0500.200, 1.380Portfolio SR=1.649Min Risk σₚ=0.000SR=1.649 (const), R₀=1.050

    Breakdown

    SymbolμσRealised: 1.04Price%Date
    1.571 0.653 1.263 × 0.259342.96+0.502026-10-14
    0.995 0.135 1.058 × (-0.349)3072.75-2.262026-10-14
    1.030 0.226 1.354 × 0.037607.85-0.352026-10-14
    1.033 0.167 0.960 × (-0.013)4099.00-1.292026-10-14
    0.864 0.193 1.111 × (-0.949)343.65-1.682026-10-14
    1.015 0.371 1.167 × 0.0171361.40+1.172026-10-14
    1.050 01.039 × 1.9981.039+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=1.189

    Solution

    SYMBOLNAMEWEIGHT
    ADM.LAdmiral Group +0.824
    HMCX.LFTSE250 ETF +0.313
    III.L3i -0.151
    NG.LNational Grid plc +0.014
    CASH - +0.000
    1.351.190.981.4020272026-02-012027-02-0310-140.60.81.01.01.21.41.6μ-σ DiagramADM.L0.875HMCX.L0.363III.L-0.009NG.L0.179Constituent SRμₚσₚ0.00.20.40.60.811.21.400.10.20.30.40.50.60.70.80.207, 1.1880.106, 1.0530.207, 1.189Portfolio SR=0.911Min Risk σₚ=0.106Max SR=0.911

    Breakdown

    SymbolμσRealised: 1.35Price%Date
    1.211 0.242 1.354 × 0.8243654.00-2.562026-10-14
    1.043 0.118 1.051 × 0.3132278.50+0.152026-10-14
    0.996 0.411 0.710 × (-0.151)2403.00+0.002026-10-14
    1.032 0.178 0.968 × 0.0141185.50+0.592026-10-14
    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=1.452

    Solution

    SYMBOLNAMEWEIGHT
    AAPLApple Inc +0.292
    BP.LBP -0.286
    CL=FCrude Oil Front Month -0.033
    GOOGAlphabet Inc - Class C Shares -1.111
    HG=FCopper Front Month +0.001
    HMCX.LFTSE250 ETF +1.872
    MSFTMicrosoft Corporation +0.267
    CASH - +0.000
    1.211.451.151.7520272026-06-012027-06-0210-140.81.01.01.21.41.61.8μ-σ DiagramAAPL0.860BP.L-0.194CL=F-0.220GOOG-0.735HG=F-0.141HMCX.L0.367MSFT0.397Constituent SRμₚσₚ0.00.20.40.60.811.21.41.61.800.10.20.30.40.51.241, -1.0790.108, 0.9920.300, 1.452Portfolio SR=1.506Min Risk σₚ=0.108Tangency SR=-1.676Asymp. SR=1.670 (σₚ→∞)

    Breakdown

    SymbolμσRealised: 1.21Price%Date
    1.555 0.645 1.115 × 0.292342.96+0.502026-10-14
    0.959 0.211 1.106 × (-0.286)607.85-0.352026-10-14
    0.934 0.299 1.026 × (-0.033)95.17+0.402026-10-14
    0.856 0.196 0.939 × (-1.111)343.65-1.682026-10-14
    0.967 0.231 1.026 × 0.0016.61-1.782026-10-14
    1.043 0.118 1.049 × 1.8722278.50+0.152026-10-14
    1.133 0.335 1.182 × 0.267543.45+0.432026-10-13
    101.000 × 0.0001.00 0.0 -