ABCDEFGHIJKLMNOPQR
1
Notes
2
This Google Sheet is an example of Portfolio Optimizer REST API usage to compute either a minimum variance frontier or an efficient frontier.
3
This Google Sheets uses 4 assets by default, but allows the user to use at most 20 assets by filling the shaded cells with assets returns and covariance matrix.
4
If more than 20 assets are needed, please check https://docs.portfoliooptimizer.io/#api-limits
5
Discover more at https://portfoliooptimizer.io/
6
7
Assets returns
Assets covariance matrix
8
11.72%0.023592960.0194555904-0.0012486144-0.0006971904
9
8.43%0.01945559040.03182656-0.00145021360.0043187072
10
7.11%-0.0012486144-0.00145021360.005461210.0013417284
11
6.16%-0.00069719040.00431870720.00134172840.02289169
12
13
14
15
16
17
18
19
-----
20
21
Number of portfolios to generatePortfolios
Minimum variance frontier
22
15
Portfolio volatility
Portfolio return
Portfolio Asset Weights
23
15.13%6.16%0.00%0.00%0.00%100.00%
24
Full portfolio exposure ?9.67%6.56%0.00%0.00%41.80%58.20%
25
True6.76%6.95%0.00%4.41%73.07%22.52%
26
6.20%7.35%5.43%8.83%72.52%13.22%
27
Frontier type6.04%7.75%15.42%3.34%69.00%12.24%
28
Minimum variance frontier6.11%8.15%24.60%0.00%65.06%10.34%
29
6.48%8.54%32.53%0.00%60.46%7.01%
30
7.12%8.94%40.46%0.00%55.86%3.69%
31
7.96%9.34%48.39%0.00%51.25%0.36%
32
8.97%9.73%56.93%0.00%43.07%0.00%
33
10.11%10.13%65.54%0.00%34.46%0.00%
34
11.34%10.53%74.16%0.00%25.84%0.00%
35
12.64%10.93%82.77%0.00%17.23%0.00%
36
13.98%11.32%91.39%0.00%8.61%0.00%
37
15.36%11.72%100.00%0.00%0.00%0.00%
38
39
40
41
42
43
44
45
46
47
48
49
Disclaimer
50
Under no circumstances does any information on this Google Sheet represent a recommendation to buy, sell, or hold any security.
51
None of the content on this Google Sheet is guaranteed to be correct, and anything shown here should be subject to independent verification.
52
You, and you alone, are solely responsible for any investment decisions that you make.