Portfolio-Optimizer.xlsm

	B	C	D	E	F	G	H	I	J	P	Q
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2	Index	Criteria	Equal Weight	Max E[R]	Min σ	β ~ 1	Max α	****	Chart Mode:	5	****
3	^GSPC	Ann E[R]:	2.17%	9.88%	-0.16%	0.25%	9.76%
4	Dates	Ann σ:	14.61%	24.92%	1.41%	24.92%	24.92%
5	2/3/2008	E[R]:	0.00	0.00	0.00	0.00	0.00
6	2/3/2014	σ:	0.01	0.02	0.00	0.02	0.02
7	Risk-Free Rate	β:	0.53	0.55	0.00	0.98	0.64
8	1.44%	α:	0.0001	0.0004	-0.0001	0.0001	0.0004
9	Assets (max. 50)	Total (%):	100%	100%	100%	100%	100%
10	VTV	0.00001429844062	10.00%	0.00%	2.21%	85.43%	0.00%
11	SLYV	-0.0001540737543	10.00%	0.00%	0.00%	6.27%	0.00%
12	DFE	0.0001479843976	10.00%	0.00%	0.00%	4.24%	0.00%
13	PGX	0.0004606421163	10.00%	73.72%	0.49%	0.00%	65.71%
14	JNK	0.0001400293585	10.00%	11.47%	0.00%	0.96%	16.70%
15	EMB	-0.000007348194434	10.00%	0.00%	0.00%	0.00%	0.00%
16	SMB	-0.00003610111258	10.00%	0.00%	5.41%	0.58%	0.00%
17	TIP	-0.000001536917163	10.00%	1.42%	0.00%	0.00%	0.00%
18	SHY	-0.000007242360661	10.00%	10.56%	91.89%	2.52%	5.57%
19	REZ	0.0002695814915	10.00%	2.83%	0.00%	0.00%	12.02%
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