๐ฏ Portfolio Optimizer
Mean-Variance ยท Efficient Frontier ยท Black-Litterman weights
๐ Max Sharpe Ratio
Best risk-adjusted return
๐ก๏ธ Min Volatility
Lowest possible risk
๐ Max Return
Highest expected return
Risk-Free Rate: 6.5%
Max Position: 30%
Min Position: 2%
๐ Efficient Frontierrisk (ฯ) vs return (ฮผ)
โ Max Sharpe (18.3% / 23.5%)โ Min Vol (14.0%)โ Frontierโ HDFCBANKโ TCSโ RELIANCEโ SBINโ BAJFINANCEโ BTC-USDโ SUNPHARMAโ WIPROโ TATAMOTORS
๐ Optimization Results
Current Sharpe1.15
Optimized Sharpe0.50
Sharpe Improvement+-0.65
Target Return18.3%
Target Volatility23.5%
ObjectiveSHARPE
โก AI Rebalance Signal
Optimizer recommends overweight TCS (+6%) and SUNPHARMA (+3%) while reducing BTC-USD (-3%) exposure to achieve target Sharpe of 0.50.
Expected risk-adjusted return improvement: +-57%
โ๏ธ Weight Comparison: Current vs Optimized
TCS
Current: 22%Optimal: 28%โฒ6%
HDFCBANK
Current: 18%Optimal: 21%โฒ3%
RELIANCE
Current: 12%Optimal: 14%โฒ2%
SUNPHARMA
Current: 9%Optimal: 12%โฒ3%
BAJFINANCE
Current: 10%Optimal: 8%โผ2%
SBIN
Current: 8%Optimal: 6%โผ2%
TATAMOTORS
Current: 7%Optimal: 5%โผ2%
BTC-USD
Current: 7%Optimal: 4%โผ3%
WIPRO
Current: 7%Optimal: 2%โผ5%