Look's good! We've maximized Sharpe ratio for your portfolio, you'll get the best performance with:

AAPL 65.95%
TSLA 34.05%

For example, you should buy 25 AAPL , and 2 TSLA stocks.

* Please note, stocks with unsufficient performance or high volatility have less weight or even zero-weight in portfolio optimization by Sharpe ratio.

Wonder how balanced portfolio beats average one?

If you had invested $1000 on 2020-12-01 you could have earned today


1-year performance comparison table

Equalweight Portfolio Optimized Portfolio
Expected Return 73.91% 62.04%
Risks (Volatility) 77.53% 0.29%
Sharpe Ratio 0.64 129.89
1-Year Performance 64% 55%

Rebalance more or check out rebalancing history.