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

AIG 76.42%
FB 23.58%

For example, you should buy 53 AIG , and 3 FB 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

$235
vs
$301
23%
30%

1-year performance comparison table

Equalweight Portfolio Optimized Portfolio
Expected Return 26.2% 33.76%
Risks (Volatility) 20.84% 0.24%
Sharpe Ratio 0.1 40.78
1-Year Performance 23% 30%

Rebalance more or check out rebalancing history.