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

CVX 80%
FB 20%
KO 0%

For example, you should buy 34 CVX , 3 FB , and 0 KO 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

$168
vs
$306
17%
31%

1-year performance comparison table

Equalweight Portfolio Optimized Portfolio
Expected Return 18.18% 33.57%
Risks (Volatility) 14.61% 0.21%
Sharpe Ratio -0.41 44.04
1-Year Performance 17% 31%

Rebalance more or check out rebalancing history.