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

DIS 20%
TSLA 80%

For example, you should buy 17 DIS , and 9 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 46.59% 85.53%
Risks (Volatility) 71.91% 0.45%
Sharpe Ratio 0.31 137.74
1-Year Performance 40% 68%

Rebalance more or check out rebalancing history.