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

EEM 68.32%
IAU 31.68%

For example, you should buy 11 EEM , and 8 IAU 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

- $4
vs
- $1
-0%
-0%

1-year performance comparison table

Equalweight Portfolio Optimized Portfolio
Expected Return 0.36% 0.85%
Risks (Volatility) 1.14% 0.14%
Sharpe Ratio -20.94 -167.25
1-Year Performance -0% -0%

Rebalance more or check out rebalancing history.