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

IJS 20%
IVV 80%

For example, you should buy 11 IJS , and 10 IVV 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

$284
vs
$265
28%
26%

1-year performance comparison table

Equalweight Portfolio Optimized Portfolio
Expected Return 30.03% 27.52%
Risks (Volatility) 19.18% 0.13%
Sharpe Ratio 0.31 25.76
1-Year Performance 28% 26%

Rebalance more or check out rebalancing history.