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

INTC 20%
MSFT 80%

For example, you should buy 16 INTC , and 9 MSFT 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 29.07% 45.2%
Risks (Volatility) 17.57% 0.19%
Sharpe Ratio 0.28 109.08
1-Year Performance 26% 43%

Rebalance more or check out rebalancing history.