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

SMIZF 20%
TSLA 80%

For example, you should buy 43 SMIZF , and 1 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

$413
vs
$701
41%
70%

1-year performance comparison table

Equalweight Portfolio Optimized Portfolio
Expected Return 51.53% 88.01%
Risks (Volatility) 73.77% 0.45%
Sharpe Ratio 0.37 141.36
1-Year Performance 41% 70%

Rebalance more or check out rebalancing history.