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

TSLA 80%
V 20%

For example, you should buy 9 TSLA , and 14 V 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 42.23% 83.3%
Risks (Volatility) 71.27% 0.45%
Sharpe Ratio 0.25 132.18
1-Year Performance 36% 66%

Rebalance more or check out rebalancing history.