Portfolio Optimization Engine
Mean-variance optimization with Markowitz framework and multi-objective analysis
Feature #29
Expected Return
22.8%
+3.6% improvement
Portfolio Risk
46.5
-11.8 reduction
Sharpe Ratio
2.15
+32.7% better
Net Benefit
$1,395.7
Annual expected gain
Optimization Objectives
Multi-objective portfolio optimization results
Expected Return
Weight: 35%
+18.8% improvement
Current
19.20
Optimal
22.80
Risk Minimization
Weight: 30%
+20.2% improvement
Current
58.30
Optimal
46.50
Sharpe Ratio
Weight: 25%
+32.7% improvement
Current
1.62
Optimal
2.15
Diversification
Weight: 10%
+25.0% improvement
Current
0.68
Optimal
0.85