Quantitative Optimization Tool

Portfolio Optimizer

Automatically construct portfolios using objective-driven optimization.

The Portfolio Optimizer applies quantitative optimization techniques to determine ETF weights based on your selected objective, risk assumptions, and time horizon. Use this tool to allocate better by either gaining more return with a given level of risk, or reducing risk while targeting a specific level of return.

Get Started

How Portfolio Optimizer Works

Use quantitative optimization to build objective-driven portfolios

Step 1

Select ETFs for Optimization

Choose ETFs manually or use the ETF Screener to identify suitable funds for optimization.

Go to ETF Screener

Search ETFs for optimization...

SPY - S&P 500 ETF Trust

QQQ - Invesco QQQ Trust

VTI - Vanguard Total Stock

Step 2

Select Optimizer Engine

Choose the optimization algorithm that will calculate the ideal ETF weights for your portfolio.

Optimizer Engine Quantitative portfolio optimization

Performance Tracker Manual portfolio analysis

Step 3

Select Optimization Objective

Choose an objective function that guides how the optimizer balances risk and return. Objective functions define the mathematical framework for portfolio optimization—some prioritize higher returns while accepting more risk, others minimize risk while targeting adequate returns, and some seek the optimal balance between the two. Understanding these trade-offs helps you align your portfolio with your investment goals.

Learn more about objective functions

Maximize Sharpe Ratio Best risk-adjusted returns

Minimize Volatility Lowest portfolio risk

Maximize Returns Highest expected returns

Step 4

Define Optimization Inputs

Enter initial investment amount, select analysis time range, and enter the risk-free rate for optimization calculations.

Initial Investment

$10,000

Start Date

Jan 1, 2020

End Date

Jan 5, 2026

Risk-Free Rate

4.5%

Step 5

Run Optimization Engine

The optimization engine calculates ETF weights based on your inputs and objective, producing a risk-aware and objective-aligned portfolio.

Optimized Portfolio Results

Get comprehensive analytics to understand your optimized portfolio's performance and risk profile

Optimized Allocation

ETF weights determined by the optimizer
Allocation visualization
Asset class weights and diversification

Returns Analysis

Cumulative returns over time
Rolling returns analysis
Periodical returns breakdown

Performance & Drawdown Charts

Interactive performance charts
Maximum drawdown visualization
Volatility comparison chart

Risk Metrics

Portfolio volatility
Maximum drawdown percentage
Value at Risk (VaR) and other measures

Performance Ratios

Sharpe Ratio (risk-adjusted returns)
Sortino Ratio (downside risk)
Calmar Ratio and other ratios

Benchmark Comparison

Compare against benchmark ETFs
Custom benchmark selection
Relative performance tracking

Why Use Portfolio Optimizer?

Leverage quantitative methods to build portfolios that align with your investment objectives and risk tolerance.

Objective-driven portfolio construction
Risk-aware allocation decisions
Reduced behavioral and emotional bias
Efficient diversification using quantitative methods

Average Return +12.4%

Risk Score Moderate

Sharpe Ratio 1.85