Professional Documents
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Portfolio Optimization
Portfolio Optimization
MICROSOFT 100 95 74 79 90 82 84 80 84
IBM 100 97 93 101 111 123 130 132 139
APPLE 100 110 118 133 151 163 157 178 189
ORACLE 100 103 86 108 126 135 132 116 103
SALESFORCE 100 100 115 149 176 179 199 153 136
INTEL 100 107 93 92 101 97 106 102 116
ADOBE 100 95 71 71 83 89 85 65 76
SAP 100 102 94 105 107 130 129 107 112
GOOGLE 100 90 71 84 95 94 81 82 103
AMD 100 96 75 73 84 89 72 52 56
300
Q1'12 Q2'12 Q3'12 Q4'12
104 99 96 86 250
158 148 157 145
200
280 273 312 249
117 120 127 134
150
207 185 204 225
135 128 109 99 100
93 87 87 102
148 126 151 171 50
102 93 120 113
83 59 35 25 -
Q4'09 Q1'10 Q2'10 Q3'10 Q4'10 Q1'11 Q2'11 Q3'11 Q4'11 Q1'12
MICROSOFT IBM APPLE ORACLE
INTEL ADOBE SAP GOOGLE
4'12 Q1'13 Q2'13 Q3'13 Q4'13 Q1'14 Q2'14 Q3'14 Q4'14 Q1'15 Q2'15 Q3'15 Q4'15 Q1'16 Q2'16 Q3'16 Q4'16
MICROSOFT IBM APPLE ORACLE SALESFORCE
INTEL ADOBE SAP GOOGLE AMD
PRICES
0.001146183
0.001295967
0.001094511
0.001469577
0.001716835
0.001967615
0.001463089
0.00148812
0.000508991
0.017374643
Portfolio Optimization
Provided Portfolio
Ticker Name
MSFT Microsoft Corporation
IBM International Business Machines Corporation
AAPL Apple Inc.
ORCL Oracle Corporation
CRM Salesforce.com Inc
INTC Intel Corporation
ADBE Adobe Systems Incorporated
SAP SAP SE
GOOGL Alphabet Inc.
AMD Advanced Micro Devices, Inc.
Annual Returns
Year Inflation
2010 1.50%
2011 2.96%
2012 1.74%
Monthly Returns
Year Month
2010 1
2010 2
2010 3
2010 4
2010 5
2010 6
2010 7
2010 8
2010 9
2010 10
2010 11
2010 12
2011 1
2011 2
2011 3
2011 4
2011 5
2011 6
2011 7
2011 8
2011 9
2011 10
2011 11
2011 12
2012 1
2012 2
2012 3
2012 4
2012 5
2012 6
2012 7
2012 8
2012 9
2012 10
2012 11
2012 12
# Asset
1 Microsoft Corporation (MSFT)
2 International Business Machines Corporation (IBM)
3 Apple Inc. (AAPL)
4 Oracle Corporation (ORCL)
5 Salesforce.com Inc (CRM)
6 Intel Corporation (INTC)
7 Adobe Systems Incorporated (ADBE)
8 SAP SE (SAP)
9 Alphabet Inc. (GOOGL)
10 Advanced Micro Devices, Inc. (AMD)
# MSFT
1 0.00%
2 2.09%
3 4.18%
4 6.28%
5 8.37%
6 10.46%
7 12.55%
8 14.64%
9 16.74%
10 18.83%
11 20.92%
12 23.01%
13 25.10%
14 27.19%
15 29.29%
16 31.38%
17 33.47%
18 35.56%
19 37.65%
20 39.75%
21 41.84%
22 43.93%
23 46.02%
24 48.11%
25 50.21%
26 52.30%
27 54.39%
28 56.48%
29 58.51%
30 59.18%
31 59.86%
32 60.53%
33 61.21%
34 61.88%
35 62.55%
36 63.23%
37 63.90%
38 64.57%
39 63.46%
40 61.98%
41 60.49%
42 59.00%
43 57.52%
44 56.03%
45 54.54%
46 53.06%
47 51.57%
48 50.09%
49 48.60%
50 47.11%
51 45.63%
52 44.14%
53 42.66%
54 41.17%
55 39.68%
56 38.20%
57 36.71%
58 35.23%
59 33.74%
60 32.25%
61 30.77%
62 29.28%
63 26.89%
64 23.29%
65 19.68%
66 16.08%
67 12.44%
68 8.37%
69 5.15%
70 2.99%
71 0.82%
72 0.00%
73 0.00%
74 0.00%
75 0.00%
76 0.00%
77 0.00%
78 0.00%
79 0.00%
80 0.00%
81 0.00%
82 0.00%
83 0.00%
84 0.00%
85 0.00%
86 0.00%
87 0.00%
88 0.00%
89 0.00%
90 0.00%
91 0.00%
92 0.00%
93 0.00%
94 0.00%
95 0.00%
96 0.00%
97 0.00%
98 0.00%
99 0.00%
100 0.00%
(*) Ex ante Sharpe Ratio calculated directly from the expected return and standard deviation
Portfolio Components
Ticker Name
MSFT Microsoft Corporation
IBM International Business Machines Corporation
AAPL Apple Inc.
ORCL Oracle Corporation
CRM Salesforce.com Inc
INTC Intel Corporation
ADBE Adobe Systems Incorporated
SAP SAP SE
GOOGL Alphabet Inc.
AMD Advanced Micro Devices, Inc.
Monthly Correlations
Ticker Name
MSFT Microsoft Corporation
IBM International Business Machines Corporation
AAPL Apple Inc.
ORCL Oracle Corporation
CRM Salesforce.com Inc
INTC Intel Corporation
ADBE Adobe Systems Incorporated
SAP SAP SE
GOOGL Alphabet Inc.
AMD Advanced Micro Devices, Inc.
Notes on results:
Past performance is not a guarantee of future returns and data and other errors may exist. See Disclaimer and Terms of Use
The year range is automatically adjusted based on the selected year range and available return data for the specified assets
See methodology section of the FAQ for more information on portfolio optimization and its limitations.
CAGR = Compound Annual Growth Rate
Stdev = Annualized standard deviation of monthly returns
Sharpe ratio is calculated and annualized from monthly excess returns over the risk free rate (1-month t-bills)
Drawdowns are calculated based on monthly returns.
The backtested results include monthly rebalancing of portfolio assets to match the specified allocation.
The results use total return and assume that all dividends and distributions are reinvested. Taxes and transaction fees are not in
Allocation
10.00%
10.00%
10.00%
10.00%
10.00%
10.00%
10.00%
10.00%
10.00%
10.00%
Allocation
48.16%
25.71%
2.45%
10.93%
12.75%
Allocation
9.25%
65.17%
19.63%
5.96%
Microsoft Corporation (MSFT) International Business Machines Corporation (IBM) Apple Inc. (AAPL)
-6.53% 14.28% 53.07%
-4.52% 27.42% 25.56%
5.84% 5.93% 32.59%
Microsoft Corporation (MSFT) International Business Machines Corporation (IBM) Apple Inc. (AAPL)
-7.55% -6.50% -8.86%
2.21% 4.37% 6.54%
2.16% 0.86% 14.85%
4.27% 0.58% 11.10%
-15.14% -2.39% -1.61%
-10.81% -1.42% -2.08%
12.17% 3.98% 2.27%
-8.59% -3.63% -5.50%
4.35% 8.94% 16.72%
8.90% 7.05% 6.07%
-4.70% -1.05% 3.38%
10.49% 3.75% 3.67%
-0.64% 10.38% 5.20%
-3.58% 0.32% 4.09%
-4.48% 0.74% -1.33%
2.09% 4.61% 0.46%
-2.88% -0.53% -0.66%
3.96% 1.55% -3.50%
5.38% 6.00% 16.33%
-2.31% -5.04% -1.45%
-6.43% 1.72% -0.91%
6.99% 5.58% 6.15%
-3.22% 2.23% -5.58%
1.49% -2.19% 5.97%
13.75% 4.74% 12.71%
8.19% 2.54% 18.83%
1.64% 6.06% 10.53%
-0.74% -0.75% -2.60%
-8.23% -6.45% -1.07%
4.80% 1.39% 1.09%
-3.66% 0.20% 4.58%
5.28% -0.15% 9.39%
-3.44% 6.47% 0.28%
-4.10% -6.23% -10.76%
-5.94% -1.86% -1.22%
0.34% 0.78% -9.07%
he specified allocation.
invested. Taxes and transaction fees are not included.
Inflation Adjusted CAGR Expected Return Stdev
7.20% 11.79% 20.90%
-3.11% 1.00% 20.50%
31.36% 37.15% 21.96%
Oracle Corporation (ORCL) Salesforce.com Inc (CRM) Intel Corporation (INTC)
28.61% 78.93% 6.27%
-17.46% -23.14% 19.33%
31.72% 65.68% -12.03%
Advanced Micro Devices, Inc. (AMD) Provided Portfolio Return Provided Portfolio Month End Balance
-22.93% -10.03% $8,997
6.03% 4.47% $9,399
17.19% 7.53% $10,107
-2.16% 1.83% $10,291
-5.51% -6.46% $9,626
-14.59% -6.38% $9,013
2.32% 7.35% $9,675
-25.10% -6.88% $9,010
26.74% 11.46% $10,043
3.23% 7.24% $10,770
-0.68% -0.47% $10,719
12.21% 6.55% $11,421
-4.28% 3.59% $11,831
17.62% 3.54% $12,250
-6.62% -2.17% $11,983
5.81% 3.83% $12,442
-4.62% -0.76% $12,348
-19.47% -4.09% $11,843
5.01% 3.39% $12,245
-6.95% -7.59% $11,315
-25.62% -5.02% $10,747
14.76% 13.53% $12,200
-2.40% -2.83% $11,855
-5.10% -3.58% $11,430
24.26% 10.33% $12,611
9.54% 9.25% $13,778
9.12% 5.09% $14,479
-8.23% -2.25% $14,154
-17.39% -8.52% $12,947
-5.76% 2.43% $13,262
-29.14% -2.85% $12,884
-8.37% 3.82% $13,376
-9.41% 1.22% $13,540
-39.17% -7.29% $12,553
7.32% 1.26% $12,711
9.09% 3.05% $13,098
Expected Return Standard Deviation Sharpe Ratio (*)
-27.01% 52.39% -0.516
-26.51% 51.57% -0.514
-26.01% 50.74% -0.513
-25.51% 49.93% -0.511
-25.00% 49.11% -0.509
-24.49% 48.30% -0.507
-23.97% 47.50% -0.505
-23.45% 46.69% -0.502
-22.93% 45.89% -0.5
-22.41% 45.10% -0.497
-21.88% 44.31% -0.494
-21.35% 43.53% -0.49
-20.81% 42.75% -0.487
-20.28% 41.97% -0.483
-19.73% 41.21% -0.479
-19.19% 40.44% -0.474
-18.64% 39.69% -0.47
-18.09% 38.94% -0.465
-17.54% 38.20% -0.459
-16.98% 37.47% -0.453
-16.42% 36.74% -0.447
-15.85% 36.03% -0.44
-15.28% 35.32% -0.433
-14.71% 34.62% -0.425
-14.13% 33.94% -0.416
-13.55% 33.26% -0.408
-12.97% 32.60% -0.398
-12.38% 31.95% -0.388
-11.79% 31.31% -0.377
-11.20% 30.68% -0.365
-10.60% 30.07% -0.353
-10.00% 29.47% -0.339
-9.40% 28.88% -0.325
-8.79% 28.30% -0.311
-8.18% 27.74% -0.295
-7.56% 27.20% -0.278
-6.94% 26.67% -0.26
-6.32% 26.16% -0.241
-5.69% 25.66% -0.222
-5.06% 25.17% -0.201
-4.42% 24.68% -0.179
-3.78% 24.19% -0.156
-3.14% 23.71% -0.132
-2.49% 23.23% -0.107
-1.84% 22.76% -0.081
-1.19% 22.30% -0.053
-0.53% 21.83% -0.024
0.13% 21.38% 0.006
0.80% 20.93% 0.038
1.47% 20.48% 0.072
2.15% 20.04% 0.107
2.83% 19.61% 0.144
3.51% 19.19% 0.183
4.20% 18.77% 0.224
4.89% 18.37% 0.266
5.59% 17.97% 0.311
6.29% 17.58% 0.357
6.99% 17.21% 0.406
7.70% 16.84% 0.457
8.41% 16.49% 0.51
9.13% 16.15% 0.565
9.85% 15.82% 0.623
10.58% 15.51% 0.682
11.31% 15.24% 0.742
12.04% 15.00% 0.803
12.78% 14.80% 0.864
13.53% 14.64% 0.924
14.27% 14.52% 0.983
15.03% 14.45% 1.04
15.78% 14.40% 1.096
16.55% 14.37% 1.151
17.31% 14.37% 1.205
18.08% 14.40% 1.256
18.86% 14.46% 1.304
19.64% 14.55% 1.35
20.42% 14.67% 1.392
21.21% 14.83% 1.431
22.01% 15.01% 1.466
22.81% 15.23% 1.497
23.61% 15.48% 1.525
24.42% 15.76% 1.55
25.24% 16.06% 1.572
26.05% 16.39% 1.59
26.88% 16.74% 1.606
27.71% 17.11% 1.619
28.54% 17.50% 1.631
29.38% 17.92% 1.64
30.22% 18.35% 1.647
31.07% 18.79% 1.653
31.92% 19.26% 1.658
32.78% 19.73% 1.661
33.65% 20.22% 1.664
34.52% 20.72% 1.666
35.39% 21.23% 1.667
36.27% 21.75% 1.668
37.15% 22.28% 1.668
38.04% 22.81% 1.668
38.94% 23.36% 1.667
39.84% 23.93% 1.665
40.75% 25.69% 1.586
AMD Provided Portfolio Minimum Volatility at 1.00% Return
0.56 0.79 0.92
0.58 0.78 0.76
0.63 0.72 0.66
0.53 0.77 0.71
0.47 0.62 0.49
0.6 0.73 0.73
0.46 0.68 0.68
0.5 0.76 0.64
0.44 0.64 0.58
- 0.83 0.81
Provided Portfolio Year End Balance Minimum Volatility at 1.00% Return Return
$11,421 -2.24%
$11,430 -0.20%
$13,098 -0.87%
Minimum Volatility at 1.00% Return Return Minimum Volatility at 1.00% Return Month End Balance
-9.68% $9,032
3.91% $9,385
3.89% $9,750
1.44% $9,891
-9.24% $8,978
-9.58% $8,117
8.27% $8,789
-8.99% $7,999
7.40% $8,591
7.46% $9,231
-2.60% $8,991
8.73% $9,776
2.67% $10,037
1.11% $10,148
-3.38% $9,805
3.42% $10,140
-1.81% $9,957
-1.22% $9,835
3.49% $10,179
-4.49% $9,722
-6.24% $9,116
9.42% $9,975
-1.97% $9,779
-0.22% $9,757
12.19% $10,946
6.56% $11,665
4.09% $12,142
-1.82% $11,921
-8.86% $10,865
2.47% $11,134
-6.02% $10,464
1.51% $10,622
-1.00% $10,515
-8.15% $9,659
-2.43% $9,424
2.62% $9,672
Maximum Sharpe Ratio Weights
0.64
0.63
0.95
0.47
0.68
0.52
0.37
0.57
0.55
0.69
Minimum Volatility at 1.00% Return Inflation Adjusted Return
-3.68%
-3.07%
-2.57%
Annual Returns
Year Inflation
2013 1.50%
2014 0.76%
2015 0.73%
2016 2.07%
Monthly Returns
Year Month
2013 1
2013 2
2013 3
2013 4
2013 5
2013 6
2013 7
2013 8
2013 9
2013 10
2013 11
2013 12
2014 1
2014 2
2014 3
2014 4
2014 5
2014 6
2014 7
2014 8
2014 9
2014 10
2014 11
2014 12
2015 1
2015 2
2015 3
2015 4
2015 5
2015 6
2015 7
2015 8
2015 9
2015 10
2015 11
2015 12
2016 1
2016 2
2016 3
2016 4
2016 5
2016 6
2016 7
2016 8
2016 9
2016 10
2016 11
2016 12
# Asset
1 Microsoft Corporation (MSFT)
2 International Business Machines Corporation (IBM)
3 Apple Inc. (AAPL)
4 Oracle Corporation (ORCL)
5 Salesforce.com Inc (CRM)
6 Intel Corporation (INTC)
7 Adobe Systems Incorporated (ADBE)
8 SAP SE (SAP)
9 Alphabet Inc. (GOOGL)
10 Advanced Micro Devices, Inc. (AMD)
# MSFT
1 0.00%
2 0.00%
3 0.00%
4 0.00%
5 0.00%
6 0.00%
7 0.00%
8 0.00%
9 0.00%
10 0.00%
11 0.00%
12 0.00%
13 0.00%
14 0.00%
15 0.00%
16 0.00%
17 0.00%
18 0.00%
19 0.00%
20 0.00%
21 0.00%
22 0.00%
23 0.00%
24 0.01%
25 0.87%
26 1.73%
27 2.58%
28 3.44%
29 4.30%
30 5.16%
31 6.01%
32 6.87%
33 7.73%
34 8.59%
35 9.14%
36 9.63%
37 10.13%
38 10.62%
39 11.12%
40 11.62%
41 12.11%
42 12.79%
43 13.61%
44 14.43%
45 15.25%
46 16.06%
47 16.88%
48 17.70%
49 18.52%
50 19.34%
51 20.21%
52 21.37%
53 22.11%
54 22.85%
55 23.55%
56 23.62%
57 23.69%
58 23.76%
59 23.82%
60 23.89%
61 23.96%
62 24.02%
63 24.09%
64 24.00%
65 22.95%
66 21.89%
67 20.84%
68 19.79%
69 18.74%
70 17.69%
71 16.64%
72 15.59%
73 14.54%
74 13.49%
75 12.44%
76 11.38%
77 10.33%
78 9.28%
79 8.23%
80 7.18%
81 6.13%
82 5.08%
83 4.03%
84 2.98%
85 1.93%
86 0.87%
87 0.00%
88 0.00%
89 0.00%
90 0.00%
91 0.00%
92 0.00%
93 0.00%
94 0.00%
95 0.00%
96 0.00%
97 0.00%
98 0.00%
99 0.00%
100 0.00%
(*) Ex ante Sharpe Ratio calculated directly from
the expected return and standard deviation
Portfolio Components
Ticker Name
MSFT Microsoft Corporation
IBM International Business Machines Corporation
AAPL Apple Inc.
ORCL Oracle Corporation
CRM Salesforce.com Inc
INTC Intel Corporation
ADBE Adobe Systems Incorporated
SAP SAP SE
GOOGL Alphabet Inc.
AMD Advanced Micro Devices, Inc.
Monthly Correlations
Ticker Name
MSFT Microsoft Corporation
IBM International Business Machines Corporation
AAPL Apple Inc.
ORCL Oracle Corporation
CRM Salesforce.com Inc
INTC Intel Corporation
ADBE Adobe Systems Incorporated
SAP SAP SE
GOOGL Alphabet Inc.
AMD Advanced Micro Devices, Inc.
Notes on results:
Past performance is not a guarantee of future returns and data and other errors may exist. See Disclaimer and Terms of Use
The year range is automatically adjusted based on the selected year range and available return data for the specified assets
See methodology section of the FAQ for more information on portfolio optimization and its limitations.
CAGR = Compound Annual Growth Rate
Stdev = Annualized standard deviation of monthly returns
Sharpe ratio is calculated and annualized from monthly excess returns over the risk free rate (1-month t-bills)
Drawdowns are calculated based on monthly returns.
The backtested results include monthly rebalancing of portfolio assets to match the specified allocation.
The results use total return and assume that all dividends and distributions are reinvested. Taxes and transaction fees are not in
Allocation
97.04%
2.96%
Allocation
23.55%
47.89%
17.19%
11.36%
IBM AAPL
100.00% 0.00%
88.86% 0.00%
78.70% 0.00%
68.53% 0.00%
58.37% 0.00%
48.20% 0.00%
44.15% 0.00%
42.71% 0.00%
41.26% 0.00%
39.81% 0.00%
38.36% 0.00%
36.92% 0.00%
35.97% 0.00%
35.03% 0.00%
34.11% 0.42%
33.20% 0.88%
32.29% 1.35%
31.31% 1.75%
30.29% 2.05%
29.26% 2.34%
28.06% 2.60%
26.45% 2.76%
24.84% 2.92%
23.24% 3.08%
21.86% 3.18%
20.48% 3.28%
19.10% 3.38%
17.72% 3.49%
16.34% 3.59%
14.96% 3.69%
13.57% 3.79%
12.19% 3.89%
10.81% 3.99%
9.43% 4.09%
8.15% 4.26%
6.89% 4.45%
5.62% 4.63%
4.35% 4.81%
3.09% 4.99%
1.82% 5.18%
0.56% 5.36%
0.00% 5.53%
0.00% 5.68%
0.00% 5.84%
0.00% 6.00%
0.00% 6.16%
0.00% 6.31%
0.00% 6.47%
0.00% 6.63%
0.00% 6.78%
0.00% 6.83%
0.00% 5.61%
0.00% 3.70%
0.00% 1.79%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
CAGR StdDev
26.96% 22.75%
-0.76% 18.23%
13.47% 24.64%
4.92% 16.61%
12.97% 26.29%
19.05% 20.39%
28.57% 19.17%
3.52% 20.44%
22.31% 20.89%
47.43% 53.34%
MSFT IBM
- 0.26
0.26 -
0.3 0.28
0.34 0.46
0.31 0.21
0.52 0.4
0.31 0.24
0.57 0.37
0.44 0.1
0.25 0.49
ed allocation.
Taxes and transaction fees are not included.
CAGR Inflation Adjusted CAGR
-0.58% -1.82%
31.51% 29.87%
Microsoft Corporation (MSFT) Adobe Systems Incorporated (ADBE)
44.28% 58.92%
27.54% 21.41%
22.70% 29.22%
15.07% 9.59%
Mar-13 2 months
Sharpe Ratio
1.321
0.047
0.685
0.382
0.636
1.052
1.605
0.272
1.185
1.261
ORCL CRM
0.00% 0.00%
1.77% 0.00%
9.65% 0.00%
17.52% 0.00%
25.40% 0.00%
33.28% 0.00%
35.82% 0.00%
35.97% 0.21%
36.03% 0.60%
36.10% 0.98%
36.17% 1.36%
36.23% 1.74%
36.14% 1.43%
36.05% 1.12%
35.82% 0.76%
35.56% 0.39%
35.31% 0.02%
34.94% 0.00%
34.50% 0.00%
34.06% 0.00%
33.48% 0.00%
32.61% 0.00%
31.75% 0.00%
30.88% 0.00%
29.98% 0.00%
29.09% 0.00%
28.20% 0.00%
27.31% 0.00%
26.41% 0.00%
25.52% 0.00%
24.63% 0.00%
23.73% 0.00%
22.84% 0.00%
21.95% 0.00%
21.36% 0.00%
20.84% 0.00%
20.31% 0.00%
19.78% 0.00%
19.25% 0.00%
18.72% 0.00%
18.19% 0.00%
16.89% 0.00%
15.00% 0.00%
13.10% 0.00%
11.20% 0.00%
9.30% 0.00%
7.40% 0.00%
5.50% 0.00%
3.60% 0.00%
1.71% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
AAPL ORCL
0.3 0.34
0.28 0.46
- 0.41
0.41 -
0.33 0.33
0.39 0.38
0.28 0.24
0.43 0.42
0.18 0.14
0.11 0.29
Expected Return Stdev
1.00% 17.74%
33.26% 16.70%
Alphabet Inc. (GOOGL) Advanced Micro Devices, Inc. (AMD)
58.43% 61.25%
-5.39% -31.01%
46.61% 7.49%
1.86% 295.12%
Drawdown
-36.12%
-0.80%
Drawdown
-10.44%
-9.59%
-6.65%
-4.62%
-4.42%
-3.25%
-2.21%
-2.14%
-0.65%
-0.52%
INTC ADBE
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.01%
0.00% 1.77%
0.00% 3.53%
0.00% 5.15%
0.00% 6.75%
0.00% 8.36%
0.09% 9.82%
0.77% 10.98%
1.45% 12.14%
2.11% 13.37%
2.75% 14.72%
3.39% 16.08%
4.03% 17.43%
4.20% 18.61%
4.38% 19.79%
4.55% 20.97%
4.73% 22.15%
4.90% 23.33%
5.08% 24.51%
5.25% 25.69%
5.43% 26.87%
5.61% 28.05%
5.78% 29.23%
5.79% 29.99%
5.76% 30.68%
5.74% 31.37%
5.72% 32.06%
5.69% 32.75%
5.67% 33.44%
5.64% 34.13%
5.40% 34.95%
4.99% 35.89%
4.58% 36.82%
4.16% 37.76%
3.75% 38.69%
3.34% 39.63%
2.93% 40.56%
2.52% 41.50%
2.10% 42.43%
1.52% 43.43%
0.00% 44.82%
0.00% 45.86%
0.00% 46.91%
0.00% 47.89%
0.00% 48.08%
0.00% 48.27%
0.00% 48.45%
0.00% 48.64%
0.00% 48.82%
0.00% 49.01%
0.00% 49.20%
0.00% 49.38%
0.00% 49.40%
0.00% 48.42%
0.00% 47.44%
0.00% 46.46%
0.00% 45.48%
0.00% 44.50%
0.00% 43.53%
0.00% 42.55%
0.00% 41.57%
0.00% 40.59%
0.00% 39.61%
0.00% 38.63%
0.00% 37.65%
0.00% 36.67%
0.00% 35.69%
0.00% 34.71%
0.00% 33.73%
0.00% 32.75%
0.00% 31.77%
0.00% 30.79%
0.00% 29.82%
0.00% 28.84%
0.00% 27.86%
0.00% 26.70%
0.00% 24.64%
0.00% 22.59%
0.00% 20.54%
0.00% 18.48%
0.00% 16.43%
0.00% 14.38%
0.00% 12.32%
0.00% 10.27%
0.00% 8.21%
0.00% 6.16%
0.00% 4.11%
0.00% 2.05%
0.00% 0.00%
CRM INTC
0.31 0.52
0.21 0.4
0.33 0.39
0.33 0.38
- 0.09
0.09 -
0.46 0.45
0.25 0.49
0.33 0.25
0.16 0.35
Best Year Worst Year
24.86% -12.56%
58.62% 11.68%
Minimum Volatility at 1.00% Return Return Minimum Volatility at 1.00% Return Inflation Adjust
0.16% -1.32%
-12.56% -13.21%
-10.64% -11.29%
24.86% 22.32%
SAP GOOGL
0.00% 0.00%
9.37% 0.00%
11.66% 0.00%
13.95% 0.00%
16.24% 0.00%
18.53% 0.00%
18.15% 1.88%
16.66% 4.45%
15.20% 6.92%
13.73% 9.39%
12.26% 11.85%
10.79% 14.31%
9.61% 15.07%
8.43% 15.84%
7.17% 16.58%
5.90% 17.31%
4.63% 18.04%
3.39% 18.70%
2.13% 19.29%
0.87% 19.88%
0.00% 20.38%
0.00% 20.70%
0.00% 21.02%
0.00% 21.34%
0.00% 21.30%
0.00% 21.26%
0.00% 21.21%
0.00% 21.17%
0.00% 21.13%
0.00% 21.09%
0.00% 21.05%
0.00% 21.01%
0.00% 20.97%
0.00% 20.93%
0.00% 20.96%
0.00% 21.01%
0.00% 21.05%
0.00% 21.10%
0.00% 21.15%
0.00% 21.19%
0.00% 21.24%
0.00% 21.24%
0.00% 21.19%
0.00% 21.14%
0.00% 21.10%
0.00% 21.05%
0.00% 21.01%
0.00% 20.96%
0.00% 20.91%
0.00% 20.87%
0.00% 20.76%
0.00% 20.01%
0.00% 19.09%
0.00% 18.17%
0.00% 17.19%
0.00% 15.25%
0.00% 13.31%
0.00% 11.37%
0.00% 9.43%
0.00% 7.49%
0.00% 5.55%
0.00% 3.60%
0.00% 1.66%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
ADBE SAP
0.31 0.57
0.24 0.37
0.28 0.43
0.24 0.42
0.46 0.25
0.45 0.49
- 0.45
0.45 -
0.36 0.47
0.26 0.31
Max. Drawdown Sharpe Ratio
-36.12% 0.05
-10.44% 1.72
Minimum Volatility at 1.00% Return Year End Bala Maximum Sharpe Ratio Weights Return
$10,016 58.62%
$8,758 11.68%
$7,826 30.15%
$9,772 29.72%
Minimum Volatility at 1.00% Return Return Minimum Volatility at 1.00% Return Month End Bal
5.90% $10,590
-0.80% $10,505
6.11% $11,147
-4.92% $10,598
2.89% $10,905
-7.91% $10,042
2.00% $10,243
-5.86% $9,643
1.55% $9,792
-2.95% $9,503
0.94% $9,592
4.42% $10,016
-6.00% $9,415
5.37% $9,921
3.87% $10,305
1.99% $10,510
-5.56% $9,926
-1.61% $9,766
5.62% $10,315
0.87% $10,405
-1.47% $10,253
-13.17% $8,903
-0.57% $8,852
-1.06% $8,758
-4.49% $8,365
6.40% $8,900
-0.78% $8,831
6.67% $9,420
-0.22% $9,399
-4.15% $9,009
-0.34% $8,979
-7.89% $8,270
-2.02% $8,103
-2.64% $7,889
0.46% $7,925
-1.25% $7,826
-9.02% $7,120
5.73% $7,528
15.32% $8,682
-3.60% $8,370
6.30% $8,897
-1.46% $8,767
6.14% $9,306
-0.20% $9,287
0.10% $9,296
-3.27% $8,992
6.15% $9,546
2.37% $9,772
Maximum Sharpe Ratio Weights Return Maximum Sharpe Ratio Weights Month End Balance
2.96% $10,296
2.92% $10,598
5.94% $11,227
7.27% $12,044
4.87% $12,630
3.12% $13,024
-0.75% $12,927
-2.52% $12,601
8.86% $13,718
5.25% $14,437
5.77% $15,270
3.88% $15,862
-0.65% $15,760
9.54% $17,263
-0.88% $17,111
-3.77% $16,466
3.62% $17,063
7.17% $18,287
-2.14% $17,895
4.06% $18,622
-3.21% $18,023
-1.69% $17,719
2.41% $18,145
-2.37% $17,715
-4.96% $16,836
11.51% $18,773
-6.65% $17,525
4.03% $18,231
1.19% $18,447
0.23% $18,490
3.46% $19,129
-4.42% $18,284
1.81% $18,615
13.52% $21,132
4.32% $22,045
4.58% $23,056
-5.64% $21,756
-5.09% $20,648
11.74% $23,073
-0.52% $22,952
8.58% $24,923
-2.21% $24,372
9.52% $26,692
3.51% $27,629
2.53% $28,329
1.15% $28,653
0.11% $28,686
4.26% $29,909
End Balance