Portfolio Explorer

Explore the efficient frontier and portfolio allocation using Modern Portfolio Theory with 5 core asset classes

Long-Only Constraints: All portfolio optimizations use realistic long-only constraints (no short selling allowed). All asset weights must be ≥ 0%.

Asset Class Selection

Select asset classes to include in your analysis:

S&P 500

Small Cap

10Y T-Bond

Corporate Bonds

Gold

Test Your Portfolio

Enter your portfolio allocation (must sum to 100%):

Total Allocation:

Efficient Frontier Analysis

Optimal Portfolio (Tangency)

Calculate efficient frontier to see optimal allocation

Min Variance Portfolio

Calculate efficient frontier to see minimum risk allocation

Your Portfolio

Enter portfolio allocation to see statistics

Historical asset class data (1928-2024) sourced from Professor Aswath Damodaran, NYU Stern School of Business

Expected Annual Returns

Asset Class	Expected Return
S&P 500	11.79%
Small Cap	17.52%
10Y T-Bond	4.79%
Corporate Bonds	6.90%
Gold	6.75%

Risk (Standard Deviation)

Asset Class	Risk (Volatility)
S&P 500	19.50%
Small Cap	37.92%
10Y T-Bond	7.94%
Corporate Bonds	7.69%
Gold	20.76%

Risk-Free Rate: 3.36% (3-Month T-Bill rate, used for Sharpe ratio calculations and Capital Market Line)