⚠ Portfolio weights do not sum to 100%. Adjust sliders before recalculating.
Asset Allocation MatrixCURRENT → MARKOWITZ OPTIMAL
| Ticker | Sector | Current | Optimal | Δ | Opt Value |
|---|
Regulatory Risk MetricsOPTIMAL PORTFOLIO · 99% CONF
Risk GaugesOPTIMAL
Sector ConcentrationOPTIMAL WEIGHTS
Monte Carlo (Preview)10,000 SCENARIOS
Interactive Weight EditorDRAG SLIDERS TO REBALANCE
🔵 Drag sliders to set custom weights. System recalculates all risk metrics in real-time. Weights must sum to 100%.
Portfolio Allocation100.0%
| Ticker | Sector | Weight | Slider | $ Value |
|---|
Live Risk PreviewUPDATES AS YOU DRAG
Custom vs Optimal ComparisonREAL-TIME
Efficient Frontier — Markowitz (1952)
RISK/RETURN TRADEOFF · 500 SIMULATED PORTFOLIOS
Random Portfolios
Efficient Frontier
Current Portfolio
Optimal Portfolio (Max Sharpe)
Min Variance Portfolio
Individual Assets
La Frontera Eficiente representa el conjunto de portafolios que maximizan el retorno para cada nivel de riesgo. Ningún portafolio debería estar por debajo de esta curva — si lo está, puede mejorar su retorno sin aumentar riesgo, o reducir riesgo sin sacrificar retorno. El punto Sharpe Máximo es el óptimo de Markowitz.
Highest CorrelationsRISK CLUSTERS
Lowest CorrelationsDIVERSIFICATION PAIRS
Sector Avg CorrelationINTRA vs INTER
Full Correlation MatrixPAIRWISE PEARSON COEFFICIENTS
Color scale:
Low → Neutral → High
Monte Carlo SimulationGEOMETRIC BROWNIAN MOTION · 10,000 PATHS
Distribution of Final ValuesHISTOGRAM · 1-YEAR HORIZON
Scenario AnalysisPERCENTILE BREAKDOWN
Simulation ParametersINPUTS
Parameters used in the Geometric Brownian Motion simulation: dS = μ·S·dt + σ·S·dW
Probability AnalysisLOSS PROBABILITIES