- Home
- Portfolio Optimizer
Portfolio Optimization
The Portfolio Optimizer backtests thousands of combinations of portfolios to find the top performers for your target metric over a range of returns (CAGR). The result is a risk/reward curve, known as the Efficient Frontier, that you can use to select a portfolio that best meets your investment objectives.
Instructions
- Select a diverse set of strategies and ETFs
- Set the minimum and maximum allocation allowed for each
- Select the metric you want to optimize for
- Choose the lookback period to run backtests over
- Select the maximum number of strategies or ETFs to include in the result portfolios
(more strategies results in more stocks or ETFs you have to rebalance in your portfolio) - Select "Optimize" and view your results below
- Click any of the detail icons to view, customize and save for your personal portfolio
| Metric | |
|---|---|
| Period | |
| Max Strategies |
Register for free now
Check out our subscription plans here
- Build, save and track your own ETF portfolio
- Get monthly portfolio updates and market commentary
- Access to current trading signals for our free strategies
- 1 month FREE access to all portfolios and strategies
Check out our subscription plans here
Install the Logical Invest App
You can now install the Logical Invest app on your device or desktop for enhanced speed and easier access. Try it out!
My Benchmarks
Select the benchmarks to compare with strategies and portfolios.
Your benchmarks have been saved.
My Portfolio
Once you save, your previous portfolio will be overwritten.
SPY
- SPDR S&P 500
QQQ
- Invesco QQQ Trust / Nasdaq
TLT
- iShares 20+ Year Treasury Bond
AGG
- iShares Core US Aggregate Bond
GLD
- SPDR Gold Shares
Your portfolio has been saved, now displaying details.
Edit My Portfolio
Adjust Weights
5 year Performance:
| Portfolio | CAGR | Volatility | Sharpe | Max Drawdown |
|---|---|---|---|---|
| Current | ||||
| Preview |
Select Assets:
* Data from last 5 years