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Lab · Gratis

Visualisator Efficient Frontier

Pecahkan masalah mean-variance Markowitz pada keranjang 2-15 ticker. Lihat efficient frontier, MVP, portofolio tangen, dan Capital Market Line — semua dari data pasar live.

Efficient Frontier Visualizer

Markowitz mean-variance optimization with live market data
Assets (2-15)
?SPY
?AGG
?GLD
?VEU
?BTC-USD
5/15
Asset ticker search
Period
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Two-Asset Portfolio
Sliders for weights and correlation; see how σ shifts.
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Asset Allocation Wizard
Risk profile questionnaire then recommended allocation plus 10y backtest.
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Risk & Return Statistics
Compute E(r), σ², σ, Sharpe, skew, kurtosis from probabilistic or historical data.
Tentang Lab ini

Markowitz showed that for any given level of risk, exactly one portfolio offers the highest expected return. The set of all such portfolios forms the efficient frontier - a curve in σ vs. E(r) space. Every rational investor should hold a portfolio ON the frontier, never below it. The exact point you choose depends on your risk tolerance.

Metodologi

Setiap Lab didasarkan pada matematika buku teks standar (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.

Kutip alat ini
Blockcircle Labs. (2026). Visualisator Efficient Frontier. Retrieved from https://blockcircle.com/labs
Bukan saran investasi. Alat hanya untuk tujuan edukasi dan penelitian.