Risk & Return Explorer

Build efficient portfolios and understand the risk-return tradeoff

Portfolio Settings

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How to read this chart:
  • X-axis is risk (standard deviation)
  • Y-axis is expected return
  • The Capital Market Line (blue line) shows the optimal risk-return tradeoff
  • The efficient frontier (curve) is the best combination of assets for each risk level
  • Assets above the CML are undervalued; below are overvalued

Risk-Return Scatter

Asset Metrics

Asset Return Std Dev Sharpe Ratio