Language:日本語

Portfolio Simulator

Find the optimal asset allocation. Adjust the ratio of each asset class and visually check the balance of risk and return.

Asset Allocation Settings

Assets

50.0%
50.0%

Asset Class Information

US Stocks
Expected Return: 10.0%
Risk: 15.0%
US Bonds
Expected Return: 2.5%
Risk: 5.0%

Risk-Return Plane

Current Portfolio:

Risk: 8.37% /Return: 6.25%

Future Asset Projection

Portfolio Summary

Expected Return

6.25%

Annualized

Risk (Standard Deviation)

8.37%

Annualized

Sharpe Ratio

0.74

Risk-free rate 0.1%

Asset Allocation

Asset ClassAllocation RatioRisk Contribution
US Stocks50.0%75.0%
US Bonds50.0%25.0%

Formula Explanation

Portfolio Expected Return: A weighted average of each asset's expected return multiplied by its allocation ratio.
E(Rp) = Σ wi × E(Ri)
where, wi is the allocation ratio of asset i, E(Ri) is the expected return of asset i.

Portfolio Risk (Standard Deviation): The square root of the variance considering correlations between assets.
σp = √(Σ Σ wi × wj × σi × σj × ρij)
where, wi is the allocation ratio of asset i, σi and σj is the correlation coefficient between assets.

Sharpe Ratio: The excess return over the risk-free rate, divided by risk.
Sp = [E(Rp) - Rf] / σp
where, E(Rp) is the portfolio's expected return, Rf is the risk-free rate (0.1% in this app), σp is the portfolio's risk.