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Portfolio Optimization

Excel portfolio optimization for portfolio management

Excel Portfolio Optimization

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(4.5/5 from 14 votes)
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The Excel Portfolio Optimization model calculates the optimal capital weightings for portfolios of financial or business investments that maximizes return for the least risk. The design of the model enables it to be applied to either financial instrument or business portfolios. Additional technical analysis indicators perform optimized back testing to establish the technical parameters required to provide the highest total return from signal trading.

The key features of the Portfolio Optimization model include:
  • Ease and flexibility of input, with embedded help prompts.
  • Ability to specify the number of units held in each product or business with support for long and short positions.
  • Specify minimum and maximum constraints per investment for the optimized portfolio.
  • Limit optimization to downside risk or semi-deviation below a threshold target return under the Sortino Ratio.
  • Sharpe or Sortino ratio is coupled with analysis of the gain/loss profile under the Omega ratio.
  • Intuitive graphical result display with Monte Carlo simulation, including probability analysis on specified target return level.
  • Chart displays the efficient frontier analysis with ability to choose from preset or custom portfolio sets with risk and return profiles matching required investment strategies.
  • Ability to run a rolling back test of periodic optimizations to evaluate the subsequent value added of optimization at incremental time periods.
  • Detailed charting and analysis of back tested technical indicators including SMA, ROC, MACD, RSI and Bollinger Bands for maximum return on optimized signal trading strategies.
  • Compatible with all versions of Excel for Windows as well as Excel for Mac as a cross platform portfolio and investment optimization solution.

More resources for the Portfolio Optimization template including video, user manual and support can be found on the Excel Portfolio Optimization Template page.

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Price: USD 26.00
(Updated on 2000-07-01)

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Latest Reviews for Excel Portfolio Optimization:

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Reviewed by J Wizard on
The market data downloader was extremely fast and produced interesting facts which I did not expect. When I entered into the Portfolio Optimizer, the information that was produced was impressive. It was easy to interpret the results and the graphics that were produced made it very easy to see what an investor should do with their holdings.

Reviewed by Ricky Setiawan on
Very happy with the software, easy to use and powerful to make an optimal portfolio. The template can be used by every personal investor to make a better decision to build a portfolio. It is recommended for professional users too.

Reviewed by Sidarta Hermin on
Portfolio optimization is a very powerful template that helped me make a good portfolio. The template is a very complete and helpful tool that can applied for both personal and professional use.

Reviewed by Felix on
A really great tool. I studied finance and looked for a tool like this to apply portfolio optimization. Great work at a great price and a must have.

Reviewed by Sam R on
This product has exceeded expectations - excellent value for the features as well as very timely support by the developer whenever any questions were asked. I have used this to model correlations for 20 funds to decide optimized allocations to each. The tool allows optimizing based on various criteria such as Maximum Sharpe or Minimum Risk. A nice feature is the ability to choose different combinations along the efficient frontier in case one of the preset criteria (e.g. Minimum risk) is not desired. Recommended without reservation for anyone looking for a simple, inexpensive tool that can be functional as well as educational for those looking to brush up their portfolio construction knowledge.

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