My Efficient Portfolio Design
(2006-03-14 12:18:06)
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By using the wenxi's optimal portfolio inveting method, the optimal assets misx of my efficeint portfolio is obtained as follow:
Aggressive funds (20%)
Growth funds (50%)
Fixed income funds (30%)
The expexted 3 year return will be 28.76% and the risk will be 7.09%. The sharp ratio is 4.056.
My real portfolio is brokendown as follow:
Aggressive funds (19.9%)
Growth funds (60.7%)
Fixed income funds (19.4%)
The expexted 3 year return is 28.58% and the risk is 7.23%. The sharp ratio is 3.953.