金山投資理財

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My Efficient Portfolio Design

(2006-03-14 12:18:06) 下一個
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.


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