Portfolio Optimization - Jiang Zhiyan 3984
Jiang Zhiyan
2026-03-31
Portfolio Optimization Report - ID 3984 Jiang Zhiyan
Stocks: 430090.BJ, 430476.BJ, 430425.BJ, 430139.BJ
Minimum Risk Portfolio
Return: -0.2745 Risk: 0.2556
Maximum Return Portfolio
Return: 0.2515 Risk: 0.3536
Maximum Sharpe Ratio Portfolio
Return: 0.2515 Risk: 0.3536 Sharpe: 0.7112
Efficient Frontier
Weights Comparison
| 430090.BJ | 430476.BJ | 430425.BJ | 430139.BJ | |
|---|---|---|---|---|
| Min Risk | 0.131 | 0.4226 | 0.0931 | 0.3534 |
| Max Return | 0.000 | 1.0000 | 0.0000 | 0.0000 |
| Max Sharpe | 0.000 | 1.0000 | 0.0000 | 0.0000 |
Metrics Comparison
| Portfolio | Return | Risk | Sharpe |
|---|---|---|---|
| Min Risk | -0.2745 | 0.2556 | -1.0738 |
| Max Return | 0.2515 | 0.3536 | 0.7112 |
| Max Sharpe | 0.2515 | 0.3536 | 0.7112 |