When we start with weightings it can be existing portfolio structure or for testing just equal weights.
When the optimization process is run, it calculates sets of weightings that lie on the efficient frontier. The one with the highest Sharpe ratio is the one that has the highest ratio of return to risk volatility. However, we can also select and view any of the other weighting sets that were calculated during the optimization on the table with sort options to the right of the results. A button is provided to load a selected weighting set which could, for example, reduce the return in order to have a lower level of risk (better diversification). The newly selected weightings are then loaded with all metrics and shown where that portfolio lies on the efficient frontier.
