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Portfolio Optimization

Excel portfolio optimization for portfolio management

Excel Portfolio Optimization

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(4.3/5 from 19 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 2023-09-01)

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Latest Reviews for Excel Portfolio Optimization:

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Reviewed by German Marron on
I have to say its one of the best tools out there for early or veteran investors.

Reviewed by Jest on
One of the best portfolio optimization spreadsheets. This excel sheet is a specialized solution for investment managers or an individual. Stock Portfolio optimization tools have features that help optimize the portfolio of an investor and/or his client, with features such as maximizing Sortino ratio or based on risk. A one of kind quick tool for optimizing portfolios based on efficient frontier model.

Reviewed by John M Stewart on
I used this tool in my MBA finance course to assist in building a model portfolio. This tool is invaluable and I see the benefit in owning this tool to build future portfolios for myself, friends and family.

Reviewed by Kevin on
Calculating your portfolio to function at the most optimized point is challenging. When I was in economics class, this was assisted by the CAPM, the Efficient Market Theory, Calculating Beta, R-Squared, etc. This workbook makes quick work of portfolio optimization and is clear and concise as to what you need to input.

Reviewed by Ian on
The portfolio optimization template is very useful. It allows you to see which allocation of funds will maximize your portfolio's success. Also being able to analyze the Sharpe ratio and probability of returns has proved to be quite useful. Overall a great template with lot of tools to explore.

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