Input Parameters
Porfolio Composition
| portfolio | ret | stdev | sharpe | FNZ | EMF | USF | EUF |
|---|---|---|---|---|---|---|---|
| max sharpe | 0.21 | 0.15 | 1.4 | 0.02 | 0.05 | 0.69 | 0.24 |
| min volatility | 0.08 | 0.1 | 0.75 | 0.77 | 0.02 | 0.07 | 0.14 |
Max sharpe weighting changes
| date | FNZ | EMF | USF | EUF |
|---|---|---|---|---|
| 2022-04-01 | 0.04 | 0.07 | 0.15 | 0.75 |
| 2023-04-01 | 0.11 | 0.02 | 0.87 | 0.0 |
| 2024-04-01 | 0.05 | 0.37 | 0.32 | 0.26 |
| 2025-04-01 | 0.28 | 0.37 | 0.06 | 0.29 |
| 2026-04-01 | 0.16 | 0.06 | 0.68 | 0.1 |