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  Portfolio Optimization    

Price: US$26.00

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What is this Product?

The Excel Portfolio Optimization template calculates optimal capital weightings for a portfolio of financial investments based on the highest return for the least risk. The Excel template is designed to apply portfolio optimization to either financial securities or business stream portfolios. The application of portfolio optimization to business units within an organization provides a framework for driving capital allocation, investment and divestment decisions for financial management.

What's New?

Business Spreadsheets would like to inform you of an important update to our Portfolio Optimization product. Due to a major upgrade the price has increased from $18.00 to $26.00.
This is due to a large number of new commonly requested features added including:

- Analysis and optimization based on the Omega ratio.
- Ability to optimize both Long and Short positions.
- Addition of technical analysis indicators with parameter optimization to maximize back tested returns on signal trading.


Key features of the Excel Portfolio Optimization template include:

  • Simple and intuitive data input with flexible options accompanied by available help information.
  • Input for the number of units held for up to 100 investment products or business streams drives automatic current weighting calculation.
  • Minimum and maximum weighting constraints can be specified for each asset for the optimized portfolio to reflect obligations and capital allocation restrictions.
  • An option is provided to maintain at least the current portfolio return level to ensure that return is not deteriorated based on changes in risk in the optimized portfolio.
  • The correlation matrix and portfolio dynamics calculated from the historical input data can be modified before running the optimization process. This allows for assumptions on future trends and relationships to be accounted for in the optimal portfolio.
  • Portfolio risk can be calculated as overall volatility under the Sharpe ratio, downside risk below the average return under Sortino ratio or semi-deviation below a target return under the Sortino ratio.
  • The comparison between the current and optimized portfolio is displayed graphically as well as unit buy and sell quantities required for each investment.
  • A target return can be specified for which probability of achieving is calculated and displayed using Monte Carlo analysis.
  • The portfolio optimization process progress is displayed as calculations are made and underlying analysis created for the final report.

Portfolio Optimization - optimisation alayisis

Business Spreadsheets

You can download a Trial version to test if it will suit your needs.

System Requirements

Windows: Excel 97-2010
Mac OS X: Excel 2004 or 2011

Mac, OS X - Macintosh, Windows 7, Windows 95/98/ME, Windows NT/2000, Windows NT/2000/2003/SBS2003, Windows Vista, Windows XP


US$26.00 Portfolio Optimization

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