​​Portfolio Builder

​This portfolio builder uses monthly data from these 12 indices from 2/2002 thru 3/2018:

Below you can build a customized portfolio by adjusting the index weights with the slider bars on the right.  You can also add leverage.  For comparison purposes, a portfolio constructed with equal weights of all the indices and no leverage is plotted in blue.  Also, you can see the 12 month rolling return/risk ratio in the lower Sharpe Ratios graph.

​Note:  this portfolio builder normalizes all index weights by multiplying by (1 + Leverage)/(sum of index weights), so that the weights sum to 100% plus any leverage added.

​​Wade Vagle, CFA, CAIA
Get in touch at Wade@SchoolsThatLast.com