This online portfolio optimizer tool performs Markowitz mean variance optimization on the provided portfolio to find the optimal risk adjusted portfolio that lies on the efficient frontier. Supported optimization goals include:

- Minimize risk for a given expected return
- Maximize the Sharpe Ratio of the portfolio

Mean variance optimization is based on the monthly return statistics of the selected portfolio assets for the given time period. The optimization result does not predict what allocation would perform best outside the given time period, and the actual performance of portfolios constructed using the optimized asset weights may vary from the given performance goal.

The required inputs for the optimization include the time range and the portfolio assets. Portfolio asset weights, constraints and goal parameters are optional, and will be determined automatically based on the highest Sharpe Ratio if not specified. You can also use the Black-Litterman model based portfolio optimization, which allows the benchmark portfolio weights to be optimized based on investor's views.