This online portfolio optimizer tool supports the following portfolio optimization strategies:

- Mean variance optimization – Find the optimal risk adjusted portfolio that lies on the efficient frontier
- Minimize Conditional Value-at-Risk – Optimize the portfolio to minimize the expected tail loss
- Minimize maximum drawdown – Find the portfolio with the minimum worst case drawdown with optional minimum acceptable return
- Maximize Sortino ratio – Find the portfolio that maximizes the Sortino ratio for the given minimum acceptable return
- Maximize Omega ratio – Find the portfolio that maximizes the Omega ratio for the given minimum acceptable return
- Risk Parity – Find the portfolio that equalizes the risk contribution of portfolio assets

The 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 and constraints are optional. You can also use the Black-Litterman model based portfolio optimization, which allows the benchmark portfolio asset weights to be optimized based on investor's views.