# Portfolio Optimizer

> Free portfolio optimizer that runs entirely in the browser: efficient frontier, max Sharpe, minimum variance, risk parity, hierarchical risk parity (HRP), inverse volatility and equal weight, with weight limits, risk contributions, VaR and CVaR. No sign-in; data never leaves the page.

URL: https://portfolio-optimizer.skillsafe.ai/

## Inputs
- A CSV of prices or periodic returns: one column per asset, optional date column first. Delimiter, prices vs returns, and frequency (daily, weekly, monthly, quarterly, yearly) are detected. Up to 40 assets.
- Or typed assumptions: expected return % and volatility % per asset, plus a correlation matrix (one value for every pair, or edited cell by cell). An inconsistent matrix is replaced by the nearest valid one.
- Limits: long-only or shorts allowed, global minimum and maximum weight, per-asset minimum and maximum, risk-free rate, CVaR confidence (95%, 97.5%, 99%).
- Covariance from data: sample, or Ledoit-Wolf (2004) shrinkage toward a scaled identity.

## Outputs
- Efficient frontier (exact minimum-variance portfolio per target return, active-set QP), random portfolios for context, capital market line.
- Six portfolios side by side, plus any frontier point by target return.
- Per holding: weight, share of volatility (Euler risk contribution), share of CVaR.
- Per portfolio: expected return, volatility, Sharpe, normal VaR/CVaR (1 year), historical CVaR per period and max drawdown (data mode), effective holdings, diversification ratio, in-sample growth of 1.
- Correlation heatmap ordered by HRP clustering.
- Exports: weights CSV, Markdown report, shareable link (assumptions are encoded in the link; uploaded data is not).

## Notes
- The optimizer is verified against an independent implementation that enumerates every active set.
- Example data is simulated; company names are made up.
- Not investment advice.