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Optimization results

Excel Help for Optimization Results in Excel Portfolio Optimization Template


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Optimization Results

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Happy We are likely to get similar results based on the returns and variance of each asset. Using the Sortino ratio accounts for downside deviation below the target return on each asset while the Sharpe ratio uses overall standard deviation.

We can also change weighting constraints to model different scenarios and there no no limits to how many optimizations which can be run.
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