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Portfolio Scenario
ETF-Only Portfolio Analysis
Diversified ETF portfolio focused on broad market and factor coverage.
1. Portfolio Definition
A representative setup for this scenario includes:
2. Risk Analysis
- Volatility: 18.00%
- Correlation Risk: moderate
- Sharpe Ratio: 0.52
3. Optimization Example
Original Sharpe Ratio
0.52
Optimized Sharpe Ratio
0.75
- - Removed overlap across growth ETFs.
- - Improved stock-bond-diversifier balance.
4. Optimized Portfolio Mix
- US Equity 45%
- International 15%
- Bonds 25%
- Small Cap 10%
- Gold/Cash 5%
5. Next Step
Apply this to your own holdings and constraints with AIQ’s portfolio optimization workflow.
Related Portfolio Scenarios
Explore adjacent portfolio setups to compare concentration, volatility, and optimization pathways.