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Portfolio Scenario
International Diversified Portfolio Analysis
Global diversification portfolio blending US and international equity exposure.
1. Portfolio Definition
A representative setup for this scenario includes:
2. Risk Analysis
- Volatility: 18.00%
- Correlation Risk: moderate
- Sharpe Ratio: 0.47
3. Optimization Example
Original Sharpe Ratio
0.47
Optimized Sharpe Ratio
0.72
- - Improved regional balance and currency-risk diversification.
4. Optimized Portfolio Mix
- US Equity 40%
- Developed Intl 25%
- Emerging Intl 10%
- Bonds 20%
- Cash 5%
5. Next Step
Apply this to your own holdings and constraints with AIQ’s portfolio optimization workflow.
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