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Portfolio Scenario
Low Volatility Portfolio Analysis
Defensive portfolio targeting smoother return path and lower drawdown.
1. Portfolio Definition
A representative setup for this scenario includes:
2. Risk Analysis
- Volatility: 13.00%
- Correlation Risk: low
- Sharpe Ratio: 0.59
3. Optimization Example
Original Sharpe Ratio
0.59
Optimized Sharpe Ratio
0.79
- - Improved diversification while preserving low-vol objective.
4. Optimized Portfolio Mix
- Low Vol Equity 45%
- Bonds 35%
- Defensive Sectors 15%
- 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.