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Portfolio Scenario
S&P 500 Core Portfolio Analysis
Core broad-market portfolio anchored around S&P 500 exposure.
1. Portfolio Definition
A representative setup for this scenario includes:
2. Risk Analysis
- Volatility: 16.00%
- Correlation Risk: moderate
- Sharpe Ratio: 0.57
3. Optimization Example
Original Sharpe Ratio
0.57
Optimized Sharpe Ratio
0.77
- - Reduced redundant S&P ETF overlap.
- - Improved fixed-income diversification.
4. Optimized Portfolio Mix
- US Core Equity 55%
- Bonds 30%
- International 10%
- Cash/Gold 5%
5. Next Step
Apply this to your own holdings and constraints with AIQ’s portfolio optimization workflow.
Related Portfolio Scenarios
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