Asset Allocation Optimizer

The Asset Allocation Optimizer leverages advanced financial strategies, including Modern Portfolio Theory (MPT), Risk Parity, and the Kelly Criterion, to optimize asset allocation. By balancing risk and return through diversification, it helps investors construct efficient portfolios that align with their risk tolerance and maximize potential returns.

Available Assets:

• S&P500
• Bitcoin
• Gold
• LQ45

Add Custom Asset: Add
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Optimization Currency: USD IDR (Include USD as Asset) IDR (Exclude USD as Asset)
Optimization Metrics: Sharpe Ratio Sortino Ratio Max Drawdown Calmar Ratio Risk Parity Kelly Criterion
Data Range: Last 1 Month Last 3 Months Last 6 Months Last 1 Year Last 3 Years Last 5 Years
Risk Free Rate:
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Note: Asset data is based on prices from 1/03/2020 to 1/03/2025