Portfolio Optimization

Multi-Asset Portfolio Optimization with Risk Management

Advanced portfolio optimization using reinforcement learning with dynamic rebalancing, risk management, and position sizing for multi-asset trading.

Portfolio Configuration

Total Portfolio Value

Risk Tolerance

Rebalancing Frequency

Max Position Size (%)

US Stocks (SPY)

S&P 500 ETF - Core equity exposure

35% $350,000

International Stocks (EFA)

Developed markets international exposure

25% $250,000

Bonds (AGG)

Investment grade bonds for stability

20% $200,000

Real Estate (VNQ)

Real estate investment trust ETF

15% $150,000

Commodities (GLD)

Gold ETF for inflation hedge

5% $50,000

12.4%

Annual Return

8.7%

Volatility

1.43

Sharpe Ratio

6.2%

Max Drawdown

2.1%

VaR (95%)

0.85

Beta