Factor Targets
Set your desired factor exposures
Exposure to market risk premium - measures systematic risk
Small cap vs large cap exposure - size factor
Value vs growth exposure - book-to-market factor
Profitability factor - robust vs weak profitability
Portfolio Constraints
Portfolio Risk
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Expected Return
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Sharpe Ratio
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Active Assets
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Factor Exposure Analysis
Optimized Portfolio Allocation
| Symbol | Name | Weight | Mkt-RF | SMB | HML | RMW |
|---|---|---|---|---|---|---|
| Run optimization to see portfolio allocation | ||||||