InvestNow Portfolio Optimiser

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Returns are after fees but before tax, in NZD. Past performance is not indicative of future results.
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Exclude providers with less than years worth of data.

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Expected Return%
Risk (Standard Deviation)%
Sharpe Ratio
Fees (excluding in/out)%

Please select a point on the chart.

Notes

This is not financial advice. It is meant for educational purposes only.

This is based on Markowitz Mean-Variance Optimisation. Basically, it presents a set of portfolios which are “efficient”. In this context, “efficient” means that there are no portfolios which 1) provide better returns for the same level of risk, or 2) provide the same returns for less risk.

It is obviously based on historical data, and as we all know that is no guarantee of future performance.

Efficient portfolios should be rebalanced periodically in order to maintain a consistent level of risk. The rebalancing can either be 1) back to the originally determined proportions, or 2) based on a new efficient portfolio configuration, in order to take into account fund data gathered since the original portfolio creation.

Vanguard funds are not PIEs, meaning you need to do your own tax return. You will need to decide whether this is worth it for you. Also, their names are shortened in the pie chart -- this may change if more Vanguard funds are added.

This is very much a first cut. Please let me know if you have any suggestions for improvements. Also let me know if you know how to get data for the other providers.

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