Historical Risk Return Analysis

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Hi,
I’ve added a new page to the Markowitz app with “Historical Risk Return Analysis” for simple portfolios. It is available from the link on the main page or in this direct link. https://markowitz.streamlit.app/Historical_Risk_Return

User can play with different combinations of Government bonds, High Yield or AT bonds and Investment Grade indexes and see the power of diversification on historical portfolio realized annual return vs their realized volatility.

I hope you enjoy it!
/Marek

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Great! Are you using Efficient Frontier for portfolio optimization?

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Looks good and with online help too! Could not figure out how to go from either the historical page or the SEB Micro to the main app.

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Thank you for your feedback, @Encrypt! The main application, https://markowitz.streamlit.app , uses Markowitz optimization to find the optimal portfolio for selected funds.
This sub-page of the application evaluates the realized historical risk/return for selected portfolio combinations (so no optimization here, just back-test). For example, how a 60% equity / 40% Treasury portfolio compares to a 50% equity / 20% Treasury / 30% high-yield portfolio.

I’ve just updated the page so that users can select a portfolio on the left and view the historical total return on the right for a selected portfolio. Give it a try!

Have a great day, and thank you for your time!

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Thanks for your reply and feedback @shawngiese !
Excellent idea. I just updated the application to use multi-page set-up.
Please check it out and let me know!
Have a great day!

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