Portfolio Efficient Frontier Report
Generates a comprehensive efficient frontier chart report based on Modern Portfolio Theory. The report visualizes the optimal risk-return trade-off for a given set of assets.
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| Portfolio | string | Yes | Comma-separated list of ticker symbols |
| Period | string | Yes | Time period (1Y, 3Y, 5Y, etc.) |
| RiskFreeRate | number | Yes | Risk-free rate as decimal |
| Granularity | string | No | Data frequency (daily, weekly, monthly) |
| RunDate | date | No | Analysis date |
| ReportPassword | string | No | Password protection for report |
Report Contents
The efficient frontier report includes:
- Efficient frontier curve visualization
- Individual asset positions
- Optimal portfolio allocation
- Sharpe ratio analysis
- Risk metrics (standard deviation, variance)
Syntax
=PortfolioEfficientFrontierChartReport(Portfolio, Period, RiskFreeRate, [Granularity], [RunDate], [ReportPassword])Examples
=PortfolioEfficientFrontierChartReport("AAPL,MSFT,GOOGL","1Y",0.05)=PortfolioEfficientFrontierChartReport("SPY,QQQ,IWM,TLT","3Y",0.04,"monthly")=PortfolioEfficientFrontierChartReport(A1:A10,"5Y",0.03,"daily")=PortfolioEfficientFrontierChartReport("AAPL,MSFT","1Y",0.05,"daily",,"mypassword")When to Use
- Portfolio optimization analysis
- Mean-variance optimization visualization
- Understanding risk-return trade-offs
- Identifying optimal asset allocation
- Modern portfolio theory education
When NOT to Use
| Scenario | Use Instead |
|---|---|
| Simple portfolio returns | MeanReturns() |
| Portfolio drawdowns | Drawdowns() |
| Monte Carlo simulation | MonteCarloSimulation() |
| Basic portfolio chart | PortfolioChartReport() |
Common Issues & FAQ
Why is my report not generating?
Check that:
- Portfolio contains valid ticker symbols
- Period format is correct (1Y, 3Y, 5Y)
- Risk-free rate is a decimal (0.05 not 5)
How many assets can I include?
The function supports portfolios with 2-50 assets.
What does the efficient frontier show?
It shows the set of portfolios offering the highest expected return for each level of risk.
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