MarketXLS

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])
Excel Desktop (Windows)

Parameters

portfoliostringRequired

Portfolio symbols as comma-separated list or range reference

periodstringRequired

Time period for analysis (e.g., 1Y, 3Y, 5Y)

riskFreeRatenumberRequired

Risk-free rate as decimal (e.g., 0.05 for 5%)

granularitystring

Data granularity (daily, weekly, monthly)

runDatedate

Run date for the analysis

reportPasswordstring

Optional password to protect the report

Returns

string

URL to the efficient frontier chart report

Examples

=PortfolioEfficientFrontierChartReport("AAPL,MSFT,GOOGL","1Y",0.05)
Basic 3-stock frontier
=PortfolioEfficientFrontierChartReport("SPY,QQQ,IWM,TLT","3Y",0.04,"monthly")
ETF portfolio monthly
=PortfolioEfficientFrontierChartReport(A1:A10,"5Y",0.03,"daily")
Portfolio from range
=PortfolioEfficientFrontierChartReport("AAPL,MSFT","1Y",0.05,"daily",,"mypassword")
Password protected

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.

Excel Templates Using Portfolio Efficient Frontier Report

These ready-made MarketXLS templates call PortfolioEfficientFrontierChartReport() in their worksheet formulas. Open one to see the function working inside a complete model.

Related Formulas

More MarketXLS Portfolio Analytics formulas you can use in the same worksheet:

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