Portfolio Optimizer

InSCITE™ portfolio optimizer technology uses AI forecasting and cutting edge optimization algorithms to instantaneously produce a 30 day forecast of portfolio statistics and optimized portfolio for highest risk adjusted return.

Enter any portfolio consisting of any combination of equities, fixed income or cash assets and watch how our AI recommends you alter the actual portfolio into the optimized portfolio. Use any of our constraints to optimize for:

  • Mean Variance Optimization – Find the optimal risk adjusted portfolio that lies on the efficient frontier
  • Minimize Conditional Value-at-Risk – Optimize the portfolio to minimize the expected tail loss
  • Risk Parity – Find the portfolio that equalizes the risk contribution of portfolio assets
  • Minimize Tracking Error – Find the portfolio that minimizes the tracking error against the selected benchmark
  • Maximize Information Ratio - Find the portfolio that maximizes the information ratio against the selected benchmark
  • Maximize Sharpe Ratio - Find the portfolio that maximizes the Sharpe ratio while maintaining or increasing the same amount of returns
  • Minimize Maximum Drawdown – Find the portfolio with the minimum worst case drawdown with optional minimum acceptable return