Lab · Finance tools
Efficient Frontier Plotter is a free online tool that computes the Markowitz efficient frontier from the expected returns, volatilities and correlations you type in — entirely in your browser — and lets you hover anywhere on the curve to reveal that portfolio's exact asset mix, with a long-only toggle, min-variance and max-Sharpe markers, and one-click weight export.
Assets
| Name | Expected return % | Volatility % |
|---|
Correlation matrix
Diagonal locked at 1.00 · edits mirror across the diagonal · values clamp to −1…1
Efficient frontier
Hover the curve to inspect a portfolio.
What is the efficient frontier?
The efficient frontier is the set of portfolios that give the highest expected return for each level of risk. In Harry Markowitz's mean-variance framework, every portfolio is a point on a risk/return plane; the frontier is the upper edge of what's achievable. Portfolios below it are dominated — you could get more return for the same risk, or the same return for less risk. The leftmost point is the global minimum-variance portfolio; the steepest line from the risk-free rate touches the frontier at the maximum-Sharpe (tangency) portfolio.
σ(μp) = √((a·μp² − 2b·μp + c) / d), where a = 1′Σ⁻¹1, b = 1′Σ⁻¹μ, c = μ′Σ⁻¹μ, d = ac − b²w = Σ⁻¹1 / a, with σ² = 1/a and μ = b/aw ∝ Σ⁻¹(μ − rf·1), normalised to sum to 1Estimates in, estimates out: the frontier is only as good as your return, volatility and correlation guesses, and small input tweaks can swing the optimal weights a lot.
This page is an educational toy, not investment advice. It ignores taxes, fees, liquidity, and everything else that matters in real portfolios.
The closed-form curve allows short selling unless you switch on Long-only — negative weights are a property of the maths, not a recommendation.