What this simulator adds
A real portfolio is not limited to a handful of shares: it combines asset classes that behave differently. That combination is what creates diversification and it is also what is hard to visualise.
This simulator extends the efficient frontier to multi-asset portfolios, then goes further: seven optimisation criteria, projections, a replay of actual history, investment horizons, crisis risk and the CAPM, over the data period you choose. The level is advanced: the Efficient Frontier Workshop, guided step by step, remains the best starting point.
Who this tool is for
- Advanced participants in the Portfolio management course.
- Investors comfortable with the efficient frontier who want to reason across several asset classes.
- Finance professionals looking for a visual aid to explain asset allocation.
How the tool works
- Build a multi-asset portfolio.
- Watch the efficient frontier and the capital market line move with each weighting.
- Test how robust your allocation is against past crises.
Frequently asked questions
How does it differ from the Efficient Frontier Workshop?
The Efficient Frontier Workshop guides you step by step through 33 ready-made portfolios; this simulator lets you build a multi-asset portfolio freely, at a more advanced level of analysis.
How do I get access?
SAGORA provides access, in particular as part of the Portfolio management course. Write to us at formations@sagora.eu.
The simulator is the laboratory; the course is the method. Three days to build an allocation that holds up over time.
Portfolio management course