Seven-Stock Portfolio Efficient Frontier

Enter mean/std dev + correlations → generate random portfolios (dots + table) and the efficient frontier (line).
Stock Data Fetcher (7/8 stocks)
Use this tool to fetch stock data (ticker + date range) and calculate monthly returns.
Open Stock Data Fetcher
If clicking the button doesn’t open, copy/paste this URL into Chrome:
https://script.google.com/macros/s/AKfycbxao_yHFToaMAs2fuEiYMfHapioFAjIukvBAFyJIOS6ccYL2WAepMMyrO8afpRjsVBA/exec

Enter Stock Data





Diagonal is always 1. You only edit the 21 unique correlations for 7 stocks (ρ12 … ρ67).
Range: -1 to +1
ρ12
ρ13
ρ14
ρ15
ρ16
ρ17
ρ23
ρ24
ρ25
ρ26
ρ27
ρ34
ρ35
ρ36
ρ37
ρ45
ρ46
ρ47
ρ56
ρ57
ρ67
Dots: 0
Frontier points: 0
Min Risk σ (%): —
Max Return (%): —
Blue dots = random portfolios. Red line = efficient frontier (best return for each risk level).

Portfolio Returns and Risks

Stock 1 (%) Stock 2 (%) Stock 3 (%) Stock 4 (%) Stock 5 (%) Stock 6 (%) Stock 7 (%) Expected Return (%) Risk (Std Dev %)

Understanding the Efficient Frontier

The Efficient Frontier represents the best possible portfolios: those that provide the highest return for the least amount of risk.

How Portfolio Return Works

A portfolio’s return is based on the returns of the stocks it contains, weighted by how much is invested in each.

Why Correlation Matters

How Portfolio Risk is Determined

Lower correlation leads to better diversification and lower overall risk.