Capital Allocation Simulator

Blend strategies based on expected return, volatility, and risk budget to approximate an optimal mix.

Strategy Expected Return (%) Volatility (%) Max Weight (%)
Expected return/volatility are annualized. Correlation is a single simplifying assumption across strategies. Max weight caps allocation per strategy.

Results

Portfolio Return
Portfolio Volatility
Sharpe Proxy
Risk Budget
Capital Deployed
Unallocated Cash
Allocation Mix
Line shows allocation % per strategy (cash shown if caps block full deployment). Hover to inspect.
Strategy Weight (%) Capital (₹) Return Contribution (₹) Risk Share (%)