A year on....3 Different Portfolios

On 22 January 2020 using a Yahoo finance and R software 3 different portfolios were created. The shares were 20 randomly selected ASX shares. This was an online experiment to test the resilience of the Tangency Portfolio and its indication of the optimal weighting of shares based on the Efficient Frontier. Initially I was watching the portfolio on a weekly basis. I then lost track of this and left it, so my return is at a random date. However a lot has taken place since my first publication- COVID 19 has made a massive effect on shares globally.

Overall the Tangency Portfolio weighting outperformed the other shares.

Overall results of the 3 different portfolios- starting 22 January 2020 - 9 July 2021. Proving the tangency portfolio outperforms the other 2 portfolios.

Minimum Variance Portfolio

Starting Value Versus End Value

Tangency Variance Portfolio

Starting Value Versus End Value

Equal Weighting 5% Portfolio

Starting Value versus End Value