What is Modern Portfolio Theory?

MPT is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk.

Why include gold in my portfolio?

Gold often moves inversely to equities, acting as a hedge during market crashes and reducing overall portfolio volatility.

Multi-Asset Allocation Optimizer

Optimize portfolio weights across equity, debt, gold, and REITs using mean-variance analysis calibrated for Indian assets.

Share this calculation:

Documentation

Quick Summary: Multi-Asset Allocation Optimizer

The Multi-Asset Allocation Optimizer uses the Modern Portfolio Theory (MPT) to find the 'Efficient Frontier' for Indian investors. It calculates the mathematically optimal mix of Equity, Bonds, and Gold that provides the highest possible return for your chosen level of risk, maximizing your long-term Sharpe ratio.

Related Calculators

Sharpe & Sortino Ratio

Asset Rebalancing Planner

Asset Allocation Planner

Regulatory Disclaimer

Last verified May 2026

Statutory Disclosure

Nature:Calculator platform and is NOT a SEBI-registered Investment Adviser. All calculations are indicative.

Risk:"Investments in securities market are subject to market risks. Read all related documents carefully before investing."

Consult a SEBI-registered IA or CA for personalised advice.

9 out of 10 traders in F&O incurred net losses (SEBI 2023). Tax estimates based on IT Act 2025. Trezoriq is not liable for financial decisions based on results.