Commodity Portfolio Optimization Tool

Commodity Portfolio Risk & Return Estimator

Estimate characteristics of a 3-commodity portfolio. All inputs (expected returns, volatilities, correlations) are user-provided estimates.

Commodity Details (Enter for 3 Commodities)

Commodity 1 Name: Weight (% w₁):

Exp. Annual Return (% ER₁):

Annual Volatility (% σ₁):

Commodity 2 Name: Weight (% w₂):

Exp. Annual Return (% ER₂):

Annual Volatility (% σ₂):

Commodity 3 Name: Weight (% w₃):

Exp. Annual Return (% ER₃):

Annual Volatility (% σ₃):

Pairwise Correlation Coefficients (ρ)

Comm. 1 & Comm. 2 (ρ₁₂): (-1 to 1)

Comm. 1 & Comm. 3 (ρ₁₃): (-1 to 1)

Comm. 2 & Comm. 3 (ρ₂₃): (-1 to 1)

Risk-Free Rate

Annual Risk-Free Rate (% R_f): (For Sharpe Ratio)

Commodity Portfolio Risk & Return Estimator