Comparison in the Optimizer

Comparing various portfolios and results is essential while using the Optimizer. Comparison is a very effective method for reviewing your data, constraints, and results. The Optimizer provides several tools to ease comparisons within its worksheets, but you can always copy the desired data into a blank Excel spreadsheet. This capability is useful for comparing data between optimizations, such as optimal portfolios produced with different constraints.

• The charts and tables on the Charts and Results Worksheets facilitate comparison between the optimal portfolio and other portfolios. Many of the charts compare two portfolios if you chose different portfolios in the two drop down menus at the top of the Charts Worksheet.

• Compare efficient frontiers

  • Store your current efficient frontier by selecting the Store Results in the Optimize section of the NFA ribbon. Adjust your inputs, optimize, and compare the new efficient frontier to the stored efficient frontier on the Results and Charts Worksheets. Be aware that depending on what inputs you change, you may be comparing apples to oranges. (To view the stored results, checkmark the Stored Results box on the side of the Efficient Frontier Chart or select the stored result in the Portfolios 2 drop down menu on the Charts Worksheet.)

  • Load a previously saved case as the stored efficient frontier by selecting the Load to Stored Results option in the Load Menu. The old efficient frontier will appear as the stored results in several charts. 

• The Portfolios Worksheet is the place to enter benchmark, initial, and reference portfolios so that they will be available for comparison.