Models
Maximize Sharpe Ratio
Sharpe Ratio measures return per unit of risk: Sharpe = (expected return − risk‑free rate) / volatility. Portfolio managers use it to compare mixes on a risk‑adjusted basis. Rule of thumb: ~0.5 is decent, ~1.0 is good, ≥1.5 is very good; ≥2.0 is rare and often window/assumption‑sensitive. Compare Sharpe within the same window and method.
This page uses Yahoo adjusted-close history. “Return” is the historical average (annualized) and “Volatility (σ)” is the annualized standard deviation. Optimized portfolios are long‑only and fully invested.
This plots the realized portfolio value path over the selected window using the period returns derived from Yahoo prices. “Optimized” assumes an immediate rebalance at the start of the window into the optimized weights.
This portfolio optimizer helps you explore mean-variance efficient weights and historical projection paths — a building block for retirement drawdown planning, not a full tax-aware withdrawal engine.
Retirement drawdown is how you withdraw from taxable, tax-deferred, and Roth accounts over time. This tool focuses on portfolio construction and backtested paths; pair it with the full planner for expenses and NPV models.
Past performance does not predict future results. Not individualized investment advice.
CoastRetirement.com provides educational calculators and planning models. It does not provide individualized financial, investment, tax, or legal advice.