HINDSIGHT

The Frontier

Five real stocks and their last three years. Build a portfolio, see how close you came to the efficient frontier, then watch the year after test the "optimal" one.

Five S&P 500 stocks, shown as letters, with three years of past returns, volatilities and correlations. Set the weights of a long-only portfolio, see how close it came to the efficient frontier, then compare it in the year after with the maximum-Sharpe, minimum-variance and equal-weight portfolios. Prices are at least three months old.

About 4 minutes. A new puzzle every day, the same for everyone.

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