Question

A list of your investments


Share

Portfolio

Risk-return ratio

Answer 1

I don’t have personal investments. If you want a formatted list for your own holdings or a sample portfolio, here are two useful things: (A) a template you can use to list investments, and (B) three example portfolios with estimated risk/return metrics so you can see how “share / portfolio / risk-return ratio” might look.

A. Template (one line per holding)
- Asset name — Ticker — Type (Equity/Bond/REIT/Cash/Commodity) — Share of portfolio (%) — Est. annual return (%) — Est. volatility (%) — Risk-return metric (e.g., Sharpe)

B. Example portfolios (hypothetical assumptions: risk-free rate = 2%; expected returns and volatilities are illustrative only)

1) Conservative
- Allocation:
- Bonds (AGG) — 60% — return 3% — vol 4%
- US equities (S&P) — 30% — return 8% — vol 15%
- REITs — 5% — return 7% — vol 20%
- Cash — 5% — return 0.5% — vol 1%
- Portfolio expected return ≈ 4.58%
- Approx. portfolio volatility (illustrative) ≈ 6%
- Sharpe ≈ (4.58% − 2%)/6% ≈ 0.43

2) Balanced
- Allocation:
- US equities — 40% — return 8% — vol 15%
- International equities — 20% — return 7% — vol 16%
- Emerging equities — 10% — return 9% — vol 25%
- Bonds — 25% — return 3% — vol 4%
- REITs — 5% — return 7% — vol 20%
- Portfolio expected return ≈ 6.6%
- Approx. portfolio volatility ≈ 10%
- Sharpe ≈ (6.6% − 2%)/10% ≈ 0.46

3) Aggressive
- Allocation:
- US equities — 60% — return 8% — vol 15%
- International equities — 15% — return 7% — vol 16%
- Emerging equities — 10% — return 9% — vol 25%
- REITs — 10% — return 7% — vol 20%
- Gold — 5% — return 2% — vol 18%
- Portfolio expected return ≈ 7.55%
- Approx. portfolio volatility ≈ 15%
- Sharpe ≈ (7.55% − 2%)/15% ≈ 0.37

Notes on metrics and accuracy
- “Risk-return ratio” is commonly measured by Sharpe ratio: (Portfolio return − risk-free rate) / portfolio volatility. You can also use return/volatility or Sortino ratio (downside risk).
- Accurate portfolio volatility requires the covariance (correlation) matrix between assets — the numbers above are illustrative approximations.
- Exact results depend on your assumed inputs (expected returns, volatilities, correlations, and the risk-free rate).

If you want, paste your actual holdings (ticker, quantity or weight) and I’ll:
- produce a table with share (%) and asset type,
- compute estimated portfolio return, volatility (approximate), and Sharpe,
- or export a CSV-style list you can copy.