Analysis
Optimizing Portfolio for a Swiss Fintech Startup
Overview
What this challenge is about.
Your task is to design a diversified portfolio of up to 8 ETFs from a provided universe of 10, maximizing the Sharpe ratio. You must present a clear rationale for your asset selection and weights, including a risk-return analysis. Success means delivering a portfolio with an expected Sharpe ratio above 0.8, a maximum drawdown under 25%, and a clear explanation of how you accounted for correlations and diversification. Deliver a report with your methodology, results, and a recommendation for rebalancing strategy.
The Brief
What you'll do, and what you'll demonstrate.
Construct an optimal multi-asset ETF portfolio for high-risk young professionals that maximizes risk-adjusted return while respecting practical constraints.
Earning criteria — what you'll demonstrate
- Apply Modern Portfolio Theory to construct an efficient frontier and select an optimal portfolio.
- Evaluate asset allocation decisions using risk-return metrics such as Sharpe ratio and maximum drawdown.
- Incorporate real-world constraints like transaction costs and rebalancing into portfolio optimization.
- Communicate investment recommendations clearly to non-expert stakeholders.
Program Fit
Where this fits in your program.
Sharpens the same skills your degree expects you to demonstrate.
Skills
Skills you'll demonstrate.
Each one shows up on your verified credential.
Careers
Roles this prepares you for.
Real titles. Real skill bridges. Pick the one closest to your trajectory.
Career mappings coming soon.