> ## Documentation Index
> Fetch the complete documentation index at: https://sourcetable.com/docs/llms.txt
> Use this file to discover all available pages before exploring further.

# Portfolio management

> Optimize portfolio allocation with AI-driven strategies in Sourcetable.

Sourcetable's portfolio management tools help you construct, optimize, and analyze investment portfolios.

## Portfolio manager

The portfolio manager optimizes allocation across assets to maximize risk-adjusted returns:

* **Sharpe ratio optimization** — maximize return per unit of risk
* **Minimum risk portfolio** — find the allocation with the lowest volatility
* **Target return** — optimize for a specific return target while minimizing risk
* **Ray Dalio Holy Grail** — construct a portfolio using the diversification principles from Bridgewater's All Weather strategy

## Correlation analyst

Analyze the relationships between assets in your portfolio:

* **Correlation matrix** — see how assets move relative to each other
* **Pairs trading** — identify correlated pairs for market-neutral strategies
* **Diversification scoring** — assess how well-diversified your portfolio is

## Using portfolio management

Ask the AI:

* "Optimize a portfolio of AAPL, MSFT, GOOGL, AMZN, and TSLA for maximum Sharpe ratio"
* "What's the minimum risk allocation for these 10 stocks?"
* "Build a diversified portfolio based on the Holy Grail principle"
* "Show me the correlation matrix for my current holdings"
* "Identify pairs trading opportunities in the tech sector"

## Backtesting

Test your portfolio strategy against historical data using the backtester:

* Simulate performance over any historical period
* Compare against benchmarks (S\&P 500, Nasdaq, etc.)
* Calculate Sharpe ratio, Sortino ratio, max drawdown, and CAGR
* Run multi-analyst combinations to blend fundamental, technical, and sentiment signals

Example:

* "Backtest a 60/40 stock/bond portfolio over the last 20 years"
* "Compare the Sharpe ratios of momentum vs. value strategies from 2015 to 2024"