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Portfolio Scenario
Energy Portfolio Analysis
Sector-focused energy portfolio with commodity-cycle sensitivity.
1. Portfolio Definition
A representative setup for this scenario includes:
2. Risk Analysis
- Volatility: 26.00%
- Correlation Risk: high
- Sharpe Ratio: 0.36
3. Optimization Example
Original Sharpe Ratio
0.36
Optimized Sharpe Ratio
0.62
- - Reduced single-sector concentration.
- - Added non-energy diversifiers.
4. Optimized Portfolio Mix
- Energy 45%
- Industrials 20%
- Utilities 15%
- Healthcare 10%
- Cash 10%
5. Next Step
Apply this to your own holdings and constraints with AIQ’s portfolio optimization workflow.
Related Portfolio Scenarios
Explore adjacent portfolio setups to compare concentration, volatility, and optimization pathways.