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Designing an optimum portfolio for allocating suitable weights to itsconstituent assets so that the return and risk associated with the portfolioare optimized is a computationally hard problem. The seminal work of Markowitzthat attempted to solve the problem by estimating the future returns of thestocks is found to perform sub-optimally on real-world stock market data. Thisis because the estimation task becomes extremely challenging due to thestochastic and volatile nature of stock prices. This work illustrates threeapproaches to portfolio design minimizing the risk, optimizing the risk, andassigning equal weights to the stocks of a portfolio. Thirteen critical sectorslisted on the National Stock Exchange (NSE) of India are first chosen. Threeportfolios are designed following the above approaches choosing the top tenstocks from each sector based on their free-float market capitalization. Theportfolios are designed using the historical prices of the stocks from Jan 1,2017, to Dec 31, 2022. The portfolios are evaluated on the stock price datafrom Jan 1, 2022, to Dec 31, 2022. The performances of the portfolios arecompared, and the portfolio yielding the higher return for each sector isidentified.

Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks