Rebalance a Portfolio to Improve Risk-Adjusted Return

Step 1

• In the Rebalance → Optimizer view, add trade constraints to ensure portfolio structure is maintained along with factor targets such as ESG mandates.

Step 2

• View summary information of optimized portfolio vs. original portfolio, including the return, total risk, Sharpe ratio, and risk decomposition details.

Step 3

• Drill down to a more granular level, review proposed trades, and download the trade list for execution via OMS or the trade desk.