Portfolio risk minimization loop and switch security between lists

I'm trying to build a portfolio with the smallest risk. So I made a primitive portfolio containing the smallest betas based on my index. I now have to recalculate betas based on those titles (primitive portfolio) and minimize those betas.

So my question is : How can I build a loop that allows me to find the maximum beta inside the portfolio, compare it to the minimum beta outside of the portfolio (but in my security universe) and SWITCH them if the beta of the outside security is smaller than the one in the portfolio...? The biggest problems seems to be the fact that I'm not able to label data to their own ticker and have to play with the order of rows or columns to make my way in the optimisation...

thanks