How does the Portfolio Score work?
The Portfolio Score is a quantitative assessment built around three core components: risk match, risk-adjusted returns, and downside protection.
1. Risk Match
This component evaluates how closely your portfolio's actual risk profile aligns with your stated goals, time horizon, and risk tolerance.
It analyzes volatility levels, concentration exposure, asset mix, and macro sensitivity to determine whether your portfolio is taking more or less risk than intended.
2. Risk-Adjusted Returns
This dimension measures how efficiently your portfolio converts risk into expected return.
Using volatility, correlation matrices, diversification effects, and projected macro conditions, the system evaluates whether your portfolio structure is optimized relative to modeled efficient frontier frameworks - not simply whether returns are high in absolute terms.
3. Downside Protection
This component focuses on resilience.
The system models drawdown scenarios, stress conditions, and macro shocks to estimate how your portfolio may behave during adverse market environments. It evaluates concentration risk, correlation clustering, and exposure to economically sensitive factors.
Together, these three dimensions form a structured diagnostic of portfolio health.
The Portfolio Score reflects alignment and structural efficiency under modeled economic conditions. It is a decision-support metric - not a rating of quality or a guarantee of future performance.
