Research
Portfolio Builder
Model portfolio allocations across asset classes.
Allocations & Assumptions
| Asset Class | Allocation | % | Exp. Return | Volatility | Sharpe | Proxy |
|---|---|---|---|---|---|---|
Equity | 7.3% | 15.9% | 0.18 | |||
Fixed Income | 4.2% | 6.0% | -0.06 | |||
Alternatives | 7.8% | 26.6% | 0.12 | |||
Cash | 4.5% | 0.5% | 0.00 |
Total: 100.0%
Portfolio Stats
Expected Return
6.2%
Volatility
9.2%
Sharpe Ratio
0.18
Max Drawdown
-18.4%
Time Horizon: 3–7 years
ProfileModerate
Sleeve Breakdown
Equity40%
Fixed Income30%
Alternatives20%
Cash10%
Risk / Return Tradeoff
Profile Comparison
Correlation Matrix
-1+1