Portfolio Models
Manage and analyze all investment strategy models
Balanced Growth
BalancedAfter-Tax Return
4.14%
Tracking Error
—
Information Ratio
—
Total Weight100.0%
Equity
Large Cap
%
Mid Cap
%
Small Cap
%
Large Cap
%
Emerging Markets
%
Fixed Income
Taxable Fixed Income
%
Tax Exempt Fixed Income
%
High Yield
%
EM Fixed Income
%
Alternatives
L/S Hedge
%
Absolute Return
%
Private Equity
%
Commodities
%
Cash
Cash
%
Equity
42.5%
+0.0%
Fixed Income
34.8%
+0.0%
Alternatives
22.7%
+0.0%
Cash
0.0%
+0.0%
Historical Performance Analysis
Risk Decomposition
Performance Statistics
Expected Return5.1%
After-Tax Return4.1%
Portfolio Risk—
Sharpe Ratio—
Sortino Ratio—
Calmar Ratio—
Information Ratio—
Tracking Error—
Series-based metrics unavailable — insufficient proxy history.
Portfolio Characteristics
Equity Allocation42.5%
Fixed Income34.8%
Alternatives22.7%
Cash0.0%
Estimated Yield1.5%
Est. Duration5.2 yrs
IPS Compliance
Not evaluated — IPS range checks pending.
Alpha Probability
Likelihood current positioning adds value vs neutral
Illustrative — heuristic score on seed signals; horizon bars are model offsets.
3M Horizon60% positive alpha
6M Horizon68% positive alpha
12M Horizon73% positive alpha
2 signals support overweight equity
Bull regime historically favorable for current tilt
Recent ISC Decisions
Model Comparison
| Model | Ret | Risk | Sharpe | Max DD |
|---|---|---|---|---|
| Fixed Income | 2.4% | — | — | — |
| Preservation | 3.0% | — | — | — |
| Moderate Income | 3.9% | — | — | — |
| Balanced | 4.7% | — | — | — |
| Balanced Growth | 5.1% | — | — | — |