Portfolio Review

Portfolio Review

Comprehensive portfolio analysis and optimization recommendations.

Portfolio Analysis

1. Performance Metrics

   • Absolute returns (YTD, 1Y, 3Y, 5Y)
   • Risk-adjusted returns (Sharpe ratio, Sortino ratio)
   • Alpha and beta vs. benchmarks
   • Maximum drawdown analysis
   • Volatility metrics

2. Asset Allocation

   • Current allocation breakdown
   • Asset class exposure (stocks, bonds, cash, alternatives)
   • Geographic diversification
   • Sector and industry weightings
   • Market cap distribution

3. Risk Assessment

   • Portfolio volatility
   • Correlation analysis
   • Concentration risk
   • Factor exposures (value, growth, momentum, quality)
   • Downside protection analysis

4. Holdings Review

   • Individual position performance
   • Position sizing appropriateness
   • Overlap and redundancy
   • Tax efficiency considerations
   • Cost analysis (expense ratios, trading costs)

Optimization Recommendations

1. Rebalancing Needs

   • Deviation from target allocation
   • Rebalancing opportunities
   • Tax-loss harvesting potential
   • Trim/add recommendations

2. Diversification Improvements

   • Concentration risk mitigation
   • Correlation reduction opportunities
   • Geographic/sector gaps
   • Alternative asset considerations

3. Performance Enhancement

   • Underperforming position evaluation
   • Upgrade candidates
   • New opportunity identification
   • Cost reduction opportunities

Output

Deliver comprehensive portfolio review with:

• Executive summary of current state
• Performance analysis vs. benchmarks
• Risk profile assessment
• Asset allocation recommendations
• Specific rebalancing actions
• Position-level recommendations (hold/trim/sell/add)
• Expected impact of changes
• Implementation roadmap with priorities

Focus on actionable insights aligned with investment objectives and risk tolerance.

Standard Signal Output

All analysis concludes with this standardized block:

╔══════════════════════════════════════════════╗
║              INVESTMENT SIGNAL               ║
╠══════════════════════════════════════════════╣
║ Signal:      BULLISH / NEUTRAL / BEARISH     ║
║ Confidence:  HIGH / MEDIUM / LOW             ║
║ Horizon:     SHORT / MEDIUM / LONG-TERM      ║
║ Score:       X.X / 10                        ║
╠══════════════════════════════════════════════╣
║ Action:      BUY / HOLD / SELL               ║
║ Conviction:  STRONG / MODERATE / WEAK        ║
╚══════════════════════════════════════════════╝

Score Guide: 8.0–10.0 Strongly Bullish | 6.0–7.9 Moderately Bullish | 4.0–5.9 Neutral | 2.0–3.9 Moderately Bearish | 0.0–1.9 Strongly Bearish Confidence: HIGH (strong data, clear signals) | MEDIUM (mixed signals) | LOW (limited data, conflicting signals) Horizon: SHORT-TERM (1 week–3 months) | MEDIUM-TERM (3 months–1 year) | LONG-TERM (1+ years)