Risk Parity Engine | Able Wealth Management

Scenario name

Total portfolio

$5,000,000

Alts target %

$1,000,000 to alternatives

Saved scenarios

Sleeve construction

Pick the candidate funds, then choose how they should be sized. Everything below recalculates immediately.

Sizing method

Enforce sizing caps

Sleeve volatility

0.00%

vs 0.00% weighted-average standalone vol

Diversification ratio

0.00

0.00% of vol removed by blending

Effective bets

0.00

0 funds held; 0.00 effective by capital

Sharpe ratio

0.00

Excess return over 4.00% per unit of vol

Sortino ratio

—

Add downside deviation in due diligence to enable

De-smoothed vol

0.00%

No smoothed-return funds in the sleeve

Weighted worst drawdown

—

Add worst-drawdown history in due diligence

Expected return

0.00%

Return per unit of risk: 0.00

Blended fee

0.00%

Weighted management fee across the sleeve

Risk share dispersion

0.00%

Largest gap between a fund's risk share and the equal-risk target

Largest risk share

0.00%

Largest capital position: 0.00%

Alts sleeve dollars

$1,000,000

20.00% of $5,000,000

Sleeve funding split

0% / 0%

Equity — · Fixed income —

Compliance overlay

Position caps, sponsor and liquidity aggregation, and asset-location checks, re-run on every change. Select a core model on the sourcing screen to enable tax-routing checks.

Select funds in the engine and the guardrail checks will appear here.

Aggregated exposures

Sponsor and liquidity-tier rollups across the sleeve. Illiquid total: 0.0% of alts.

By sponsor

No sponsor tags on the selected funds.

By liquidity tier

No liquidity-tier tags on the selected funds.

Assumptions and risk budgets

Select funds in the sleeve above and their assumptions will appear here.

Risk contribution analysis

Add at least one fund to the sleeve and the risk decomposition appears here.

Sizing comparison

Select at least two funds to compare sizing methods.

Correlation matrix

Select at least two funds to edit correlations.