Complimentary Portfolio Risk Analysis

Please consider reviewing a risk analysis of any of your equity portfolios or funds.


If you provide holdings (tickers or ISINs), weights, and the portfolio’s benchmark,

we’ll respond with:


  • Your portfolio’s current risk relative to its benchmark (its future tracking error).

  • What portion of current risk is due to security selection and what portion is due to passive exposures that are simply different from the benchmark’s exposures.


  • Whether the fund is taking sufficient security selection risk to overcome active fees


  • Details of individual passive exposures and how much each contributes to tracking error.

  • Details of individual security positions (including those you don’t own) and how much each contributes to tracking error.


  • And if you provide the name of a fund, we’ll tell you whether or not the fund shows statistically significant evidence of security selection skill.

Or try the models yourself.  It’s easy to load your own portfolios.



Please email portfolio data or request for login instructions to