Portfolio Analysis
Performance metrics and risk assessment
Sharpe Ratio
1.82
Benchmark: 1.45
Max Drawdown
-12.4%
Benchmark: -15.2%
Volatility
18.5%
Benchmark: 21.3%
Beta
0.92
Benchmark: 1.00
Monthly Returns
Portfolio vs Benchmark
Portfolio
Benchmark
Risk Profile
Multi-factor analysis
Asset Allocation
By asset class
US Stocks
35%Crypto
25%International
15%Bonds
10%REITs
8%Cash
7%Sector Breakdown
Industry exposure
Tech42%
Finance18%
Healthcare12%
Consumer10%
Energy8%
Other10%
AI Insights
Diversification Score
Your portfolio is well-diversified across 6 asset classes with healthy sector exposure.
Concentration Risk
Tech sector at 42% is above recommended 30%. Consider rebalancing.
Performance
Outperforming benchmark by 5.4% YTD with lower volatility.