Portfolio Analysis Report

Executive Summary

Portfolio Score

Portfolio generated 2.8% outperformance vs S&P 500 this month
Strong momentum factor exposure appears to be driving performance
High technology concentration may increase portfolio risk

Performance Attribution

+2.8%

Relative Performance vs S&P 500

1.34

Sharpe Ratio

12.8%

Total Return

8.9%

Volatility

Portfolio Strengths

High momentum factor exposure

Portfolio is positioned in stocks with recent positive price trends

Balanced factor diversification

Exposure across multiple factors may help reduce single-factor risk

Quality company characteristics

Holdings tend to have strong financial metrics and profitability

Portfolio Characteristics

Sector concentration observation

45% Technology allocation compared to 28% in S&P 500 benchmark

Note

Sector allocation pattern

Lower representation in traditionally defensive sectors

Note

Growth-oriented profile

Holdings exhibit characteristics common in growth-focused portfolios

Note

High Factor Exposures

Factors your portfolio has significant exposure to

+1.1%

Your portfolio is tilted toward stocks with recent positive price trends

+0.8%

Moderate exposure to undervalued companies

+0.5%

Holdings tend to have strong balance sheets and profitability

+0.3%

Some exposure to smaller company stocks

Low Factor Exposures

Factors your portfolio has limited exposure to

Low

Limited exposure to defensive, low-volatility stocks

Low

Portfolio has minimal exposure to dividend-paying stocks

Low

Lower exposure to highly profitable companies

Diversification Analysis

Diversification Score 68/100

Sector Allocation Analysis

Higher allocation: Technology (45% vs 28% benchmark)

Lower allocation: Healthcare (8% vs 14% benchmark)

Not represented: Utilities (0% vs 3% benchmark)

Portfolio Analysis Actions

Observations about your portfolio composition

Diversify Sector Allocation

Your portfolio allocates 45% to Technology compared to the S&P 500's 28% allocation. Sector concentration levels can influence portfolio volatility patterns and correlation with broader market movements.

Increase Exposure to Dividend-Paying Stocks

The portfolio shows limited exposure to dividend-yielding securities. Dividend-paying stocks have historically exhibited different return and volatility characteristics compared to growth-oriented stocks.

Increase Defensiveness

The portfolio shows minimal allocation to traditionally defensive sectors such as utilities and consumer staples. These sectors have historically demonstrated different volatility and correlation patterns.

Achieve Higher Quality Factor

Holdings demonstrate moderate exposure to quality characteristics. Companies with strong financial metrics such as high ROE and low debt levels often exhibit different risk-return profiles.