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Back to Portfolio Risk ProfilerPortfolio analysis / Draft
US multi-asset portfolio
Examine an allocation across connected economic scenarios.
Overview
01 / Portfolio
Allocation and mapping
Four positions mapped to model exposures.
| Allocation | Model proxy | Weight |
|---|---|---|
| US equities | Equity index | 40% |
| Core bonds | AGG | 35% |
| Long Treasuries | TLT | 15% |
| Treasury cash | CASH_3M | 10% |
| Total | 100% |
02 / Scenario set
USD multi-asset
GALM economic scenario paths.
- Horizon
- 10 years
- Frequency
- Annual
- Paths
- 10,000
Market factors
Review the scenario assumptions before interpreting portfolio outcomes.
03 / Review and run
Review the analysis setup
Check the portfolio mapping and scenario settings before submitting a run.
01 / Portfolio
Portfolio inputs
Define the allocation and choose a model proxy for each position.
| Allocation | Model proxy | Weight |
|---|---|---|
| Total | 100% |
Allocation totals 100%.
02 / Scenario set
Economic scenarios
Select the GALM economic scenarios for the portfolio analysis.
Market factors in this scenario set
The GALM Economic Scenario Generator supplies the scenario paths. Review the model assumptions and factor mappings before a run.
03 / Results
Portfolio outcomes
Results will appear here after an analysis run.
No analysis has been run
Review the portfolio and scenario settings before running the model.