portfolio-review · diff
git:20260216.d8fc82e to git:20260224.5f0f21a
22 added, 0 removed. Audit B to B.
---
description: Review and analyze investment portfolio performance and allocation
---
# Portfolio Review
Comprehensive portfolio analysis and optimization recommendations.
## Portfolio Analysis
1. **Performance Metrics**
- Absolute returns (YTD, 1Y, 3Y, 5Y)
- Risk-adjusted returns (Sharpe ratio, Sortino ratio)
- Alpha and beta vs. benchmarks
- Maximum drawdown analysis
- Volatility metrics
2. **Asset Allocation**
- Current allocation breakdown
- Asset class exposure (stocks, bonds, cash, alternatives)
- Geographic diversification
- Sector and industry weightings
- Market cap distribution
3. **Risk Assessment**
- Portfolio volatility
- Correlation analysis
- Concentration risk
- Factor exposures (value, growth, momentum, quality)
- Downside protection analysis
4. **Holdings Review**
- Individual position performance
- Position sizing appropriateness
- Overlap and redundancy
- Tax efficiency considerations
- Cost analysis (expense ratios, trading costs)
## Optimization Recommendations
1. **Rebalancing Needs**
- Deviation from target allocation
- Rebalancing opportunities
- Tax-loss harvesting potential
- Trim/add recommendations
2. **Diversification Improvements**
- Concentration risk mitigation
- Correlation reduction opportunities
- Geographic/sector gaps
- Alternative asset considerations
3. **Performance Enhancement**
- Underperforming position evaluation
- Upgrade candidates
- New opportunity identification
- Cost reduction opportunities
## Output
Deliver comprehensive portfolio review with:
- Executive summary of current state
- Performance analysis vs. benchmarks
- Risk profile assessment
- Asset allocation recommendations
- Specific rebalancing actions
- Position-level recommendations (hold/trim/sell/add)
- Expected impact of changes
- Implementation roadmap with priorities
Focus on actionable insights aligned with investment objectives and risk tolerance.
+ ## Standard Signal Output
+
+ All analysis concludes with this standardized block:
+
+ ```
+ ╔══════════════════════════════════════════════╗
+ ║ INVESTMENT SIGNAL ║
+ ╠══════════════════════════════════════════════╣
+ ║ Signal: BULLISH / NEUTRAL / BEARISH ║
+ ║ Confidence: HIGH / MEDIUM / LOW ║
+ ║ Horizon: SHORT / MEDIUM / LONG-TERM ║
+ ║ Score: X.X / 10 ║
+ ╠══════════════════════════════════════════════╣
+ ║ Action: BUY / HOLD / SELL ║
+ ║ Conviction: STRONG / MODERATE / WEAK ║
+ ╚══════════════════════════════════════════════╝
+ ```
+
+ **Score Guide**: 8.0–10.0 Strongly Bullish | 6.0–7.9 Moderately Bullish | 4.0–5.9 Neutral | 2.0–3.9 Moderately Bearish | 0.0–1.9 Strongly Bearish
+ **Confidence**: HIGH (strong data, clear signals) | MEDIUM (mixed signals) | LOW (limited data, conflicting signals)
+ **Horizon**: SHORT-TERM (1 week–3 months) | MEDIUM-TERM (3 months–1 year) | LONG-TERM (1+ years)
+