Portfolio review
portfolio_reviewA periodic advisor review of a portfolio: weights, concentration (HHI and effective number of holdings), sector and asset-class exposure, drift from targets with the trades to rebalance, and, given return history, volatility, Sharpe, Sortino, drawdown, VaR/CVaR and beta. Ends with prioritized findings. Price: $0.05.
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| cash | No | ||
| limits | No | ||
| returns | No | Periodic portfolio returns as decimals. | |
| targets | No | Target weights by symbol or asset_class, summing to 1. | |
| holdings | Yes | ||
| rebalance_band | No | Absolute drift that triggers a rebalance, default 0.05. | |
| risk_free_rate | No | ||
| periods_per_year | No | ||
| benchmark_returns | No |