What is the single biggest weakness in my portfolio?
A question that draws on several parts of a portfolio at once. The answer comes from more than one calculation, and says which figures it is putting together.
Worked through on a sample portfolio. The figures below are that portfolio’s, not yours.
Here’s the single biggest weakness in your portfolio, by contribution to risk:
| Asset | Volatility contribution (%) |
|---|---|
| Apple Inc. | 20,89 |
What this means: Apple Inc. is your top driver of portfolio volatility — it contributes +20,89% to the portfolio’s annualized volatility.
Notes:
- Portfolio annualized volatility over the last year (window) is 8,85% and the holdings-level breakdown above comes from that same window.
- Because this is a holdings-based risk attribution, the figure reflects the asset’s weight, its own volatility and its correlation with the portfolio.
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See this for your own portfolio
The assistant answers the same question about your own holdings, with your figures and today’s prices. Import from your broker, or open the demo portfolio and ask it there.