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Portfolio Scenario
Large-Cap Core Portfolio Analysis
Core large-cap portfolio with broad US equity exposure.
1. Portfolio Definition
A representative setup for this scenario includes:
2. Risk Analysis
- Volatility: 19.00%
- Correlation Risk: moderate
- Sharpe Ratio: 0.50
3. Optimization Example
Original Sharpe Ratio
0.50
Optimized Sharpe Ratio
0.74
- - Reduced top-name concentration and improved sector balance.
4. Optimized Portfolio Mix
- Large Cap Core 60%
- Healthcare 15%
- Industrials 10%
- Bonds 10%
- Cash 5%
5. Next Step
Apply this to your own holdings and constraints with AIQ’s portfolio optimization workflow.
Related Portfolio Scenarios
Explore adjacent portfolio setups to compare concentration, volatility, and optimization pathways.