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Portfolio Scenario
Small-Cap Tilt Portfolio Analysis
Portfolio overweight small caps for higher growth but increased volatility.
1. Portfolio Definition
A representative setup for this scenario includes:
2. Risk Analysis
- Volatility: 25.00%
- Correlation Risk: moderate
- Sharpe Ratio: 0.40
3. Optimization Example
Original Sharpe Ratio
0.40
Optimized Sharpe Ratio
0.66
- - Lowered small-cap overweight and balanced with large-cap quality.
4. Optimized Portfolio Mix
- Small Cap 30%
- Large Cap 40%
- International 15%
- Bonds 10%
- Cash 5%
5. Next Step
Apply this to your own holdings and constraints with AIQ’s portfolio optimization workflow.
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