Market OntologySign in
    Explore the live productFree account · 1 hour of product exploration

    Audit portfolio risk on your actual holdings

    Check a portfolio for concentration, sector and factor overlap, and event exposure, with each finding tied to the positions that cause it.

    Where is my portfolio most exposed?

    A risk audit measures how much of the portfolio depends on a few names, sectors or shared drivers, then checks current events against those exposures. The output lists findings by position so you can see what to trim or hedge.

    What you see in Market Ontology

    The live product, read-only. Your own work opens here after checkout.

    Portfolio Risk Audit screen in Market Ontology
    Explore the live productFree account · 1 hour of product exploration

    Start the job

    Concentration audit

    2 positions exceed the 25% cap.

    Calculated
    Portfolio value
    $25,610
    Top position
    50.4%
    Breaches
    2
    Proposed trim proceeds
    $9,580
    • — Entered prices are reference prices, not live quotes.
    • — Trim quantities use whole shares; no order is created or sent.

    Deterministic concentration engine

    Method

    • — Concentration: largest position weights and the Herfindahl index (sum of squared weights).
    • — Sector and country grouping from reference data; overlaps flagged when several holdings share a driver.
    • — Event exposure: released developments matched to the holdings they affect, with sources.

    Limits

    Uses the positions you provide; missing prices or classifications are shown as gaps rather than estimated.

    Updated 2026-10-15

    Questions

    What counts as a concentrated portfolio?
    A frequent rule of thumb is any single position above 10% or top five above 50% of value; the right limit depends on your mandate.
    Is the sample audit real?
    Yes — the public sample is a fixed five-position book re-audited on a schedule with current data.

    Related portfolio tools

    All portfolio tools