Monte Carlo projection10-yr horizon · 10,000 simulations
P10
$4.8M
P50 (median)
$9.5M
P90
$18.6M
Prob. of capital loss
11.0%
Wealth Intelligence for RIAs
Every account analyzed, optimized,
Every account analyzed, optimized,
and on the record.
StratumQuant is a portfolio analytics platform built for RIAs, covering concentration and compliance checks, tax-lot and liquidity tracking, portfolio optimization, fee and billing reconciliation, and one-click audit-package exports.
Largest position
4.6%
Top 10 holdings
39.2%
Herfindahl index
0.032
Liquidity ratio
98.7%
Tracking error
6.4%
Composite fiduciary scoreWeighted blend
Volatility
71/100
weight 20%
CAGR
64/100
weight 60%
Drawdown
77/100
weight 20%
Historical stress testPortfolio as held
2008 Global Financial Crisis-34.2%
2020 COVID-19 Flash Crash-22.8%
2022 Interest Rate Shock-12.9%
Analytics
A complete diagnosis of every account.
One report covers exposure, concentration, liquidity, tax lots, forward-looking risk and performance against a benchmark.
- Industrials26.3%
- Healthcare16.7%
- Financials15.8%
- Consumer Cyclical14.4%
- Technology11.1%
- Other15.7%
Exposure composition
Sector, geography and currency exposure for every account, with single-currency books called out inline.
Largest
4.6%
Top 5
21.4%
Top 10
39.2%
HHI
0.032
Concentration
Largest position, top-5 and top-10 weight and the Herfindahl index, with every holding ranked by weight and exportable to CSV.
Liquid assets98.7%
Tax lots · long / short term22 / 15
Unrealized gain+$1.84M
Liquidity and tax lots
A liquidity ratio built from asset-class haircuts, plus every tax lot split by holding period against cost basis and unrealized gain.
Historical stress test
2008 Global Financial Crisis-34.2%
2020 COVID-19 Flash Crash-22.8%
2022 Interest Rate Shock-12.9%
Forward-looking risk
A 10-year Monte Carlo projection across 10,000 simulations, with P10, P50 and P90 outcomes, plus historical stress tests on the portfolio as held.
Active return
+1.8%
Tracking error
6.4%
Information ratio
0.28
Probabilistic Sharpe
88.6%
Up-market capture
94.2%
Down-market capture
81.5%
Performance attribution
Active return, tracking error, information ratio and up- and down-market capture against the primary benchmark, plus a probabilistic Sharpe ratio.
CAGR vs. S&P 500 TR
Portfolio
10.9%
Benchmark
11.6%
Max drawdown
Portfolio
−17.4%
Benchmark
−24.5%
Benchmark comparison
CAGR, Sharpe ratio and drawdown side by side with the S&P 500 Total Return Index, with a plain-language verdict on each.
Optimization
Rebalancing proposals you can defend.
Optimization produces a proposal, never a trade. When a concentration breach triggers one, it is attached to that report's draft and waits for an advisor's approval.
- Mean-variance targets. Markowitz optimization against a requested target return, with the achieved return reported next to it.
- Efficient frontier. Candidate portfolios plotted by risk and expected return, so the chosen point is visible in context.
- Risk parity. Proposed weights shown against each position's contribution to total risk, with the solver's status disclosed.
- Position limits built in. The single-name cap is a bound inside the solver, so no proposal goes past it. A sector cap and a turnover budget are optional.
- Advisor views. Blend your own return views into a proposal with Black-Litterman.
Target return · requested
10.0%
Target return · achieved
10.0%
Solver status
Converged(Constrained)
Efficient frontier10 candidate portfolios
Risk parity allocation24 positions
Proposed weightRisk contribution
NVDA — Sale quantity exceeds all tracked open lots for this ticker — likely a BUY missing from ledger history.
AMZN — SELL event has no price per unit; realized gain for this sale can't be computed.
Tax lotsRealized gainsEvent historyLiquidity forecast
Open tax lots (FIFO)One row per open lot
| Symbol | Acquired | Qty | Cost | Price | Unrealized | Term | Days |
|---|---|---|---|---|---|---|---|
| VTI | 2023-03-04 | 120 | $212.40 | $318.55 | +$12,738.00 | Long | 1304 |
| AAPL | 2024-08-19 | 45 | $224.10 | $251.30 | +$1,224.00 | Long | 770 |
| MSFT | 2025-06-02 | 30 | $462.00 | $508.40 | +$1,392.00 | Long | 483 |
| IEFA | 2026-01-08 | 200 | $82.15 | $79.60 | −$510.00 | Short | 263 |
Ledger
An append-only ledger that flags bad data.
Each account's history is kept as a record of events, and the tax-lot engine checks it as it goes.
- Import or record. Import from CSV, record buys and sells as events, and set each entity's custodian account number for fee exports.
- Immutable history. Entries are appended, never edited, so every figure traces back to the events behind it. An entity with history can be archived, not deleted.
- Data-quality flags. A sale larger than the open lots, or a sell with no price, is flagged before it distorts gains.
- FIFO tax lots. Every open lot with cost, unrealized gain or loss, term and days held, plus realized gains, event history and a liquidity forecast.
Billing
Fee reconciliation with approval built in.
Every reconciliation becomes a ticket. Nothing reaches a custodian export file until it's approved, and each client's figures stay separate.
ClientHousehold A
Draft tickets
1
Approved tickets
3
Approved fees (total)
$34,815.92
Run a new reconciliation
Start date2026-07-01
End date2026-09-30
Annual fee (bps)100
Run reconciliation
Fee reconciliation tickets
| Status | Period | Avg. daily balance | Fee rate | Fee amount |
|---|---|---|---|---|
| Draft | 2026-07-01 → 2026-09-30 | $4,901,226.40 | 100 bps | $12,353.78 |
| Approved | 2026-04-01 → 2026-06-30 | $4,812,340.55 | 100 bps | $11,997.89 |
| Approved | 2026-01-01 → 2026-03-31 | $4,655,902.10 | 100 bps | $11,480.31 |
| Approved | 2025-10-01 → 2025-12-31 | $4,498,117.83 | 100 bps | $11,337.72 |
Average daily balance
Run a reconciliation for any period at your annual fee in basis points.
Approval before export
A custodian export file is generated only after a ticket is explicitly approved.
One client at a time
Every ticket and export is scoped to a single client, never blended with others.
Audit package in one file
Ledger history, current holdings and advisor sign-offs, exported together.
Tools
Client-ready calculators, without leaving the app.
The quick math that comes up in client conversations, from present value and IRR to RMDs and fee schedules.
- TVM / NPV / IRR
- RMD calculator
- AUM fee tiers
- Net-of-fee projector
- Allocation drift
Growth (FV)Goal (PV)Loan paymentCash flow (NPV/IRR)
Starting balance$250,000
Annual contribution$12,000
Annual growth rate6.0%
Years15
Future value$878,451.19
TVM, NPV and IRR
Growth, goal, loan payment and cash-flow analysis.
RMD calculator
Required minimum distributions for retirement accounts.
AUM fee tiers
Tiered advisory fee schedules, worked out in dollars.
Net-of-fee projector
Projected growth after advisory fees.
Allocation drift
How far holdings have moved from target weights.
Workflow
From flag to decision, with the paper trail built in.
Each portfolio review, with its analytics, compliance flags and any rebalancing proposal, lands in one queue as a draft and stays there until an advisor approves or rejects it.
01 · ImportLEDGER
Load holdings
Import from CSV or record events directly. Every entry is kept as an immutable record.
02 · FlagOVER LIMIT
Surface exceptions
Concentration breaches become actionable compliance directives, and the rebalancing proposal a breach triggers is attached to the same draft.
03 · DecideDRAFT → APPROVED
Approve or reject
Drafts wait in one review queue, prioritized by how long they've been waiting. Approvals and rejections record who decided and when.
04 · DocumentAUDIT PACKAGE
Reconcile and export
Calculate fees from ledger balances, approve the ticket, then export the custodian fee file or a one-click audit package.
Methodology
Every number shows its method.
Assumptions, thresholds and limitations are written into the product itself, so a result can be checked rather than taken on trust.
Documented assumptions
Monte Carlo drift and volatility are stated on the report, along with how the drift was derived.
Drift: trailing 5-year CAGR, converted to a continuously compounded rate for the simulation.
Published thresholds
The composite fiduciary score is a weighted blend of volatility, CAGR and drawdown sub-scores, each with its scoring thresholds one click away.
Volatility 20% · CAGR 60% · Drawdown 20%
Stated limitations
Where a method has limits, the product says so on screen, from delayed market data during the beta to what the projections do and don't model.
Monte Carlo and stress tests model the portfolio as currently held, not the post-remediation allocation. Market data: end-of-day or delayed.
See StratumQuant on your firm's holdings.
Request a demo and we'll run the analytics on your firm's public 13F holdings or an anonymized sample portfolio, so you can see what it finds.