The platform's fiduciary lens applied to a $500B asset portfolio: where the marks sit, which sleeves earn their risk capital, what to rotate over 90 days, and what three anchor stress cases would take out. Anonymized fund composite, computed live.
Q4 2025 positions · anonymized 13F and PE allocation data · USD millions · unrealized G/L derived
Return on risk-adjusted capital = net IRR / risk capital % × 0.1, against each sleeve's hurdle
Recommended weights vs current · delta recalculated live
Impact dollars = AUM × impact % · edit AUM to rescale