6F0006
Corporate Bond Fund
NTA006F0006
- Current
- 12.2%
- Recommended
- 12.1%
- Sector
- Fixed Income
- Score
- 1.47
Portfolio recommendation
As of 2026-03-31
Tilt toward stronger risk-adjusted monthly returns while respecting soft business constraints.
Tilt toward assets with stronger realised risk-adjusted monthly returns, subject to caps in constraints.json and turnover. This recommendation is designed to be explainable in a stakeholder debrief rather than hidden behind a black-box optimiser.
Decision summary
- Expected monthly return
- 0.79%
- Monthly uplift vs current
- 0.07%
- From 0.72% current
- Excess vs benchmark (monthly)
- -1.09%
- Portfolio expected minus benchmark avg
- Annualised volatility proxy
- 4.3%
- One-way turnover
- 7.1%
- Benchmark (avg monthly)
- 1.88%
- Benchmark (level series from take-home data)
- Material weight changes
- 8 / 10
- Constraint status
- 2 of 3 violated
- See Data Quality panel for detail
Data Quality Resolutions
- [holdings]Duplicate ISIN NTA002E0002: "Coralis Holdings" and "Coralis Group" (weights merged: 0.08)→Merged into one record, summed weights, kept first name
- [holdings]Asset class "equity" normalized to "Equity" for NTA002E0002→Mapped to canonical value matching constraints keys
- [holdings]Asset class "fixed-income" normalized to "Fixed Income" for NTA006F0006→Mapped to canonical value matching constraints keys
- [holdings]Asset class "FI" normalized to "Fixed Income" for NTA007F0007→Mapped to canonical value matching constraints keys
- [holdings]Currency "US$" normalized to "USD" for NTA004E0004→Mapped to ISO currency code
- [holdings]Weights sum to 0.9800, not 1.0→2.0% treated as unallocated cash
- [prices]9 rows with non-standard date formats (2 Excel serial, 4 ISO timestamp, 3 DD/MM/YYYY)→All parsed successfully via unified date normalizer
- [prices]1513 price values encoded as strings (20.2% of rows)→Coerced to numbers via parseFloat
- [prices]NTA003E0003 has 21 price outlier(s) beyond 3 sigma: 66.41, 65.59, 66.44, 66.13, 65.17, 63.73, 65.27, 63.50, 63.44, 64.82, 64.04, 64.33, 63.53, 64.14, 64.24, 64.07, 63.78, 62.62, 64.85, 64.95, 66.55→Flagged for review; included in calculations unless manually excluded
- [prices]NTA009A0009 has 1 price outlier(s) beyond 3 sigma: 81.08→Flagged for review; included in calculations unless manually excluded
- [benchmark]6 duplicate dates with conflicting levels→Last entry wins (later entry treated as a correction)
- [constraints]Asset class caps sum to 0.90, not 1.0→Remaining 10% headroom can be allocated to cash or unclassified assets
Constraint Compliance
- Max Assets: 10 unique holdings / 5 limitSoft violation: tilt-based optimizer retains all 10 unique holdings. A hard Sharpe-selection step (zeroing out bottom performers) would enforce the limit of 5 strictly.
- Weight Bounds: [2%–25%] per asset
- Asset Class Caps: 30% per class (Equity · Fixed Income · Alternatives)Equity (37.5% > cap 30%); Fixed Income (32.5% > cap 30%)
Allocation
Current vs recommended weights
Soft constraints
Sector exposure check
Equity
Above max37.5% · range 0%–30%
Fixed Income
Above max32.5% · range 0%–30%
Alternatives
OK30.0% · range 0%–30%
Methodology
How the recommendation was produced
- Monthly return is month-on-month from month-end levels:
r = P(end)/P(prev) - 1(arithmetic; log returns would rank similarly for small moves). - Each month uses the last available daily price in that calendar month; rows with non-numeric or non-positive prices are dropped at load. Sparse months reduce the return sample—no forward-fill across missing dates.
- Assets are scored with annualised return ÷ annualised volatility (a Sharpe-like ranking), then tilted from current weights—not a full covariance Markowitz solve.
- Soft constraints (min/max line, asset-class caps, turnover) are enforced by iterative projection and rescaling, so violations shrink but are not guaranteed zero without a constrained QP.
- Deterministic pipeline suitable for debrief: inspect data → metrics → tilt → constraints.
Analytics
Portfolio insights
Date range
Portfolio
Funds
Cumulative return (%) vs start of range
Data: Apr '23 – Mar '26
Recommendation
Proposed asset weights
AI analysis in progress
Search
Sector
Direction
Sort by
10 assets
-0.2%
0A0010
Orion Hedge Fund
NTA010A0010
- Current
- 8.2%
- Recommended
- 11.1%
- Sector
- Alternatives
- Score
- 1.31
5F0005
Treasury 10Y Note
NTA005F0005
- Current
- 12.2%
- Recommended
- 10.7%
- Sector
- Fixed Income
- Score
- 0.63
2E0002
Coralis Holdings
NTA002E0002
- Current
- 8.2%
- Recommended
- 10.0%
- Sector
- Equity
- Score
- 2.14
7F0007
Municipal Bond ETF
NTA007F0007
- Current
- 11.2%
- Recommended
- 9.7%
- Sector
- Fixed Income
- Score
- 0.28
8A0008
Crescent Commodities Index
NTA008A0008
- Current
- 9.2%
- Recommended
- 9.6%
- Sector
- Alternatives
- Score
- 0.25
9A0009
Helio Real Assets
NTA009A0009
- Current
- 8.2%
- Recommended
- 9.4%
- Sector
- Alternatives
- Score
- 0.27
1E0001
NovaTech Inc
NTA001E0001
- Current
- 12.2%
- Recommended
- 9.3%
- Sector
- Equity
- Score
- 0.32
3E0003
Kestrel Global
NTA003E0003
- Current
- 10.2%
- Recommended
- 9.3%
- Sector
- Equity
- Score
- 0.48
4E0004
Aegis Partners
NTA004E0004
- Current
- 8.2%
- Recommended
- 8.9%
- Sector
- Equity
- Score
- 0.50
| Rationale | ||||||
|---|---|---|---|---|---|---|
6F0006 Corporate Bond Fund NTA006F0006 | Fixed Income | 12.2% | 12.1% | -0.2% | 1.47 | |
0A0010 Orion Hedge Fund NTA010A0010 | Alternatives | 8.2% | 11.1% | +2.9% | 1.31 | |
5F0005 Treasury 10Y Note NTA005F0005 | Fixed Income | 12.2% | 10.7% | -1.6% | 0.63 | |
2E0002 Coralis Holdings NTA002E0002 | Equity | 8.2% | 10.0% | +1.9% | 2.14 | |
7F0007 Municipal Bond ETF NTA007F0007 | Fixed Income | 11.2% | 9.7% | -1.5% | 0.28 | |
8A0008 Crescent Commodities Index NTA008A0008 | Alternatives | 9.2% | 9.6% | +0.4% | 0.25 | |
9A0009 Helio Real Assets NTA009A0009 | Alternatives | 8.2% | 9.4% | +1.2% | 0.27 | |
1E0001 NovaTech Inc NTA001E0001 | Equity | 12.2% | 9.3% | -2.9% | 0.32 | |
3E0003 Kestrel Global NTA003E0003 | Equity | 10.2% | 9.3% | -0.9% | 0.48 | |
4E0004 Aegis Partners NTA004E0004 | Equity | 8.2% | 8.9% | +0.7% | 0.50 |