5
Portfolio Strategies
€1M
Each Portfolio
50,000
Monte Carlo Scenarios
Portfolio Risk Reports
Free quarterly risk analysis challenging conventional portfolio wisdom
Q1 2026 Quarterly Report
We analyzed five distinct portfolio strategies—each with €1,000,000—using Monte Carlo simulation, stress testing, and risk decomposition based on year-end 2025 market data. The results challenges conventional portfolio construction wisdom.
What we discovered: Portfolios with half the equity allocation can achieve lower risk through proper diversification. The secret? Combining truly uncorrelated assets like gold, REITs, and alternatives—not just adding more bonds.
📊 Comparative Analysis Report
Octarisk Q1 2026 Portfolio Risk Report
Comprehensive analysis comparing all five portfolios. Includes risk decomposition, diversification benefits, stress test results across four scenarios (Crisis, COVID-19, Stagflation, AI Bubble), and actionable recommendations for investors.
Key Topics:
- The Myth of traditional 60/40 Balance (risk contribution analysis)
- Why ALLSEASONS achieves 72% better diversification than TRADITIONAL Balanced
- Stagflation scenario: 38% performance advantage with proper inflation hedges
- Which portfolio matches your risk tolerance and goals
Individual Portfolio Reports
Each portfolio represents a different investor archetype and strategic approach. Detailed reports include complete position listings, risk metrics, stress test results, and suitability assessments. Dashboard one-pagers provide quick summaries.
| Portfolio | Description | Risk Profile | Downloads |
|---|---|---|---|
| SAFEHARBOR Conservative Retiree |
Low-risk portfolio prioritizing capital preservation. 70% bond ladder across multiple maturities,
20% equities, with small gold and REIT allocations for diversification.
Best for: Retirees, risk-averse investors |
VaR: 4.6% SRRI: 4 Highest diversification benefit: 13.3% |
Full Report
Dashboard |
| TRADITIONAL Traditional 60/40 |
Standard diversified allocation: 50% global equities, 40% bonds, 10% REITs.
Critical issue: Despite "balanced" label, equities drive 85% of risk.
⚠️ Not recommended: Consider ALLSEASONS instead |
VaR: 9.9% SRRI: 6 Poor diversification: only 6.5% |
Full Report
Dashboard |
| ALLSEASONS Risk Parity Inspired |
True all-weather diversification: 30% equities, 40% bonds, 15% gold, 10% REITs, 5% Bitcoin.
Risk contributions balanced across asset classes (52%/16%/16%/15%).
✓ Recommended for genuine diversification |
VaR: 9.3% SRRI: 6 Strong diversification: 11.2% |
Full Report
Dashboard |
| GROWTH Aggressive Accumulator |
Maximum equity exposure for long-term growth: 70% global equities (heavy EM weighting),
10% corporate bonds, small Bitcoin position as tech bet.
Best for: 30+ year horizon, high risk tolerance |
VaR: 15.0% SRRI: 6-7 Low diversification: 5.2% |
Full Report
Dashboard |
| HARDASSETS Inflation Hedge |
Overweight tangible assets for inflation protection: 30% gold, 25% REITs, 35% equities,
10% Bitcoin. Zero bonds by design. Excels in stagflation scenarios.
Best for: Inflation concerns, high volatility tolerance |
VaR: 15.3% SRRI: 6-7 Moderate diversification: 6.2% |
Full Report
Dashboard |
About These Reports
All analysis performed using Octarisk, an open-source portfolio risk measurement framework built on GNU Octave. Methodology includes Monte Carlo simulation (50,000 scenarios), parametric stress testing, VaR decomposition, and utility-based risk assessment.
Next Report: Q2 2026 (April 2026)
Valuation Date: December 31, 2025
Report Generated: January 20, 2026