NeuroTraderInstitutional
Portfolio · State Engine

Allocation & Drift

How far have we moved from intended portfolio structure?
DEMO DATA
What changed

Portfolio drift has risen primarily through market appreciation rather than intentional allocation decisions.

Why it matters

Unmanaged drift has moved two exposures outside desired policy boundaries.

Watch / decide

A modest rebalance can materially reduce structural drift without requiring a wholesale portfolio change.

Confidence 91%

Policy limits

CurrentTargetPolicy max
TechnologySoft breach
Current18.7%Target15.0%Policy max17.0%
Digital AssetsSoft breach
Current5.8%Target—Policy max5.0%

Asset classes · current vs target

US Equity34.2% / 32.0% +2.2pp
International Equity14.8% / 16.0% -1.2pp
Fixed Income22.4% / 24.0% -1.6pp
Alternatives10.2% / 12.0% -1.8pp
Cash12.6% / 12.0% +0.6pp
Digital Assets5.8% / 5.0% +0.8pp
Portfolio drift
6.4 / 10
Target 3.0 · tolerance 7.5
Technology (aggregate sector)
18.7%
Target 15.0% · max 17.0% · soft breach
Digital assets
5.8%
Maximum 5.0% · soft breach
Buckets outside range
2 of 9
$11.2M of excess
Policy range, target and current position for every bucket

Current versus Target

Policy range Target Current
US Equity — current
34.2%
$85.0M market value
Absolute drift
+2.2pp
Policy range 29.0% – 35.0%
Relative drift
+6.9%
Against intended weight
Risk contribution change
+4.2pp
45.5% now vs 41.3% at target
Target · current · drift · risk effect · policy · trend

Drift Matrix

BucketTargetCurrentDriftRisk effectPolicyTrend
US Equityrange 29.0% – 35.0%32.0%34.2%+2.2pp+7% rel.+4.2ppNormal
International Equityrange 13.0% – 19.0%16.0%14.8%-1.2pp-8% rel.-1.4ppNormal
Fixed Incomerange 21.0% – 27.0%24.0%22.4%-1.6pp-7% rel.-0.8ppNormal
Alternativesrange 10.0% – 14.0%12.0%10.2%-1.8pp-15% rel.-2.5ppNormal
Cashrange 10.0% – 16.0%12.0%12.6%+0.6pp+5% rel.0.0ppNormal
Digital Assetsrange 0.0% – 5.0%5.0%5.8%+0.8pp+16% rel.+1.8ppSoft breach
Technology (aggregate sector)range 11.0% – 17.0%15.0%18.7%+3.7pp+25% rel.+6.7ppSoft breach
Defensives (sector)range 8.5% – 13.5%11.0%9.2%-1.8pp-16% rel.-1.7ppNormal
Financials (sector)range 7.5% – 12.5%10.0%9.2%-0.8pp-8% rel.-0.2ppNormal