Volatility Heat Maps
Below are our volatility heat maps taken from our signature bubble movie. Each of the bubbles represents an asset class (such as consumer staples, financials, etc.). The x-axis represents each asset class's correlation to the portfolio as a whole, and the y-axis represents the volatility of each of the asset classes.
Marginal Sharpe Heat Map
Below, is our Marginal Sharpe heat map. This diagram shows the impact of Marginal Sharpe on the risk-adjusted return of the portfolio. The black dot represents the portfolio as a whole, while the other dots represent asset classes within the portfolio.