Portfolio risk analyzer
Portfolio risk analyzer
Souppe is a portfolio risk analyzer that reads your actual holdings, scores the portfolio across 8 dimensions of risk, identifies the weakest dimension and suggests the specific securities that strengthen it.
What it measures
Souppe scores a portfolio across 8 structural dimensions of risk, from concentration and sector balance to how the book behaves when markets fall. Each dimension gets a 0 to 100 score, and the composite score combines them into one read of structural health.
The weakest dimension is the headline. It shows where the portfolio is most exposed today, before any market event makes it obvious.
How the suggestions work
Once Souppe finds the weakest dimension, it searches for the securities that most strengthen it. Each suggestion shows the composite gain it produces on its own, the dimension it targets and the conviction behind it. You decide what to act on; Souppe provides the suggestion.
Where the analysis is tested
Souppe runs the same analysis on real institutional portfolios pulled from SEC 13F filings. Each study names the manager's weakest dimension, the suggested security and the measured change in the composite score. Browse the manager case studies for live examples.
Frequently asked questions
What does a portfolio risk analyzer do?
It examines the structure of your holdings: concentration, diversification, sector balance, downside behaviour, liquidity and stability. Souppe scores each one, then points to the weakest area and the securities that strengthen it.
What does Souppe measure beyond a single volatility number?
A volatility number compresses everything into one figure. Souppe keeps 8 separate dimensions, so you can see which specific part of the structure is weak and act on that part directly.
Is it free to run?
Yes. You can analyze a portfolio and see its 8-dimension scores and top suggestions at no cost.
What data does it need?
Your holdings and their weights. Souppe reads the tickers and analyses the structure from there.